Space‒time max-stable models with spectral separability
نویسندگان
چکیده
منابع مشابه
Space–time Max-stable Models with Spectral Separability
Natural disasters may have considerable impact on society as well as on the (re-)insurance industry. Max-stable processes are ideally suited for the modelling of the spatial extent of such extreme events, but it is often assumed that there is no temporal dependence. Only a few papers have introduced spatiotemporal max-stable models, extending the Smith, Schlather and Brown–Resnick spatial proce...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2016
ISSN: 0001-8678,1475-6064
DOI: 10.1017/apr.2016.43