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Models for Stationary Max-Stable Random Fields
2 references·16 citing·24 second hop
Models for Stationary Max-Stable Random Fields (2002)Models for Stationary Max-Stable Random F…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Statistics of Extremes (2015)Statistics of ExtremesOn spatial extremes: With application to a rainfall problem (2015)On spatial extremes: With app…Extremes on river networks (2015)Extremes on river networksEstimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Estimation of Hüsler–Reiss Di…Space–Time Modelling of Extreme Events (2013)Space–Time Modelling of Extre…Extremal t processes: Elliptical domain of attraction and a spectral representation (2013)Extremal t processes: Ellipti…Efficient inference for spatial extreme value processes associated to log-Gaussian random functions (2013)Efficient inference for spati…Dependence modelling for spatial extremes (2012)Dependence modelling for spat…Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights (2011)Threshold modelling of spatia…Spatial modeling of extreme snow depth (2011)Spatial modeling of extreme s…Geostatistics of extremes (2011)Geostatistics of extremesExtreme events: dynamics, statistics and prediction (2011)Extreme events: dynamics, sta…Likelihood-Based Inference for Max-Stable Processes (2010)Likelihood-Based Inference fo…Stationary max-stable fields associated to negative definite functions (2009)Stationary max-stable fields …On spatial extremes: With application to a rainfall problem (2008)On spatial extremes: With app…A dependence measure for multivariate and spatial extreme values: Properties and inference (2003)A dependence measure for mult…Models for Exceedances Over High Thresholds (1990)Modelling of extremal events in insurance and finance (1994)An Introduction to Statistical Modeling of Extreme Values (2001)Extreme value theory : an introduction (2006)Extreme Value Theory : An Introduction (2006)Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Geostatistics: Modeling Spatial Uncertainty (2000)A Contribution to the Theory of Economic Growth (1956)Time Series Analysis: Forecasting and Control (1977)The Economics of Climate Change: The Stern Review (2007)Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques (2013)An overview of the extremal index (2019)Global assessment of primate vulnerability to extreme climatic events (2019)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data. (1993)Hierarchical Modeling and Analysis for Spatial Data (2014)Advances in statistical modeling of spatial extremes (2020)Modelling Extremal Events (1997)High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes (2015)Modeling Spatial Processes with Unknown Extremal Dependence Class (2018)Statistics for Spatial Data (1993)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Statistical Methods for Multivariate Extremes: An Application to Structural Design (1994)
this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited

Cited by

  • 2010Likelihood-Based Inference for Max-Stable Processes395 cited
  • 2009Stationary max-stable fields associated to negative definite functions352 cited
  • 2003A dependence measure for multivariate and spatial extreme values: Properties and inference275 cited
  • 2011Extreme events: dynamics, statistics and prediction267 cited
  • 2013Space–Time Modelling of Extreme Events209 cited
  • 2011Geostatistics of extremes191 cited
  • 2015Statistics of Extremes187 cited
  • 2011Spatial modeling of extreme snow depth181 cited
  • 2012Dependence modelling for spatial extremes172 cited
  • 2015On spatial extremes: With application to a rainfall problem161 cited
  • 2008On spatial extremes: With application to a rainfall problem144 cited
  • 2013Extremal t processes: Elliptical domain of attraction and a spectral representation127 cited
  • 2011Threshold modelling of spatially dependent non‐stationary extremes with application to hurricane‐induced wave heights118 cited

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  • 2015Extremes on river networks117 cited
  • 2013Efficient inference for spatial extreme value processes associated to log-Gaussian random functions111 cited
  • 2014Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes108 cited