Exact simulation of max-stable processes

14 June 2015

Papers citing "Exact simulation of max-stable processes"

14 / 14 papers shown

Title
Extremal graphical modeling with latent variables via convex optimization Sebastian Engelke Armeen Taeb 31 2 0 14 Mar 2024
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 34 3 0 08 Nov 2023
Extremes in High Dimensions: Methods and Scalable Algorithms Johannes Lederer M. Oesting 29 10 0 07 Mar 2023
Whittle estimation based on the extremal spectral density of a heavy-tailed random field E. Damek T. Mikosch Yuwei Zhao J. Zienkiewicz 19 1 0 07 Nov 2022
Total positivity in multivariate extremes Frank Rottger Sebastian Engelke Piotr Zwiernik 41 20 0 29 Dec 2021
High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields Emma S. Simpson Thomas Opitz J. Wadsworth 27 15 0 09 Nov 2020
On the structure of exchangeable extreme-value copulas Jan-Frederik Mai M. Scherer 20 4 0 20 Sep 2019
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes M. Oesting Martin Schlather C. Schillings 14 2 0 25 Feb 2019
Graphical Models for Extremes Sebastian Engelke Adrien Hitz 24 110 0 04 Dec 2018
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes S. Buhl Claudia Klüppelberg 9 5 0 19 Apr 2017
Extremal attractors of Liouville copulas Léo R. Belzile J. Nešlehová 22 16 0 11 Apr 2017
Semiparametric estimation for isotropic max-stable space-time processes S. Buhl Richard A. Davis Claudia Klüppelberg C. Steinkohl 11 19 0 16 Sep 2016
Probabilities of concurrent extremes Clément Dombry M. Ribatet Stilian A. Stoev 23 29 0 19 Mar 2015
High-order Composite Likelihood Inference for Max-Stable Distributions and Processes S. Castruccio Raphael Huser M. Genton TPM 29 110 0 01 Nov 2014