Pages that link to "Item:Q1675706"
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The following pages link to Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706):
Displaying 11 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes (Q2028570) (← links)
- A regionalisation approach for rainfall based on extremal dependence (Q2028583) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- A Bayesian semi-parametric mixture model for bivariate extreme value analysis with application to precipitation forecasting (Q5155203) (← links)
- Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
- Characterization theorems for pseudo cross-variograms (Q6148872) (← links)
- Covariance models for multivariate random fields resulting from pseudo cross-variograms (Q6168118) (← links)
