Conference on Conditional Independence Structures and Extremes

  title={Conference on Conditional Independence Structures and Extremes},
  author={Peter Green and Adrien Hitz and S. Buhl and Bernd Sturmfels and Sebastian Engelke and Alberto Roverato and Philippe Naveau},
s of Talks Sven Buhl, Technical University of Munich, Germany Semiparametric estimation for max-stable space-time processes Abstract: We propose a semiparametric estimation procedure based on a closed form expression of the extremogram (cf. [2], [3], [4]) to estimate the model parameters in a max-stable space-time process. We establish the asymptotic… CONTINUE READING