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Modeling spatial tail dependence with Cauchy convolution processes - MaRDI portal

Modeling spatial tail dependence with Cauchy convolution processes (Q2106793)

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scientific article; zbMATH DE number 7633935
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English
Modeling spatial tail dependence with Cauchy convolution processes
scientific article; zbMATH DE number 7633935

    Statements

    Modeling spatial tail dependence with Cauchy convolution processes (English)
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    19 December 2022
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    copula
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    extreme-value model
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    kernel convolution process
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    short-range spatial dependence
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    spatial process
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    tail dependence
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