The following pages link to Marco Oesting (Q483521):
Displayed 25 items.
- Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523) (← links)
- Simulation of Brown-Resnick processes (Q906632) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- Bayesian inference for multivariate extreme value distributions (Q1684166) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
- On the distribution of a max-stable process conditional on max-linear functionals (Q2348331) (← links)
- Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation (Q2405226) (← links)
- Sampling from a Max‐Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data (Q4578187) (← links)
- (Q4649016) (← links)
- Equivalent representations of max-stable processes via ℓ<sup><i>p</i></sup>-norms (Q4684926) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
- (Q5272721) (← links)
- (Q5272722) (← links)
- (Q5272723) (← links)
- Exact simulation of max-stable processes (Q5384370) (← links)
- Extremal behaviour of aggregated data with an application to downscaling (Q5742758) (← links)
- Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (Q6144426) (← links)
- Detection of long range dependence in the time domain for (in)finite-variance time series (Q6192199) (← links)
- Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes) (Q6216437) (← links)
- On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set (Q6245416) (← links)
- Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions (Q6280899) (← links)
- Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes (Q6314571) (← links)