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Document type:
Zeitschriftenaufsatz 
Author(s):
Davis, R.A., Klüppelberg, C., and Steinkohl, C. 
Title:
Statistical inference for max-stable processes in space and time 
Abstract:
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several families of max-stable random fields have been proposed in the literature. One such representation is based on a limit of normalized and rescaled pointwise maxima of stationary Gaussian processes that was first introduced by Kabluchko and co-workers. This paper deals with statistical inference for max-stable space–time processes that are defined in an analogous fashion. We describe pairwise l...    »
 
Keywords:
Asymptotic normality; Max-stable space–time process; Pairwise likelihood estimation; Strong consistency 
Journal title:
Journal of the Royal Statistical Society, Series B 
Year:
2013 
Journal volume:
75 
Journal issue:
Pages contribution:
791-819 
Reviewed:
ja 
Language:
en 
Fulltext / DOI:
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text