Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
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Publication:2405226
DOI10.3150/16-BEJ905zbMath1431.60042OpenAlexW2758835996MaRDI QIDQ2405226
Marco Oesting, Chen Zhou, Martin Schlather
Publication date: 21 September 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1505980902
Computational methods for problems pertaining to statistics (62-08) Extreme value theory; extremal stochastic processes (60G70) Generalized stochastic processes (60G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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