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

Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503)

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scientific article; zbMATH DE number 6316059
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Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events
scientific article; zbMATH DE number 6316059

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    Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (English)
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    10 July 2014
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    extreme value statistics
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    incremental representation
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    max-stable process
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    mixed moving maxima
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    peaks-over-threshold
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