18 citations · 93 across the 40 of their papers we have counts for
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math.PR2013
Approximation of stable random measures and applications to linear fractional stable integrals
Clément Dombry, Paul Jung
Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable ve…
math.PR2013
Stationary max-stable processes with the Markov property
Clément Dombry, Frédéric Eyi-Minko
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive p…
math.PR2013
Maximum likelihood estimators for the extreme value index based on the block maxima method
Clément Dombry
The maximum likelihood method offers a standard way to estimate the three parameters of a generalized extreme value (GEV) distribution. Combined with the block maxima method, it is…