The following pages link to M. Schlather (Q167192):
Displaying 13 items.
- On the second-order characteristics of marked point processes (Q5933653) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Intrinsically weighted means and non-ergodic marked point processes (Q5963702) (← links)
- Comparative evaluation of point process forecasts (Q6138752) (← links)
- Characterization theorems for pseudo cross-variograms (Q6148872) (← links)
- A queueing model of visual search (Q6167797) (← links)
- Covariance models for multivariate random fields resulting from pseudo cross-variograms (Q6168118) (← links)
- Bivariate Covariance Functions of P\'olya Type (Q6277769) (← links)
- Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes (Q6314571) (← links)
- A semi-group approach to Principal Component Analysis (Q6385068) (← links)
- An algebraic generalization of the entropy and its application to statistics (Q6529739) (← links)
- A parametric model bridging between bounded and unbounded variograms (Q6540497) (← links)
- Fast and exact simulation of univariate and bivariate Gaussian random fields (Q6541460) (← links)
