26 citations · 27 across the 3 of their papers we have counts for
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stat.ME2016
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…
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…