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Composite likelihood estimation for the Brown-Resnick process - MaRDI portal

Composite likelihood estimation for the Brown-Resnick process (Q5411052)

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scientific article; zbMATH DE number 6286954
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Composite likelihood estimation for the Brown-Resnick process
scientific article; zbMATH DE number 6286954

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    Composite likelihood estimation for the Brown-Resnick process (English)
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    22 April 2014
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    Brown-Resnick process
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    composite likelihood
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    max-stable process
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    pairwise likelihood
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    Smith model
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    triplewise likelihood
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