Exact simulation of max-stable processes
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Publication:5384370
DOI10.1093/biomet/asw008zbMath1499.62343arXiv1506.04430OpenAlexW2238030203WikidataQ50630683 ScholiaQ50630683MaRDI QIDQ5384370
Sebastian Engelke, Marco Oesting, Clément Dombry
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.04430
Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Stable stochastic processes (60G52)
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