Statistical Inference for Max-Stable Processes in Space and Time

DOI10.1111/rssb.12012zbMath1411.60071arXiv1204.5581OpenAlexW2113870421MaRDI QIDQ4632677

Richard A. Davis, Christina Steinkohl, Claudia Klüppelberg

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5581

zbMATH Keywords

asymptotic normalitystrong consistencymax-stable space-time processpairwise likelihood estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

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