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

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

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.
OriginalsprogEngelsk
TidsskriftExtremes
Vol/bind18
Sider (fra-til)301-314
ISSN1386-1999
DOI
StatusUdgivet - 2015

ID: 138388070