Spatial extremes: Models for the stationary case
Spatial extremes: Models for the stationary case
复制标题
空间极限：静止情况的模型
DOI：
--
复制
发表时间：
2006
期刊：
影响因子：
--
通讯作者：
T. Pereira
中科院分区：
文献类型：
--
作者：
L. Haan;T. Pereira
本文的目的是提供模型的空间极值的情况下平稳。使用de哈安和Pickands [Probab.理论相关领域72（1986）477-492]。我们提出了三个一维和三个二维模型。这些模型仅依赖于一个或几个参数，这些参数测量作为位置之间距离的函数的尾部依赖性的强度。我们还提出了两个估计这个参数，并证明了吸引域条件下的一致性和渐近正态性在适当的额外条件。
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.