Exact simulation of Brown-Resnick random fields at a finite number of locations

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Standard

Exact simulation of Brown-Resnick random fields at a finite number of locations. / Dieker, Ton ; Mikosch, Thomas Valentin.

I: Extremes, Bind 18, 2015, s. 301-314.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Dieker, T & Mikosch, TV 2015, 'Exact simulation of Brown-Resnick random fields at a finite number of locations', Extremes, bind 18, s. 301-314. https://doi.org/10.1007/s10687-015-0214-4

APA

Dieker, T., & Mikosch, T. V. (2015). Exact simulation of Brown-Resnick random fields at a finite number of locations. Extremes, 18, 301-314. https://doi.org/10.1007/s10687-015-0214-4

Vancouver

Dieker T, Mikosch TV. Exact simulation of Brown-Resnick random fields at a finite number of locations. Extremes. 2015;18:301-314. https://doi.org/10.1007/s10687-015-0214-4

Author

Dieker, Ton ; Mikosch, Thomas Valentin. / Exact simulation of Brown-Resnick random fields at a finite number of locations. I: Extremes. 2015 ; Bind 18. s. 301-314.

Bibtex

@article{853dece043004a7d9681c7dba55da5ed,
title = "Exact simulation of Brown-Resnick random fields at a finite number of locations",
abstract = "We propose an exact simulation method for Brown-Resnick random fields,building on new representations for these stationary max-stable fields. The main ideais to apply suitable changes of measure.",
author = "Ton Dieker and Mikosch, {Thomas Valentin}",
year = "2015",
doi = "10.1007/s10687-015-0214-4",
language = "English",
volume = "18",
pages = "301--314",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",

}

RIS

TY - JOUR

T1 - Exact simulation of Brown-Resnick random fields at a finite number of locations

AU - Dieker, Ton

AU - Mikosch, Thomas Valentin

PY - 2015

Y1 - 2015

N2 - We propose an exact simulation method for Brown-Resnick random fields,building on new representations for these stationary max-stable fields. The main ideais to apply suitable changes of measure.

AB - We propose an exact simulation method for Brown-Resnick random fields,building on new representations for these stationary max-stable fields. The main ideais to apply suitable changes of measure.

U2 - 10.1007/s10687-015-0214-4

DO - 10.1007/s10687-015-0214-4

M3 - Journal article

VL - 18

SP - 301

EP - 314

JO - Extremes

JF - Extremes

SN - 1386-1999

ER -

ID: 138388070