68 citations · 142 across the 11 of their papers we have counts for
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stat.ME2011★ 8 cited
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Richard A. Davis, Thomas Mikosch, Ivor Cribben
Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed som…
stat.ME2011★ 2 cited
Max-stable processes for modelling extremes observed in space and time
Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the liter…