A comparative tour through the simulation algorithms for max-stable processes

DOI10.1214/20-STS820OpenAlexW2890821301MaRDI QIDQ2075789

Kirstin Strokorb, Marco Oesting

Publication date: 16 February 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.09042

zbMATH Keywords

extremal functionsspectral representationerror assessmentthreshold stopping

Mathematics Subject Classification ID

Statistics (62-XX)

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