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- W2912667932 abstract "The extension of D-norms to functional spaces in Section 1.10 provides a smooth approach to functional extreme value theory, in particular to generalized Pareto processes and max-stable processes. Multivariate max-stable dfs were introduced in Section 2.3 by means of generalized Pareto distributions. We repeat this approach and introduce max-stable processes via generalized Pareto processes. In Section 4.3, we show how to generate max-stable processes via SMS rvs. This approach, which generalizes the max-linear model established by Wang and Stoev (2011), entails the prediction of max-stable processes in space, not in time. The Brown–Resnick process is a prominent example." @default.
- W2912667932 created "2019-02-21" @default.
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- W2912667932 date "2019-01-01" @default.
- W2912667932 modified "2023-10-05" @default.
- W2912667932 title "An Introduction to Functional Extreme Value Theory" @default.
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- W2912667932 doi "https://doi.org/10.1007/978-3-030-03819-9_4" @default.
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