Marco Oesting

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Person:483521

Available identifiers

zbMath Open oesting.marcoMaRDI QIDQ483521

List of research outcomes





PublicationDate of PublicationType
Detection of long range dependence in the time domain for (in)finite-variance time series2024-02-12Paper
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators2024-01-05Paper
A comparative tour through the simulation algorithms for max-stable processes2022-02-16Paper
Long range dependence for stable random processes2021-06-30Paper
Ordinal patterns in clusters of subsequent extremes of regularly varying time series2021-05-21Paper
Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes2020-02-05Paper
Exact simulation of max-stable processes2019-06-24Paper
Extremal behaviour of aggregated data with an application to downscaling2019-05-08Paper
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes2019-02-25Paper
Equivalent representations of max-stable processes via \(\ell^p\)-norms2018-09-26Paper
Sampling from a max-stable process conditional on a homogeneous functional with an application for downscaling climate data2018-08-08Paper
Bayesian inference for multivariate extreme value distributions2017-12-08Paper
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts2017-11-02Paper
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation2017-09-21Paper
Simulation of max-stable processes2017-07-04Paper
Spatial extremes and max-stable processes2017-07-04Paper
Conditional simulation of max-stable processes2017-07-04Paper
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions2016-12-15Paper
Simulation of Brown-Resnick processes2016-01-22Paper
On the distribution of a max-stable process conditional on max-linear functionals2015-06-11Paper
Conditional sampling for max-stable processes with a mixed moving maxima representation2014-12-17Paper
Statistical inference for max-stable processes by conditioning on extreme events2014-07-10Paper
On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set2013-10-07Paper
https://portal.mardi4nfdi.de/entity/Q46490162012-11-19Paper
Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes)2009-11-23Paper

Research outcomes over time

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