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Titel:

Statistical inference for max-stable processes in space and time

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Davis, R.A., Klüppelberg, C., and Steinkohl, C.
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...     »
Stichworte:
Asymptotic normality; Max-stable space–time process; Pairwise likelihood estimation; Strong consistency
Zeitschriftentitel:
Journal of the Royal Statistical Society, Series B
Jahr:
2013
Band / Volume:
75
Heft / Issue:
5
Seitenangaben Beitrag:
791-819
Reviewed:
ja
Sprache:
en
Volltext / DOI:
doi:10.1111/rssb.12012
Status:
Verlagsversion / published
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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