Estimation of Hüsler-Reiss distributions and Brown-Resnick processes


Engelke, Sebastian ; Malinowski, Alexander ; Kabluchko, Zakhar ; Schlather, Martin



DOI: https://doi.org/10.1111/rssb.12074
URL: http://arxiv.org/pdf/1207.6886.pdf
Additional URL: https://www.researchgate.net/publication/230569932...
Document Type: Article
Year of publication: 2015
The title of a journal, publication series: Journal of the Royal Statistical Society / Series B, Statistical methodology
Volume: 77
Issue number: 1
Page range: 239-265
Place of publication: London [u.a.]
Publishing house: Wiley-Blackwell [u.a.]
ISSN: 0035-9246 , 1369-7412
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematische Statistik (Schlather 2012-)
Subject: 310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Engelke, Sebastian ; Malinowski, Alexander ; Kabluchko, Zakhar ; Schlather, Martin (2015) Estimation of Hüsler-Reiss distributions and Brown-Resnick processes. Journal of the Royal Statistical Society / Series B, Statistical methodology London [u.a.] 77 1 239-265 [Article]


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