449 citations · 986 across the 29 of their papers we have counts for
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stat.ME2014
A parametric variogram model bridging between stationary and intrinsically stationary processes
Martin Schlather
A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy…
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…