Composite likelihood estimation for the Brown-Resnick process
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Publication:5411052
DOI10.1093/biomet/ass089zbMath1452.62702OpenAlexW2137022928MaRDI QIDQ5411052
Raphaël Huser, Anthony C. Davison
Publication date: 22 April 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/186819/files/HuserDavison.pdf
Brown-Resnick processcomposite likelihoodmax-stable processpairwise likelihoodSmith modeltriplewise likelihood
Inference from spatial processes (62M30) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Stable stochastic processes (60G52)
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