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20012022
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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math.ST2022★ 2 cited

Covariance Models for Multivariate Random Fields resulting from Pseudo Cross-Variograms

Christopher Dörr, Martin Schlather

So far, the pseudo cross-variogram is primarily used as a tool for the structural analysis of multivariate random fields. Mainly applying recent theoretical results on the pseudo c…

math.ST2021

Characterization Theorems for Pseudo-Variograms

Christopher Dörr, Martin Schlather

Pseudo-variograms appear naturally in the context of multivariate Brown-Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give…

math.ST2021★ 6 cited

Comparative evaluation of point process forecasts

Jonas Brehmer, Tilmann Gneiting, Marcus Herrmann +3

Stochastic models of point patterns in space and time are widely used to issue forecasts or assess risk, and often they affect societally relevant decisions. We adapt the concept o…

math.ST2019

Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes

Marco Oesting, Martin Schlather, Claudia Schillings

Sup-normalized spectral functions form building blocks of max-stable and Pareto processes and therefore play an important role in modeling spatial extremes. For one of the most pop…

math.ST2015★ 27 cited

An exceptional max-stable process fully parameterized by its extremal coefficients

Kirstin Strokorb, Martin Schlather

The extremal coefficient function (ECF) of a max-stable process on some index set assigns to each finite subset the effective number of independent random vari…

math.ST2011★ 70 cited

Some covariance models based on normal scale mixtures

Martin Schlather

Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad cl…