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Document type:
Zeitschriftenaufsatz 
Author(s):
Buhl, S. and Klüppelberg, C. 
Title:
Anisotropic Brown-Resnick space-time processes: estimation and model assessment 
Abstract:
Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time data. This paper extends the process to possibly anisotropic spatial structures. For regular grid observations we prove strong consistency and asymptotic normality of pairwise maximum likelihood estimates for fixed and increasing spatial domain, when the number...    »
 
Keywords:
anisotropic space-time process; Brown-Resnick space-time process; hypothesis test for spatial isotropy; max-stable process; max-stable model check; pairwise likelihood; pairwise maximum likelihood estimate 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Extremes 
Year:
2016 
Journal volume:
19 
Year / month:
2016-12 
Month:
Dec 
Journal issue:
Pages contribution:
627-660 
Reviewed:
ja 
Language:
en 
WWW:
Publisher:
Springer 
Publisher address:
New York 
Print-ISSN:
1386-1999 
E-ISSN:
1572-915X 
Status:
Verlagsversion / published 
Accepted:
23.05.2016 
Date of publication:
04.06.2016 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text