Found 31 Documents (Results 1–31)
The extremes of dependent chi-processes attracted by the Brown-Resnick process. (English) Zbl 07815365
Point process of clusters for a stationary Gaussian random field on a lattice. (English) Zbl 1539.60061
A comparative tour through the simulation algorithms for max-stable processes. (English) Zbl 07474197
MSC:
62-XX
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes. (English) Zbl 1482.60070
Approximation of supremum of max-stable stationary processes & Pickands constants. (English) Zbl 1462.60039
Reviewer: Ilie Valuşescu (Bucureşti)
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes. (English) Zbl 1436.60051
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model. (English) Zbl 1351.62062
Visuanimation in statistics. (English) Zbl 07847934
MSC:
62-XX
Extremes on river networks. (English) Zbl 1397.62482
Exact simulation of Brown-Resnick random fields at a finite number of locations. (English) Zbl 1319.60108
On the distribution of a max-stable process conditional on max-linear functionals. (English) Zbl 1316.60082
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process. (English) Zbl 1322.60072
CRPS M-estimation for max-stable models. (English) Zbl 1309.62100
MSC:
62H12
Conditional sampling for max-stable processes with a mixed moving maxima representation. (English) Zbl 1312.60071
Statistical inference for max-stable processes by conditioning on extreme events. (English) Zbl 1291.60106
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. (English) Zbl 1290.60026
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