Spectral representations of sum- and max-stable processes
نویسندگان
چکیده
منابع مشابه
On the Structure and Representations of Max – Stable Processes
We develop classification results for max–stable processes, based on their spectral representations. The structure of max–linear isometries and minimal spectral representations play important roles. We propose a general classification strategy for measurable max–stable processes based on the notion of co–spectral functions. In particular, we discuss the spectrally continuous–discrete, the conse...
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We develop classification results for max–stable processes, based on their spectral representations. The structure of max–linear isometries and minimal spectral representations play important roles. We propose a general classification strategy for measurable max–stable processes based on the notion of co–spectral functions. In particular, we discuss the spectrally continuous–discrete, the conse...
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The last decade has seen max-stable processes emerge as a common tool for the statistical modelling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so likelihood-based methods remain far from providing a complete and flexible framework for inference. In this article we develop inferentially practical, likelihood-...
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ژورنال
عنوان ژورنال: Extremes
سال: 2009
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-009-0083-9