Exact Simulation of Max-Infinitely Divisible Processes

Author:

Zhong PengORCID,Huser RaphaëlORCID,Opitz ThomasORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference34 articles.

1. A hierarchical max-infinitely divisible spatial model for extreme precipitation;Bopp;Journal of American Statistical Association,2021

2. Extreme values of independent stochastic processes;Brown;Journal of Applied Probability,1977

3. High-order composite likelihood inference for max-stable distributions and processes;Castruccio;Journal of Computational and Graphical Statistics,2016

4. Spatial extremes;Davison,2019

5. Statistical modelling of spatial extremes (with Discussion);Davison;Statistical Science,2012

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