Conditional simulation of max-stable processes

Clément Dombry (1) , Marco Oesting (2) , Mathieu Ribatet (3)

1 LMB - Laboratoire de Mathématiques de Besançon (UMR 6623)
2 Universität Siegen [Siegen]
3 IMAG - Institut Montpelliérain Alexander Grothendieck

Domaines: Statistiques [math.ST]

Clément Dombry, Marco Oesting, Mathieu Ribatet. Conditional simulation of max-stable processes. Extreme Value Modeling and Risk Analysis: Methods and Applications, Chapman and Hall / CRC, chapter 11, 2015, 9781498701310. ⟨hal-01812188⟩