Storm processes and stochastic geometry

DOI10.1007/s10687-010-0121-7zbMath1329.62390OpenAlexW2021872695MaRDI QIDQ906626

Liliane Bel, Christian Lantuéjoul, Jean-Noel Bacro

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0121-7

zbMATH Keywords

infinite divisibilityexact simulationextremal coefficientPick's formulaPoisson polytopes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Geometric probability and stochastic geometry (60D05) Statistics of extreme values; tail inference (62G32) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Related Items (7)

Non-stationary dependence structures for spatial extremes ⋮ Continuous simulation of storm processes ⋮ Some new classes of stationary max-stable random fields ⋮ Estimation of spatial max-stable models using threshold exceedances ⋮ Extreme values for characteristic radii of a Poisson-Voronoi tessellation ⋮ Max-stable random sup-measures with comonotonic tail dependence ⋮ Tail correlation functions of max-stable processes

Uses Software

• SpatialExtremes

Cites Work

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• A dependence measure for multivariate and spatial extreme values: Properties and inference
• Likelihood-Based Inference for Max-Stable Processes
• Theory of Random Sets
• Poisson flats in Euclidean spaces Part I: A finite number of random uniform flats

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