Spatial Stochastic Framework for Sampling Time Parametric Max-stable Processes

  •  Barro Diakarya    
  •  Koté Blami    
  •  Soumaïla Moussa    


Modelling the spatial extreme events uses the approach of max-stable processes which describe the stochastic behaviour of point-referenced data. Max-stable processes form the natural extension of multivariate extreme values distributions to infinite dimensions. In this paper we consider a max-stable stochastic process over space index. We extend the modelling to time-varying setting using new characterizations of the multivariate distribution underlying the process. A distortional measure is introduced to describe the marginal laws and joint dependence.

This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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