592 citations · 1.4k across the 32 of their papers we have counts for
3 papers · 2 filters
Bayesian Uncertainty Management in Temporal Dependence of Extremes
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and…
Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
Emeric Thibaud, Juha Aalto, Daniel S. Cooley +2
The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intr…
Extremes on river networks
Peiman Asadi, Anthony C. Davison, Sebastian Engelke
Max-stable processes are the natural extension of the classical extreme-value distributions to the functional setting, and they are increasingly widely used to estimate probabiliti…