Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes

DOI10.1007/s10687-018-0340-xzbMath1422.60030arXiv1704.05656OpenAlexW2609714171MaRDI QIDQ2311596

Sven Buhl, Claudia Klüppelberg

Publication date: 4 July 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05656

zbMATH Keywords

extremogramsemiparametric estimationBrown-Resnick processmax-stable processspace-time processobservation schemesgeneralised least squares estimationregularly varying process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items

Ordinal patterns in clusters of subsequent extremes of regularly varying time series ⋮ Semiparametric estimation for isotropic max-stable space-time processes

Uses Software

• RandomFields

Cites Work

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