Exact simulation of Brown-Resnick random fields at a finite number of locations
Research output: Contribution to journal › Journal article › Research › peer-review
We propose an exact simulation method for Brown-Resnick random fields,
building on new representations for these stationary max-stable fields. The main idea
is to apply suitable changes of measure.
building on new representations for these stationary max-stable fields. The main idea
is to apply suitable changes of measure.
| Original language | English |
|---|---|
| Journal | Extremes |
| Volume | 18 |
| Pages (from-to) | 301-314 |
| ISSN | 1386-1999 |
| DOIs | |
| Publication status | Published - 2015 |
ID: 138388070