Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events

On the structure and representations of max-stable processes

(2016) Yizao Wang et al.   ADVANCES IN APPLIED PROBABILITY

Asymptotic Conditional Distribution of Exceedance Counts

(2016) Michael Falk et al.   ADVANCES IN APPLIED PROBABILITY

Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data

(2012) Daniel Cooley et al.   Annals of Applied Statistics

Spatial modeling of extreme snow depth

(2011) Juliette Blanchet et al.   Annals of Applied Statistics

Estimation of extreme risk regions under multivariate regular variation

(2011) Juan-Juan Cai et al.   ANNALS OF STATISTICS

Geostatistics of extremes

(2011) A. C. Davison et al.   PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES

An equivalent representation of the Brown–Resnick process

(2011) S. Engelke et al.   STATISTICS & PROBABILITY LETTERS

Simulation of Brown–Resnick processes

(2011) Marco Oesting et al.   Extremes

Maxima of moving maxima of continuous functions

(2011) Thomas Meinguet   Extremes

Likelihood-Based Inference for Max-Stable Processes

(2010) S. A. Padoan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Extremes of independent Gaussian processes

(2010) Zakhar Kabluchko   Extremes

Stationary max-stable fields associated to negative definite functions

(2009) Zakhar Kabluchko et al.   ANNALS OF PROBABILITY

Regularly varying multivariate time series

(2008) Bojan Basrak et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS