Conditional sampling for max-stable processes with a mixed moving maxima representation

DOI10.1007/s10687-013-0178-1zbMath1312.60071arXiv1202.5023MaRDI QIDQ483523

Marco Oesting, Martin Schlather

Publication date: 17 December 2014

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5023

zbMATH Keywords

Poisson point process; max-stable processes; extremes; conditional sampling; mixed moving maxima

Mathematics Subject Classification ID

62D05: Sampling theory, sample surveys

60G70: Extreme value theory; extremal stochastic processes

60G52: Stable stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Conditional independence among max-stable laws, Extreme value estimation for discretely sampled continuous processes, 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, Probabilities of Concurrent Extremes

Uses Software

• R
• RandomFields
• MaxLinear

Cites Work

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