Equivalent representations of max-stable processes via ℓp-norms
From MaRDI portal
Publication:4684926
DOI10.1017/jpr.2018.5zbMath1401.60100arXiv1707.02912OpenAlexW2963866921MaRDI QIDQ4684926
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02912
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A hierarchical max-stable spatial model for extreme precipitation
- Dense classes of multivariate extreme value distributions
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
- Strong mixing properties of max-infinitely divisible random fields
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
- Simulation of Brown-Resnick processes
- Convex geometry of max-stable distributions
- Stationary max-stable fields associated to negative definite functions
- A spectral representation for max-stable processes
- Semi-min-stable processes
- max-infinitely divisible and max-stable sample continuous processes
- Models for stationary max-stable random fields
- Ergodic properties of max-infinitely divisible processes
- Exact simulation of Brown-Resnick random fields at a finite number of locations
- Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
- Models for dependent extremes using stable mixtures
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Statistics of Extremes
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes