Testing for changes in the tail behavior of Brown–Resnick Pareto processes-Reference-Cited by-同舟云学术

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Testing for changes in the tail behavior of Brown–Resnick Pareto processes

Published:2022-02 Issue: Volume:144 Page:312-368
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Robert Christian Y.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference32 articles.

1. On max-stable processes and the functional D-norm;Aulbach;Extremes,2012

2. Power variation for Gaussian processes with stationary increments;Barndorff-Nielsen;Stochastic Process. Appl.,2009

3. Extreme values of independent stochastic processes;Brown;J. Appl. Probab.,1977

4. Anisotropic brown-resnick space-time processes: estimation and model assessment;Buhl;Extremes,2016

5. On spatial extremes: With application to a rainfall problem;Buishand;Ann. Appl. Stat.,2008

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