Results 31 to 40 of about 1,128,515 (187)
Revstat Statistical Journal, 2012 We survey the current practice of analyzing spatial extreme data, which lies at the intersection of extreme value theory and geostatistics. Characterizations of multivariate max-stable distributions typically assume specific univariate marginal ...
Daniel Cooley +6 more
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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance [PDF]
, 2019 We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of random-coefficient AR(1) process driven by i.i.d. innovations in the domain of normal attraction of an $\alpha$-stable distribution, $0< \alpha \le 2$, as both $N$ and
Pilipauskaitė, Vytautė +2 more
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Energies, 2021 The development of compression ignition engines depends mainly on using alternative fuels, such as alcohols. The paper presents the results of tests of a stationary compression ignition engine fueled with mixtures of diesel oil and n-butanol with an ...
Arkadiusz Jamrozik +2 more
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An extended sparse max-linear moving model with application to high-frequency financial data
Statistical Theory and Related Fields, 2017 There continues to be unfading interest in developing parametric max-stable processes for modelling tail dependencies and clustered extremes in time series data.
Timothy Idowu, Zhengjun Zhang
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Marginal standardization of upper semicontinuous processes. With application to max-stable processes [PDF]
Journal of Applied Probability, 2017 Abstract Extreme value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects where the univariate marginal distributions are identical. In the spirit of Sklar's theorem from copula theory, such marginal standardization is carried out by the pointwise probability integral transform ...
Sabourin, Anne, Segers, Johan
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The Effect of Aluminum Concentration on The Phase Evolution of The Ternary Ceramics Of (Ti-Al-C) System [PDF]
Engineering and Technology Journal, 2015 In this work it has been tried to introduce this type of new materials as reproducible industrial materials and overtake some production obstacles by exploring on the direction of chemistry structure relation. In this study composition was prepared from
Kahtan Khalaf Al-Khazrajy +2 more
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On the structure and representations of max-stable processes [PDF]
Advances in Applied Probability, 2010 We develop classification results for max-stable processes, based on their spectral representations. The structure of max-linear isometries and minimal spectral representations play important roles. We propose a general classification strategy for measurable max-stable processes based on the notion of co-spectral functions.
Wang, Yizao, Stoev, Stilian A.
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Media Statistika, 2019 This research covers Spatial Extreme Value method application with Max-Stable Process (MSP) approach that will be used to analysis Extreme Rainfall in Semarang city.
Hasbi Yasin +2 more
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On the hitting probability of max-stable processes [PDF]
Statistics & Probability Letters, 2013 8 ...
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On the association of sum- and max-stable processes [PDF]
Statistics & Probability Letters, 2010 We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two classes of isometries can be identified on a proper space (the extended positive ratio space).
Wang, Yizao, Stoev, Stilian A.
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