Exact simulation of Brown-Resnick random fields at a finite number of locations
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| 024 | 7 | 0 | |a 10.1007/s10687-015-0214-4 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-015-0214-4 | ||
| 245 | 0 | 0 | |a Exact simulation of Brown-Resnick random fields at a finite number of locations |h [Elektronische Daten] |c [A. Dieker, T. Mikosch] |
| 520 | 3 | |a 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. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 690 | 7 | |a Brown-Resnick random field |2 nationallicence | |
| 690 | 7 | |a Brown-Resnick process |2 nationallicence | |
| 690 | 7 | |a Max-stable process |2 nationallicence | |
| 690 | 7 | |a Gaussian random field |2 nationallicence | |
| 690 | 7 | |a Extremes |2 nationallicence | |
| 690 | 7 | |a Pickands's constant |2 nationallicence | |
| 690 | 7 | |a Monte Carlo simulation |2 nationallicence | |
| 700 | 1 | |a Dieker |D A. |u Department of IEOR, Columbia University, 10027, New York, NY, USA |4 aut | |
| 700 | 1 | |a Mikosch |D T. |u Department of Mathematics, University of Copenhagen, 2100, Copenhagen, Denmark |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/2(2015-06-01), 301-314 |x 1386-1999 |q 18:2<301 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-015-0214-4 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-015-0214-4 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Dieker |D A. |u Department of IEOR, Columbia University, 10027, New York, NY, USA |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Mikosch |D T. |u Department of Mathematics, University of Copenhagen, 2100, Copenhagen, Denmark |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/2(2015-06-01), 301-314 |x 1386-1999 |q 18:2<301 |1 2015 |2 18 |o 10687 | ||