Stochastic derivative estimation for max-stable random fields
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Cites work
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Cited in
(5)- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
- Variograms for spatial max-stable random fields
- Weather derivative risk measures for extreme events
- Stochastic derivative estimation for max-stable random fields
- Models for stationary max-stable random fields
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