26 citations · 27 across the 3 of their papers we have counts for
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math.ST2017
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…
math.ST2016★ 1 cited
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…