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stat.ME2022
Detecting causal covariates for extreme dependence structures
Juraj Bodik, Linda Mhalla, Valérie Chavez-Demoulin
Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In ap…
stat.ME2022
Linear prediction of point process times and marks
Maximilian Aigner, Valérie Chavez-Demoulin
In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded…