Max-stable processes for modeling extremes observed in space and time
From MaRDI portal
Publication:395885
DOI10.1016/j.jkss.2013.01.002zbMath1294.62118arXiv1107.4464OpenAlexW2039777194MaRDI QIDQ395885
Claudia Klüppelberg, Christina Steinkohl, Richard A. Davis
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.4464
Brown-Resnick processmax-stable processGneiting's classrandom field in space and timeSmith's storm profile modelspatio-temporal correlation function
Related Items (max. 100)
Anisotropic Brown-Resnick space-time processes: estimation and model assessment ⋮ A Bayesian hierarchical model for spatial extremes with multiple durations ⋮ Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data ⋮ Geometric ergodicity for some space-time max-stable Markov chains ⋮ On the measurement and treatment of extremes in time series ⋮ Space‒time max-stable models with spectral separability ⋮ INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles ⋮ Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes ⋮ Extreme value analysis of multivariate high-frequency wind speed data ⋮ Semiparametric estimation for isotropic max-stable space-time processes ⋮ Extremes and regular variation ⋮ The spectrogram: a threshold-based inferential tool for extremes of stochastic processes ⋮ A flexible dependence model for spatial extremes
Uses Software
Cites Work
- The extremogram: a correlogram for extreme events
- Some covariance models based on normal scale mixtures
- High-level dependence in time series models
- La descente et la montée étendues [extended rises and descents: the spatially \(d\)-anisotropic and the spatio-temporal case]
- Bivariate extreme statistics. I
- Dynamically evolving Gaussian spatial fields
- Stationary max-stable fields associated to negative definite functions
- Recent advances to model anisotropic space-time data
- Extremes of space-time Gaussian processes
- Extremes and related properties of random sequences and processes
- Point processes and multivariate extreme values
- Stationary min-stable stochastic processes
- A spectral representation for max-stable processes
- Spatio-temporal stationary covariance models
- Models for stationary max-stable random fields
- Maxima of normal random vectors: Between independence and complete dependence
- Spatio-temporal covariance functions generated by mixtures
- Fractal and smoothness properties of space-time Gaussian models
- Extreme value theory for space-time processes with heavy-tailed distributions
- Extreme values of independent stochastic processes
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
- Statistical Inference for Max-Stable Processes in Space and Time
- Statistics of Extremes
- Directional Modelling of Extreme Wind Speeds
- Likelihood-Based Inference for Max-Stable Processes
- Linear combinations of space-time covariance functions and variograms
- On extreme values in stationary sequences
- An introduction to statistical modeling of extreme values
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Max-stable processes for modeling extremes observed in space and time
