User: Guest  Login
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 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 well for...    »
 
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