Estimation of Hüsler-Reiss distributions and Brown-Resnick processes

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

Volumn 77, Issue 1, 2015, Pages 239-265

  Engelke, Sebastian ^a,b   Malinowski, Alexander ^c   Kabluchko, Zakhar ^d   Schlather, Martin ^c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b UNIVERSITY OF GÖTTINGEN   (Germany)

^c UNIVERSITY OF MANNHEIM   (Germany)

^d UNIVERSITY OF ULM   (Germany)

Author keywords

Extreme value theory; Max stable process; Peaks over threshold method; Poisson point process; Spectral density

Indexed keywords

EID: 84917740319     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12074     Document Type: Article

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