Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
DOI10.1111/rssb.12074zbMath1414.60038arXiv1207.6886OpenAlexW1978489110MaRDI QIDQ5379908
Martin Schlather, Sebastian Engelke, Zakhar Kabluchko, Alexander Malinowski
Publication date: 14 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.6886
extreme value theoryspectral densityPoisson point processmax-stable processpeaks-over-threshold method
Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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