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math.ST2019
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes
Marco Oesting, Martin Schlather, Claudia Schillings
Sup-normalized spectral functions form building blocks of max-stable and Pareto processes and therefore play an important role in modeling spatial extremes. For one of the most pop…
math.ST2019
Ordinal Patterns in Clusters of Subsequent Extremes of Regularly Varying Time Series
Marco Oesting, Alexander Schnurr
In this paper, we investigate temporal clusters of extremes defined as subsequent exceedances of high thresholds in a stationary time series. Two meaningful features of these clust…