26 citations · 27 across the 3 of their papers we have counts for
4 papers
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
Sven Buhl, Claudia Klüppelberg
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter…
Semiparametric estimation for isotropic max-stable space-time processes
Sven Buhl, Richard A. Davis, Claudia Klüppelberg +1
Regularly varying space-time processes have proved useful to study extremal dependence in space-time data. We propose a semiparametric estimation procedure based on a closed form e…
Limit theory for the empirical extremogram of random fields
Sven Buhl, Claudia Klüppelberg
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an es…
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Sven Buhl, Claudia Klüppelberg
Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been succes…