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Stationary max-stable processes with the Markov property

2013
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved for continuous time processes.
Dombry, Cl��ment   +1 more
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On the likelihood function of Gaussian max-stable processes

Biometrika, 2011
SUMMARY WederiveaclosedformexpressionforthelikelihoodfunctionofaGaussianmax-stableprocessindexed by R d at p d + 1 sites, d 1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p = 2t op =3 sites in R 2 by means of a Monte ...
Genton, M. G., Ma, Y., Sang, H.
openaire   +3 more sources

High‐Entropy Carbonitride MAX Phases and Their Derivative MXenes

Advanced Energy Materials, 2022
Zhiguo Du, Yanglansen Cui, Xiao Chen
exaly  

Flexible max-stable processes for fast and efficient inference

Max-stable processes serve as the fundamental distributional family in extreme value theory. However, likelihood-based inference methods for max-stable processes still heavily rely on composite likelihoods, rendering them intractable in high dimensions due to their intractable densities. In this paper, we introduce a fast and efficient inference method
Zhong, Peng   +2 more
openaire   +1 more source

MAX Functions as a Tumor Suppressor and Rewires Metabolism in Small Cell Lung Cancer

Cancer Cell, 2020
Arnaud Augert   +2 more
exaly  

Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications

2010
Max-stable processes arise as limits in distribution of component-wise maxima of independent processes, under suitable centering and normalization. Therefore, the class of max-stable processes plays a central role in the study and modeling of extreme value phenomena.
openaire   +1 more source

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