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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:
Max-stable space-time processes have been developed 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 the parameters in a max-stable space-time process. We estab- lish the asymptotic properties of the resulting parameter estimates and propose subsampling procedures to obtain asymptotically correct con dence intervals. A simulation study shows that the proposed procedure wo...    »
 
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:
2018 
Year / month:
2018-07 
Quarter:
3. Quartal 
Month:
Jul 
Language:
en 
WWW:
_blank 
Status:
Preprint / submitted 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text