Pages that link to "Item:Q5247444"
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The following pages link to Multivariate max-stable spatial processes (Q5247444):
Displaying 18 items.
- Cross-covariance functions for multivariate geostatistics (Q254420) (← links)
- Composite likelihood inference for multivariate Gaussian random fields (Q321453) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Majority rule in multi-dimensional spatial models (Q753641) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
- On the covariance properties of certain multiscale spatial processes (Q2567195) (← links)
- Variograms for spatial max-stable random fields (Q3416900) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- (Q5066198) (← links)
- Characterization theorems for pseudo cross-variograms (Q6148872) (← links)
- Covariance models for multivariate random fields resulting from pseudo cross-variograms (Q6168118) (← links)
- Max-convolution processes with random shape indicator kernels (Q6596184) (← links)
- Assessing models for estimation and methods for uncertainty quantification for spatial return levels (Q6626042) (← links)
- A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes (Q6626136) (← links)
