On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. / Liu, Zhipeng; Blanchet, Jose H.; Dieker, A.b.; Mikosch, Thomas.

In: Bernoulli, Vol. 25, No. 4A, 2019, p. 2949-2981.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Liu, Z, Blanchet, JH, Dieker, AB & Mikosch, T 2019, 'On logarithmically optimal exact simulation of max-stable and related random fields on a compact set', Bernoulli, vol. 25, no. 4A, pp. 2949-2981. https://doi.org/10.3150/18-BEJ1076

APA

Liu, Z., Blanchet, J. H., Dieker, A. B., & Mikosch, T. (2019). On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Bernoulli, 25(4A), 2949-2981. https://doi.org/10.3150/18-BEJ1076

Vancouver

Liu Z, Blanchet JH, Dieker AB, Mikosch T. On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. Bernoulli. 2019;25(4A):2949-2981. https://doi.org/10.3150/18-BEJ1076

Author

Liu, Zhipeng ; Blanchet, Jose H. ; Dieker, A.b. ; Mikosch, Thomas. / On logarithmically optimal exact simulation of max-stable and related random fields on a compact set. In: Bernoulli. 2019 ; Vol. 25, No. 4A. pp. 2949-2981.

Bibtex

@article{1c21600e6df549aab42a93b246e1fce5,
title = "On logarithmically optimal exact simulation of max-stable and related random fields on a compact set",
author = "Zhipeng Liu and Blanchet, {Jose H.} and A.b. Dieker and Thomas Mikosch",
year = "2019",
doi = "10.3150/18-BEJ1076",
language = "English",
volume = "25",
pages = "2949--2981",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "4A",

}

RIS

TY - JOUR

T1 - On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

AU - Liu, Zhipeng

AU - Blanchet, Jose H.

AU - Dieker, A.b.

AU - Mikosch, Thomas

PY - 2019

Y1 - 2019

U2 - 10.3150/18-BEJ1076

DO - 10.3150/18-BEJ1076

M3 - Journal article

VL - 25

SP - 2949

EP - 2981

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4A

ER -

ID: 227419036