Asymptotic Properties of the Empirical Spatial Extremogram

DOI10.1111/sjos.12202zbMath1468.62284arXiv1408.0412OpenAlexW1495423409MaRDI QIDQ2821478

Richard A. Davis, Souvik Ghosh, Yong Bum Cho

Publication date: 21 September 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0412

zbMATH Keywords

extremogramspatial dependencemax-stable processextremal dependencemax-moving average

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Large deviations (60F10) Stable stochastic processes (60G52)

Related Items (6)

Regularly varying random fields ⋮ Ordinal patterns in clusters of subsequent extremes of regularly varying time series ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes ⋮ Semiparametric estimation for isotropic max-stable space-time processes ⋮ The spectrogram: a threshold-based inferential tool for extremes of stochastic processes ⋮ Whittle estimation based on the extremal spectral density of a heavy-tailed random field

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• Maxima of normal random vectors: Between independence and complete dependence
• Regular variation for measures on metric spaces
• Inference for stationary random fields given Poisson samples

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