Corpus ID: 14879753

MAX-STABLE PROCESSES AND SPATIAL EXTREMES

@inproceedings{Smith2005MAXSTABLEPA,
  title={MAX-STABLE PROCESSES AND SPATIAL EXTREMES},
  author={Richard L. Smith},
  year={2005}
}
Max-stable processes arise from an infinite-dimensional generalisation of extreme value theory. They form a natural class of processes when sample maxima are observed at each site of a spatial process, a problem of particular interest in connection with regional estimation methods in hydrology. A general representation of max-stable processes due to de Haan and Vatan is discussed, and examples are given to show how it may be used to generate explicit examples of max-stable process. As a side… Expand
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