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

TY - JOUR

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

AU - Dieker, Ton

AU - Mikosch, Thomas Valentin

PY - 2015/6/1

Y1 - 2015/6/1

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

SN - 1386-1999

VL - 18

SP - 301

EP - 314

JO - Extremes

JF - Extremes

ER -