Stochastic derivative estimation for max-stable random fields

DOI10.1016/j.ejor.2021.12.026zbMath1507.62278arXiv1812.05893MaRDI QIDQ6311165

Erwan Koch, Christian Y. Robert

Publication date: 14 December 2018

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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