3 papers
math.ST2026
Asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields over a fixed-domain
Nicolas Chenavier, Christian Y. Robert
Likelihood-based inference for max-stable random fields is challenging, since finite-dimensional densities are either unavailable in closed form or computationally intractable in m…
math.PR2026
Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields under fixed-domain asymptotics
Nicolas Chenavier, Christian Y. Robert
We study squared increment sums of the pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields over a fixed two-dimensional domain. Th…
math.PR2026
Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in
Nicolas Chenavier, Christian Y. Robert
An isotropic fractional Brownian field (with Hurst parameter ) is observed in a family of points in the unit square % . These points are assumed t…