Spatial risk measures for max-stable and max-mixture processes
نویسندگان
چکیده
منابع مشابه
Max-stable Processes and Spatial Extremes
Max-stable processes arise from an infinite-dimensional generalisation of extreme value theory. They form a natural class of processes when sample maxima are observed at each site of a spatial process, a problem of particular interest in connection with regional estimation methods in hydrology. A general representation of max-stable processes due to de Haan and Vatan is discussed, and examples ...
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ژورنال
عنوان ژورنال: Stochastics
سال: 2019
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442508.2019.1687703