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09/19/2022
Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields
Likelihood inference for max-stable random fields is in general impossib...
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12/14/2018
Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field
When using risk or dependence measures based on a given underlying model...
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02/26/2018