Conditional sampling for max-stable processes with a mixed moving maxima representation
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Publication:483523
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
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
Cites Work
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