449 citations · 986 across the 29 of their papers we have counts for
5 papers · 2 filters
Intrinsically Weighted Means of Marked Point Processes
Alexander Malinowski, Martin Schlather, Zhengjun Zhang
For a non-stationary or non-ergodic marked point process (MPP) on , the definition of averages becomes ambiguous as the process might have a different stochastic behavior in…
Representations of max-stable processes based on single extreme events
Sebastian Engelke, Alexander Malinowski, Marco Oesting +1
This paper provides the basis for new methods of inference for max-stable processes ξ on general spaces that admit a certain incremental representation, which, in important cases,…
Characterizing extremal coefficient functions and extremal correlation functions
Kirstin Strokorb, Martin Schlather
We focus on two dependency quantities of a max-stable random field on some space : the extremal coefficient function which we define on finite sets of and the extrem…
Maxima of independent, non-identically distributed Gaussian vectors
Sebastian Engelke, Zakhar Kabluchko, Martin Schlather
Let , be a triangular array of independent -valued Gaussian random vectors with correlation matrices . We give necessa…
Conditional Sampling for Max-Stable Processes with a Mixed Moving Maxima Representation
Marco Oesting, Martin Schlather
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We…