کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145817 1489678 2013 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extremal tt processes: Elliptical domain of attraction and a spectral representation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Extremal tt processes: Elliptical domain of attraction and a spectral representation
چکیده انگلیسی

The extremal tt process was proposed in the literature for modeling spatial extremes within a copula framework based on the extreme value limit of elliptical tt distributions (Davison et al. (2012) [5]). A major drawback of this max-stable model was the lack of a spectral representation such that for instance direct simulation was infeasible. The main contribution of this note is to propose such a spectral construction for the extremal tt process. Interestingly, the extremal Gaussian process introduced by Schlather (2002) [22] appears as a special case. We further highlight the role of the extremal tt process as the maximum attractor for processes with finite-dimensional elliptical distributions. All results naturally also hold within the multivariate domain.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 122, November 2013, Pages 409–413
نویسندگان
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