Results 161 to 170 of about 829,338 (182)

Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

Extremes, 2005
The paper is devoted to construction of extremal stochastic integrals by random \(\alpha\)-Fréchet sup-measures and investigation of their properties, specially, connections with \(\alpha\)-stable integrals. A r.v. \(\xi\) has \(\alpha\)-Fréchet distribution \(F(\alpha,\sigma)\) if \(P\{\xi\leq x\}=\exp(-\sigma^\alpha x^{-\alpha})\), \(x>0\).
Stoev, Stilian A., Taqqu, Murad S.
openaire   +1 more source

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, Eyi-Minko, Fr��d��ric   +1 more
openaire   +1 more source

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

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, Sisson, Scott A., Beranger, Boris   +2 more
openaire   +1 more source

High‐Entropy Carbonitride MAX Phases and Their Derivative MXenes

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

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

Cancer Cell, 2020
Arnaud Augert, Haritha Mathsyaraja, Ali H Ibrahim   +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

Basic properties and prediction of max-ARMA processes

Advances in Applied Probability, 1989
Sidney I Resnick
exaly  

Mechanical behavior, bonding nature and defect processes of Mo2ScAlC2: A new ordered MAX phase

Journal of Alloys and Compounds, 2017
Abdul Hadi, Saleh Naqib
exaly  

Element Replacement Approach by Reaction with Lewis Acidic Molten Salts to Synthesize Nanolaminated MAX Phases and MXenes

Journal of the American Chemical Society, 2019
Mian Li, Jun Lu, Kan Luo
exaly