Results 11 to 20 of about 136,797 (255)
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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Exact simulation of max-stable processes [PDF]
Biometrika, 2016 Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite approximations that are used in practice are often not exact and computationally inefficient.
Dombry, Clément +2 more
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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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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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On max-stable processes and the functional D-norm [PDF]
Extremes, 2012 22 ...
Aulbach, Stefan +2 more
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Likelihood-Based Inference for Max-Stable Processes [PDF]
Journal of the American Statistical Association, 2010 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 methods remain far from providing a complete and flexible framework for inference.
PADOAN, SIMONE, M. Ribatet, S. A. Sisson
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Efficient estimation and particle filter for max‐stable processes [PDF]
Journal of Time Series Analysis, 2011 Extreme values are often correlated over time, for example, in a financial time series, and these values carry various risks. Max‐stable processes such as maxima of moving maxima (M3) processes have been recently considered in the literature to describe time‐dependent dynamics, which have been difficult to estimate.
Tsuyoshi Kunihama +2 more
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Spatial Methods for Inferring Extremes in Dengue Outbreak Risk in Singapore
Viruses, 2022 Dengue is a major vector-borne disease worldwide. Here, we examined the spatial distribution of extreme weekly dengue outbreak risk in Singapore from 2007 to 2020.
Stacy Soh +10 more
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Life, 2023 Background: Fabry cardiomyopathy is characterized by left ventricular hypertrophy, myocardial fibrosis, arrhythmia, and premature death. Treatment with migalastat, an oral pharmacological chaperone, was associated with a stabilization of cardiac ...
Constantin Gatterer +14 more
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A generalization of Matérn hard-core processes with applications to max-stable processes [PDF]
Journal of Applied Probability, 2020 AbstractMatérn hard-core processes are classical examples for point processes obtained by dependent thinning of (marked) Poisson point processes. We present a generalization of the Matérn models which encompasses recent extensions of the original Matérn hard-core processes.
Dirrler, Martin +2 more
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