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most citedStochastic models which separate fractal dimension and Hurst effect

449 citations · 986 across the 29 of their papers we have counts for

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16 papers · 1 filter

math.PR2017

On a generalization of Matérn hard-core processes with applications to max-stable processes

Martin Dirrler, Martin Schlather

The Matérn hard-core processes are classical examples for point process models obtained from (marked) Poisson point processes. Points of the original Poisson process are deleted ac…

math.PR2017

A general class of mosaic random fields

Dimitri Schwab, Martin Schlather, Jürgen Potthoff

We present a model of a random field on a topological space that unifies well-known models such as the Poisson hyperplane tessellation model, the random token model, and the de…

math.PR2016★ 1 cited

Conditionally Max-stable Random Fields based on log Gaussian Cox Processes

Martin Dirrler, Martin Schlather, Kirstin Strokorb

We introduce a class of spatial stochastic processes in the max-domain of attraction of familiar max-stable processes. The new class is based on Cox processes and comprises models…

math.PR2016

Continuity of Random Fields on Riemannian Manifolds

Annika Lang, Jürgen Potthoff, Martin Schlather +1

A theorem of the Kolmogorov--Chentsov type is proved for random fields on a Riemannian manifold.

math.PR2014★ 1 cited

The realization problem for tail correlation functions

Ulf-Rainer Fiebig, Kirstin Strokorb, Martin Schlather

For a stochastic process with identical one-dimensional margins and upper endpoint its tail correlation function (TCF) is defined through $χ^{(X…

math.PR2014★ 1 cited

Systematic co-occurrence of tail correlation functions among max-stable processes

Kirstin Strokorb, Felix Ballani, Martin Schlather

The tail correlation function (TCF) is one of the most popular bivariate extremal dependence measures that has entered the literature under various names. We study to what extent t…