On the distribution of a max-stable process conditional on max-linear functionals

DOI10.1016/J.SPL.2015.02.002MaRDI QIDQ2348331zbMATH OpenOpenAlexFDO

Authors Marco Oesting

Publication date 11 June 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.02.002

zbMATH Keywords

spatial extremesconditional simulationnormalized representation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

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Cites work

• scientific article; zbMATH DE number 227027 (Why is no real title available?)
• A spectral representation for max-stable processes
• Conditional sampling for max-stable processes with a mixed moving maxima representation
• Conditional sampling for spectrally discrete max-stable random fields
• Conditional simulation of max-stable processes
• Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
• Extreme value theory. An introduction.
• Extreme values of independent stochastic processes
• Regular conditional distributions of continuous max-infinitely divisible random fields
• Semi-min-stable processes
• Simulation of Brown-Resnick processes
• Stationary max-stable fields associated to negative definite functions
• max-infinitely divisible and max-stable sample continuous processes

Cited in

(14)

• A characterization of the normal distribution using stationary max-stable processes
• On max-stable processes and the functional D-norm
• Conditional independence among max-stable laws
• On the structure and representations of max-stable processes
• Statistical inference for max-stable processes by conditioning on extreme events
• On approximating max-stable processes and constructing extremal copula functions
• Conditional sampling for spectrally discrete max-stable random fields
• Conditional simulation of max-stable processes
• Implicit max-stable extremal integrals
• Tail correlation functions of max-stable processes
• Conditioned limit laws for inverted max-stable processes
• Multivariate max-stable processes and homogeneous functionals
• Regular conditional distributions of continuous max-infinitely divisible random fields
• Sampling from a max-stable process conditional on a homogeneous functional with an application for downscaling climate data

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