Semiparametric estimation for isotropic max-stable space-time processes
نویسندگان
چکیده
منابع مشابه
Bayesian Estimation and Particle Filter for Max-Stable Processes
Extreme values are often correlated over time, for example, in a financial time series, and these values carry various risks. Max-stable processes such as maxima of moving maxima (M3) processes have been recently considered in the literature to describe timedependent dynamics, which have been difficult to estimate. This paper first proposes a feasible and efficient Bayesian estimation method fo...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2019
ISSN: 1350-7265
DOI: 10.3150/18-bej1061