Spatial extremes: Models for the stationary case
de Haan, Laurens ; Pereira, Teresa T.
Ann. Statist., Tome 34 (2006) no. 1, p. 146-168 / Harvested from Project Euclid
The aim of this paper is to provide models for spatial extremes in the case of stationarity. The spatial dependence at extreme levels of a stationary process is modeled using an extension of the theory of max-stable processes of de Haan and Pickands [Probab. Theory Related Fields 72 (1986) 477–492]. We propose three one-dimensional and three two-dimensional models. These models depend on just one parameter or a few parameters that measure the strength of tail dependence as a function of the distance between locations. We also propose two estimators for this parameter and prove consistency under domain of attraction conditions and asymptotic normality under appropriate extra conditions.
Publié le : 2006-02-14
Classification:  Extreme-value theory,  spatial extremes,  spatial tail dependence,  max-stable processes,  multivariate extremes,  semiparametric estimation,  60G70,  62H11,  62G32,  62E20,  60G10,  62M40
@article{1146576259,
     author = {de Haan, Laurens and Pereira, Teresa T.},
     title = {Spatial extremes: Models for the stationary case},
     journal = {Ann. Statist.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 146-168},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1146576259}
}
de Haan, Laurens; Pereira, Teresa T. Spatial extremes: Models for the stationary case. Ann. Statist., Tome 34 (2006) no. 1, pp.  146-168. http://gdmltest.u-ga.fr/item/1146576259/