Spatial extremes: Models for the stationary case
| dc.creator | de Haan, Laurens | |
| dc.creator | Pereira, Teresa T. | |
| dc.date | 2006-05-16 | |
| dc.date.accessioned | 2026-07-07T08:07:48Z | |
| dc.date.available | 2026-07-07T08:07:48Z | |
| dc.description | The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477--492]. We propose three one-dimensional and three two-dimensional models. These models depend on just one parameter or a few parameters that measure the strength of tail dependence as a function of the distance between locations. We also propose two estimators for this parameter and prove consistency under domain of attraction conditions and asymptotic normality under appropriate extra conditions. | |
| dc.description | Published at http://dx.doi.org/10.1214/009053605000000886 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0605436 | |
| dc.identifier | http://arxiv.org/abs/math/0605436 | |
| dc.identifier | Annals of Statistics 2006, Vol. 34, No. 1, 146-168 | |
| dc.identifier | doi:10.1214/009053605000000886 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131054 | |
| dc.subject | Statistics Theory | |
| dc.subject | 60G70, 62H11, 62G32 (Primary) 62E20, 60G10, 62M40 (Secondary) | |
| dc.title | Spatial extremes: Models for the stationary case | |
| dc.type | text |