10 citations · 54 across the 20 of their papers we have counts for
4 papers · 1 filter
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…
Detection of Long Range Dependence in the Time Domain for (In)Finite-Variance Time Series
Marco Oesting, Albert Rapp, Evgeny Spodarev
Empirical detection of long range dependence (LRD) of a time series often consists of deciding whether an estimate of the memory parameter corresponds to LRD. Surprisingly, the…