Exact simulation of Brown-Resnick random fields at a finite number of locations
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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Exact simulation of Brown-Resnick random fields at a finite number of locations. / Dieker, Ton ; Mikosch, Thomas Valentin.
I: Extremes, Bind 18, 2015, s. 301-314.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Exact simulation of Brown-Resnick random fields at a finite number of locations
AU - Dieker, Ton
AU - Mikosch, Thomas Valentin
PY - 2015
Y1 - 2015
N2 - We propose an exact simulation method for Brown-Resnick random fields,building on new representations for these stationary max-stable fields. The main ideais to apply suitable changes of measure.
AB - We propose an exact simulation method for Brown-Resnick random fields,building on new representations for these stationary max-stable fields. The main ideais to apply suitable changes of measure.
U2 - 10.1007/s10687-015-0214-4
DO - 10.1007/s10687-015-0214-4
M3 - Journal article
VL - 18
SP - 301
EP - 314
JO - Extremes
JF - Extremes
SN - 1386-1999
ER -
ID: 138388070