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math.PR2022
Some properties on extremes for transient random walks in random sceneries
Nicolas Chenavier, Ahmad Darwiche
Let be a transient random walk in the domain of attraction of a stable law and let be a stationary sequence of random variables. In a…
math.ST2022
Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields
Nicolas Chenavier, Christian Y. Robert
Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed effici…