4 citations · 7 across the 5 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
math.ST2017★ 3 cited
A semi-parametric estimation for max-mixture spatial processes
M. Ahmed, V Maume-Deschamps, P. Ribereau +1
We proposed a semi-parametric estimation procedure in order to estimate the parameters of a max-mixture model and also of a max-stable model (inverse max-stable model) as an altern…
math.PR2017★ 4 cited
Risk assessment using suprema data
Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay +2
This paper proposes a stochastic approach to model temperature dynamic and study related risk measures. The dynamic of temperatures can be modelled by a mean-reverting process such…