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Advances in Applied Probability, ISSN 0001-8678, 12/2018, Volume 50, Issue 4, pp. 1155 - 1175
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 01/2015, Volume 63, Issue 8, pp. 1 - 25
Modeling of and inference on multivariate data that have been measured in space, such as temperature and pressure, are challenging tasks in environmental... 
Bivariate Matérn model | Matrix-valued covariance function | Multivariate geostatistics | Multivariate random field | R, Vector-valued field | Linear model of coregionalization
Journal Article
ADVANCES IN APPLIED PROBABILITY, ISSN 0001-8678, 12/2018, Volume 50, Issue 4, pp. 1155 - 1175
Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral... 
Gaussian process | variance reduction | max-stable process | spatial extremes | Brown-Resnick process | simulation | EXTREMES | ISOTROPIC CORRELATION-FUNCTIONS | variogram | STATISTICS & PROBABILITY | Mathematical problems | Domains | Algorithms | Simulation | Computer simulation | Representations
Journal Article
Electronic Journal of Statistics, ISSN 1935-7524, 2019, Volume 13, Issue 2, pp. 4015 - 4034
Electronic Journal of Statistics, Volume 13, Number 2 (2019), 4015-4034 Motivated by the growing interest in sound forecast evaluation techniques with an... 
Journal Article
Stochastic Processes and their Applications, ISSN 0304-4149, 09/2016, Volume 126, Issue 9, pp. 2835 - 2859
Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random... 
Choquet integral | Choquet random sup-measure | Continuous choice | Max-stability | Extremal integral | Capacity | Sup-measure | Comonotonic additive functional | Complete alternation | Random set | Tail dependence | Extremal coefficient | LePage series | STATISTICS & PROBABILITY | SPECTRAL REPRESENTATION | RANDOM VECTORS
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 01/2016, Volume 108, pp. 9 - 15
Let be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint subvectors of... 
Markov structure | Conditional independence | Exponent measure | Max-stable random vector | Möbius inversion | Mobius inversion | STATISTICS & PROBABILITY | DEPENDENCE
Journal Article
Bernoulli, ISSN 1350-7265, 02/2015, Volume 21, Issue 1, pp. 276 - 302
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 2015, Volume 63, Issue 8
Journal Article
Advances in Applied Probability, ISSN 0001-8678, 03/2017, Volume 49, Issue 1, pp. 134 - 161
The extremal behaviour of a Markov chain is typically characterised by its tail chain. For asymptotically dependent Markov chains, existing formulations fail... 
Markov chain | tail chain | conditional extremes | Asymptotic independence | hidden tail chain | extreme value theory | SEQUENCES | LIMIT LAWS | BEHAVIOR | STATISTICS & PROBABILITY | DEPENDENCE | RANDOM VECTORS | INDEPENDENCE | TIME-SERIES | MAXIMA | EXCEEDANCES | STATIONARY | Formulations | Chain mobility | Gaussian process | Asymptotic properties | Markov chains | Markov analysis | Asymptotic methods | Extreme values
Journal Article
09/2018
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the... 
Statistics - Methodology
Journal Article
09/2017
Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral... 
Mathematics - Probability
Journal Article
07/2015
Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random... 
Mathematics - Probability
Journal Article
06/2015
Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint... 
Mathematics - Probability
Journal Article
12/2016
We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes... 
Journal Article
05/2012
We focus on two dependency quantities of a max-stable random field $X$ on some space $T$: the extremal coefficient function $\theta$ which we define on finite... 
Mathematics - Probability
Journal Article
05/2014
For a stochastic process $\{X_t\}_{t \in T}$ with identical one-dimensional margins and upper endpoint $\tau_{\text{up}}$ its tail correlation function (TCF)... 
Mathematics - Probability
Journal Article
10/2015
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to... 
Mathematics - Probability
Journal Article
02/2014
The tail correlation function (TCF) is one of the most popular bivariate extremal dependence measures that has entered the literature under various names. We... 
Mathematics - Probability
Journal Article
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