Extreme values of independent stochastic processes

Cited In (only showing first 100 items - show all)

Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
Random convex hulls and extreme value statistics
Non-stationary dependence structures for spatial extremes
Invariance properties of random vectors and stochastic processes based on the zonoid concept
Extreme dependence models based on event magnitude
Max-stable processes for modeling extremes observed in space and time
A characterization of the normal distribution using stationary max-stable processes
Geostatistics of dependent and asymptotically independent extremes
Some new classes of stationary max-stable random fields
Spectral representations of sum- and max-stable processes
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
Stationary systems of Gaussian processes
Minima and maxima of elliptical arrays and spherical processes
Extremes of space-time Gaussian processes
Extremes of independent Gaussian processes
Representations of \(\max\)-stable processes via exponential tilting
A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation
Extremes of weighted Dirichlet arrays
Extremes of independent chi-square random vectors
A note on maxima of bivariate random vectors
On extremal index of max-stable random fields
Spatial extremes: models for the stationary case
Approximate Bayesian computing for spatial extremes
On the structure and representations of max-stable processes
Maxima of bivariate random vectors: Between independence and complete dependence
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
max-infinitely divisible and max-stable sample continuous processes
A Bayesian hierarchical model for spatial extremes with multiple durations
Extremes of \(q\)-Ornstein-Uhlenbeck processes
Large Fork-Join Queues with Nearly Deterministic Arrival and Service Times
On the distribution of a max-stable process conditional on max-linear functionals
Exact simulation of Brown-Resnick random fields at a finite number of locations
Stochastic derivative estimation for max-stable random fields
The asymptotic distribution of the maxima of a Gaussian random field on a lattice
A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
Some variations on the extremal index
Spatial risk measures and applications to max-stable processes
Maxima of independent, non-identically distributed Gaussian vectors
Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
Exceedance probability of the integral of a stochastic process
Maxima of skew elliptical triangular arrays
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
Conditional sampling for max-stable processes with a mixed moving maxima representation
CRPS M-estimation for max-stable models
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Measures of serial extremal dependence and their estimation
Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
Models for Extremal Dependence Derived from Skew-symmetric Families
On the ergodicity and mixing of max-stable processes
An equivalent representation of the Brown-Resnick process
Expansions and penultimate distributions of maxima of bivariate normal random vectors
Extremes on river networks
On generalized max-linear models in max-stable random fields
Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
Simulation of Brown-Resnick processes
Stationary max-stable fields associated to negative definite functions
Conditioned limit laws for inverted max-stable processes
Max-stable processes and stationary systems of Lévy particles
Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Distributed Inference for Spatial Extremes Modeling in High Dimensions
Advances in statistical modeling of spatial extremes
High-dimensional inference using the extremal skew-\(t\) process
Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
Spatial dependence of extreme seas in the North East Atlantic from satellite altimeter measurements
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
Stochastic ordering in multivariate extremes
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes
Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes
Basin-wide spatial conditional extremes for severe ocean storms
On the performance of the Bayesian composite likelihood estimation of max-stable processes
Shift-invariant homogeneous classes of random fields
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
Semiparametric estimation for isotropic max-stable space-time processes
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
Spatiotemporal modeling of hydrological return levels: a quantile regression approach
Space-time trends and dependence of precipitation extremes in north-western Germany
Recognizing a spatial extreme dependence structure: a deep learning approach
Simultaneous autoregressive models for spatial extremes
Spatial deformation for nonstationary extremal dependence
Improved return level estimation via a weighted likelihood, latent spatial extremes model
New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
ABC model selection for spatial extremes models applied to south Australian maximum temperature data
Testing for changes in the tail behavior of Brown-Resnick Pareto processes
Power variations for a class of Brown-Resnick processes
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
A parametric model bridging between bounded and unbounded variograms
The spectrogram: a threshold-based inferential tool for extremes of stochastic processes

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