In Part I of this thesis, we briefly summarize some theory of point processes which is
crucial for the subsequent parts.
We introduce a class of spatial stochastic processes in the max-domain of attraction
of familiar max-stable processes in Part II. The new class is based on Cox processes
instead of Poisson processes. We show that statistical inference is possible within the
given framework, at least under some reasonable restrictions.
The Matérn hard-core processes are classical examples for point process models ob-
tained from (marked) Poisson point processes. Points of the original Poisson process are
deleted according to a dependent thinning rule, resulting in a process whose points have
a prescribed hard-core distance. In Part III, we present a new model which generalizes
the underlying point process, the thinning rule and the marks attached to the original
process. The new model further reveals several connections to mixed moving maxima
processes, e.g. a process of visible storm centres.
Dieser Eintrag ist Teil der Universitätsbibliographie.
Das Dokument wird vom Publikationsserver der Universitätsbibliothek Mannheim bereitgestellt.
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