Statistical inference for max-stable processes in space and time

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 75, Issue 5, 2013, Pages 791-819

  Davis, Richard A ^a   Kluppelberg, Claudia ^b   Steinkohl, Christina ^b  

^a Columbia University ^*  (United States)

^b TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Asymptotic normality; Max stable space time process; Pairwise likelihood estimation; Strong consistency

Indexed keywords

EID: 84885863251     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12012     Document Type: Article

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