10 citations · 54 across the 20 of their papers we have counts for
25 papers
Clustering Tails in High Dimension
Liujun Chen, Marco Oesting, Chen Zhou
One potential solution to combat the scarcity of tail observations in extreme value analysis is to integrate information from multiple datasets sharing similar tail properties, for…
Long Memory of Max-Stable Time Series as Phase Transition: Asymptotic Behaviour of Tail Dependence Estimators
Marco Oesting, Albert Rapp
In this paper, we consider a simple estimator for tail dependence coefficients of a max-stable time series and show its asymptotic normality under a mild condition. The novelty of…
Extremes in High Dimensions: Methods and Scalable Algorithms
Johannes Lederer, Marco Oesting
Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional s…
Non-stationary max-stable models with an application to heavy rainfall data
Carolin Forster, Marco Oesting
In recent years, parametric models for max-stable processes have become a popular choice for modeling spatial extremes because they arise as the asymptotic limit of rescaled maxima…
Patterns in Spatio-Temporal Extremes
Marco Oesting, Raphaël Huser
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationa…
Implications of Modeling Seasonal Differences in the Extremal Dependence of Rainfall Maxima
Oscar E. Jurado, Marco Oesting, Henning W. Rust
For modeling extreme rainfall, the widely used Brown-Resnick max-stable model extends the concept of the variogram to suit bloc maxima, allowing the explicit modeling of the extrem…