A Comparative Tour through the Simulation Algorithms for Max-Stable Processes-Reference-Cited by-同舟云学术

A Comparative Tour through the Simulation Algorithms for Max-Stable Processes

Published:2022-02-01 Issue:1 Volume:37 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Oesting Marco¹,Strokorb Kirstin²

Affiliation:

1. Marco Oesting is Junior Professor of Computational Statistics, Stuttgart Center for Simulation Science & Institute for Stochastics and Applications, University of Stuttgart, 70569 Stuttgart, Germany

2. Kirstin Strokorb is Senior Lecturer, School of Mathematics, Cardiff University, Cardiff CF24 4AG, UK

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference51 articles.

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2. Davison, A. C., Huser, R. and Thibaud, E. (2018). Spatial extremes with application to climate and environmental exposure. In Handbook of Environmental and Ecological Statistics (A. E. Gelfand, M. Fuentes, J. A. Hoeting and R. L. Smith, eds.) CRC Press, Boca Raton, FL.

3. de Haan, L. (1978). A characterization of multidimensional extreme-value distributions. Sankhyā Ser. A 40 85–88.

4. Dieker, A. B. and Mikosch, T. (2015). Exact simulation of Brown–Resnick random fields at a finite number of locations. Extremes 18 301–314.

5. Dombry, C. and Eyi-Minko, F. (2012). Strong mixing properties of max-infinitely divisible random fields. Stochastic Process. Appl. 122 3790–3811.

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