10 citations · 54 across the 20 of their papers we have counts for
7 papers · 1 filter
Long Range Dependence for Stable Random Processes
Vitalii Makogin, Marco Oesting, Albert Rapp +1
We investigate long and short memory in -stable moving averages and max-stable processes with -Fréchet marginal distributions. As these processes are heavy-tailed, we rely on…
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
Marco Oesting, Kirstin Strokorb
Brown-Resnick processes are max-stable processes that are associated to Gaussian processes. Their simulation is often based on the corresponding spectral representation which is no…
Equivalent Representations of Max-Stable Processes via Norms
Marco Oesting
While max-stable processes are typically written as pointwise maxima over an infinite number of stochastic processes, in this paper, we consider a family of representations based o…
On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set
Marco Oesting, Martin Schlather, Chen Zhou
The normalized spectral representation of a max-stable process on a compact set is the unique representation where all spectral functions share the same supremum. Among the class o…
Representations of max-stable processes based on single extreme events
Sebastian Engelke, Alexander Malinowski, Marco Oesting +1
This paper provides the basis for new methods of inference for max-stable processes ξ on general spaces that admit a certain incremental representation, which, in important cases,…
Conditional Sampling for Max-Stable Processes with a Mixed Moving Maxima Representation
Marco Oesting, Martin Schlather
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We…