5 citations · 10 across the 5 of their papers we have counts for
6 papers
Stationary max-stable processes with the Markov property
Clément Dombry, Frédéric Eyi-Minko
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive p…
Conditional simulation of max-stable processes
Clément Dombry, Frédéric Éyi-Minko, Mathieu Ribatet
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal model…
Strong mixing properties of max-infinitely divisible random fields
Clément Dombry, Frédéric Eyi-Minko
Let be a sample continuous max-infinitely random field on a locally compact metric space . For a closed subset , we note the restriction of $…
Conditional simulations of Brown-Resnick processes
Clément Dombry, Frédéric Éyi-Minko, Mathieu Ribatet
Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal model…
Extremes of independent stochastic processes: a point process approach
Clément Dombry, Frédéric Eyi-Minko
For each , let be independent copies of a nonnegative continuous stochastic process indexed by a compact metric spac…
Regular conditional distributions of max infinitely divisible processes
Clément Dombry, Frédéric Eyi-Minko
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-i…