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Document type:
Zeitungsartikel 
Author(s):
Buhl, S., Davis, R.A., Klüppelberg, C., and Steinkohl, C. 
Title:
Semiparametric estimation for isotropic max-stable space-time processes 
Abstract:
Regularly varying space-time processes have proved useful to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form expression of the extremogram to estimate parametric models of extremal dependence functions. We establish the asymptotic properties of the resulting parameter estimates and propose subsampling procedures to obtain asymptotically correct confidence intervals. A simulation study shows that the proposed procedure works we...    »
 
Keywords:
Brown-Resnick process, extremogram, max-stable process, semiparametric estima- tion, space-time process, subsampling, mixing. 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Bernoulli 
Year:
2019 
Journal volume:
25 
Year / month:
2019-09 
Quarter:
3. Quartal 
Month:
Sep 
Journal issue:
4A 
Pages contribution:
2508–2537 
Language:
en 
Publisher:
Bernoulli 
Status:
Verlagsversion / published 
Date of publication:
13.09.2019 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text 
Ingested:
01.09.2016