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Likelihood-based inference for max-stable processes [PDF]
Journal of the American Statistical Association, 2009 The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so likelihood-based ...
Padoan, Simone A. +2 more
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Conditional simulation of max-stable processes [PDF]
Biometrika, 2012 Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial dependence of ...
Dombry, Clément +2 more
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Representations of max-stable processes via exponential tilting [PDF]
Stochastic Processes and their Applications, 2017 The recent contribution Dieker & Mikosch (2015) [1] obtained important representations of max-stable stationary Brown-Resnick random fields ζZ with a spectral representation determined by a Gaussian process Z.
Hashorva, E.
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On Extremal Index of max-stable stationary processes
Probability and Mathematical Statistics, 2017 In this contribution we discuss the relation between Pickands-type constants defined for certain Brown-Resnick stationary process $W(t),t\in R$ as $$\mathcal{H}_W^\delta= \lim_{T\to\infty} T^{-1} E{ \left(\sup_{t\in \delta Z \cap [0,T]} e^{W(t)}\right) },
Dębicki, Krzysztof, Hashorva, Enkelejd
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Spatial risk measures and applications to max-stable processes [PDF]
Extremes, 2016 The risk of extreme environmental events is of great importance for both the authorities and the insurance industry. This paper concerns risk measures in a spatial setting, in order to introduce the spatial features of damages stemming from environmental
Koch, Erwan
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Quantitative structure activity relationship (QSAR) modeling for adsorption of organic compounds by activated carbon based on Freundlich adsorption isotherm. [PDF]
PLoS ONEThe Freundlich isotherm parameters K and 1/n are typically regarded as empirical constants. However, the underlying theoretical basis for the widespread applicability of the Freundlich isotherm in describing adsorption processes for diverse organic ...
Siyi Ding +9 more
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(G, λ)-Extremal Processes and Their Relationship with Max-Stable Processes [PDF]
, 2007 2000 Mathematics Subject Classification: 60G70, 60G18.The study of G-extremal processes was initiated by S. Resnick and M. Rubinovich (1973). Here we transform these processes by a non-decreasing and right-continuous function λ : [0, ∞) → [0, ∞) and ...
Kalcheva Jordanova, Pavlina
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Multivariate max-stable processes and homogeneous functionals [PDF]
Statistics & Probability Letters, 2021 Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these are limiting processes, for instance of stationary multivariate regularly varying time series, [1].
Hashorva, Enkelejd, Kume, Alfred
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Journal of Water and Climate Change, 2023 The objective of this study is to quantify the spatial dependency and trend of annual maxima precipitation (annual highest daily precipitation, from 1970 to 2020) across selected weather stations in the Nelson Churchill River Basin (NCRB) of North ...
Alaba Boluwade
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Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
Statistical Theory and Related Fields, 2021 This discussion reviews the paper by Zhengjun Zhang in the context of broader research on multivariate extreme value theory and max-stable processes.
R. L. Smith
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