Exact simulation of Brown-Resnick random fields at a finite number of locations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10687-015-0214-4.pdf
Reference21 articles.
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3. Davis, R.A., Klüppelberg, C., Steinkohl, C.: Statistical inference for max-stable processes in space and time. J. Royal Statist. Soc. Ser. B 75, 791–819 (2013)
4. Dieker, A.B., Yakir, B.: On asymptotic constants in the theory of Gaussian processes. Bernoulli 20, 1600–1619 (2014)
5. Dombry, C., Éyi-Minko, F., Ribatet, M.: Conditional simulation of max-stable processes. Biometrika 100, 111–124 (2013)
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