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Oesting, Marco and Strokorb, Kirstin
2021.
A comparative tour through the simulation algorithms for max-stable processes.
Statistical Science
Item availability restricted. |
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Brehmer, Jonas R. and Strokorb, Kirstin
2019.
Why scoring functions cannot assess tail properties.
Electronic Journal of Statistics
13
(2)
, pp. 4015-4034.
10.1214/19-EJS1622
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Oesting, Marco and Strokorb, Kirstin
2018.
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes.
Advances in Applied Probability
50
(4)
, pp. 1155-1175.
10.1017/apr.2018.54
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Fiebig, Ulf-Rainer, Strokorb, Kirstin and Schlather, Martin
2017.
The realization problem for tail correlation functions.
Extremes
20
, pp. 121-168.
10.1007/s10687-016-0250-8
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Papastathopoulos, I., Strokorb, K., Tawn, J. A. and Butler, A.
2017.
Extreme events of Markov chains.
Advances in Applied Probability
49
(1)
, pp. 134-161.
10.1017/apr.2016.82
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Molchanov, Ilya and Strokorb, Kirstin
2016.
Max-stable random sup-measures with comonotonic tail dependence.
Stochastic Processes and their Applications
126
(9)
, pp. 2835-2859.
10.1016/j.spa.2016.03.004
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Papastathopoulos, Ioannis and Strokorb, Kirstin 2016. Conditional independence among max-stable laws. Statistics and Probablity Letters 108 , pp. 9-15. 10.1016/j.spl.2015.08.008 |
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Strokorb, Kirstin, Ballani, Felix and Schlather, Martin
2015.
Tail correlation functions of max-stable processes.
Extremes
18
, pp. 241-271.
10.1007/s10687-014-0212-y
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Strokorb, Kirstin and Schlather, Martin
2015.
An exceptional max-stable process fully parameterized by its extremal coefficients.
Bernoulli
21
(1)
, pp. 276-302.
10.3150/13-BEJ567
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Schlather, Martin, Malinowski, Alexander, Menck, Peter J., Oesting, Marco and Strokorb, Kirstin 2015. Analysis, simulation and prediction of multivariate random fields with package RandomFields. Journal of Statistical Software 63 (8) 10.18637/jss.v063.i08 |
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Strokorb, Kirstin 2013. Characterization and construction of max-stable processes. PhD Thesis, eDiss University of Goettingen. |
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Strokorb, Kirstin 2010. Eine holomorphe Untersuchung des verallgemeinerten Seiberg-Witten-Modulraumes für Gibbons-Hawking-Faserungen. Mathematisches Institut, Universität Göttingen, Germany. |
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