Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
DOI10.1007/s10687-018-0340-xzbMath1422.60030arXiv1704.05656OpenAlexW2609714171MaRDI QIDQ2311596
Sven Buhl, Claudia Klüppelberg
Publication date: 4 July 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.05656
extremogramsemiparametric estimationBrown-Resnick processmax-stable processspace-time processobservation schemesgeneralised least squares estimationregularly varying process
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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