Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data

DOI10.1007/s10687-021-00422-6zbMath1475.62277MaRDI QIDQ2231305

Davide Ferrari, Zhendong Huang, Olga Shulyarenko

Publication date: 29 September 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-021-00422-6

zbMATH Keywords

max-stable processes; extreme temperature; composite likelihood inference; likelihood truncation

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62P12: Applications of statistics to environmental and related topics

62F10: Point estimation

Uses Software

• SpatialExtremes

Cites Work

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• Likelihood-Based Inference for Max-Stable Processes
• Exact simulation of max-stable processes
• Composite likelihood estimation for the Brown-Resnick process
• Statistical modeling of spatial extremes