Author:
Falk Michael,Zott Maximilian
Abstract
Abstract
In practice, it is not possible to observe a whole max-stable random field. Therefore, we propose a method to reconstruct a max-stable random field in C([0, 1]k) by interpolating its realizations at finitely many points. The resulting interpolating process is again a max-stable random field. This approach uses a generalized max-linear model. Promising results have been established in the k = 1 case of Falk et al. (2015). However, the extension to higher dimensions is not straightforward since we lose the natural order of the index space.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability