6 citations · 13 across the 4 of their papers we have counts for
3 papers · 1 filter
A comparative tour through the simulation algorithms for max-stable processes
Marco Oesting, Kirstin Strokorb
Being the max-analogue of -stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computat…
Extremal Behavior of Aggregated Data with an Application to Downscaling
Sebastian Engelke, Raphael de Fondeville, Marco Oesting
The distribution of spatially aggregated data from a stochastic process may exhibit a different tail behavior than its marginal distributions. For a large class of aggregating…
Exact simulation of max-stable processes
Clément Dombry, Sebastian Engelke, Marco Oesting
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes…