61 citations · 96 across the 31 of their papers we have counts for
18 papers · 1 filter
Extrapolation of max-stable random fields with Fréchet marginals
Vitalii Makogin, Evgeny Spodarev, Ilja Sukhanov
We propose a method for the prediction of stationary max--stable random fields with -Fréchet marginal distribution . The method is suitable to cope with heavy tails for $α\…
Tube formula for spherically contoured random fields with subexponential marginals
Satoshi Kuriki, Evgeny Spodarev
It is widely known that the tube method, or equivalently the Euler characteristic heuristic, provides a very accurate approximation for the tail probability that the supremum of a…
A short memory condition for infinitely divisible random fields
Vitaly Makogin, Evgeny Spodarev
This small note yields a sufficient condition for the short range dependence of measurable stationary infinitely divisible moving average random fields with --dimensional index…
A Fubini-type limit theorem for the integrated hyperuniform infinitely divisible moving averages
Evgeny Spodarev
This short note shows a limiting behavior of integrals of some centered antipersistent stationary infinitely divisible moving averages as the compact integration domain in …
Extrapolation of Stationary Random Fields Via Level Sets
Abhinav Das, Vitalii Makogin, Evgeny Spodarev
In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, an…
Long Range Dependence for Stable Random Processes
Vitalii Makogin, Marco Oesting, Albert Rapp +1
We investigate long and short memory in -stable moving averages and max-stable processes with -Fréchet marginal distributions. As these processes are heavy-tailed, we rely on…