On generalized max-linear models in max-stable random fields
Probability
2017-03-13 v1
Abstract
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in by interpolating its realizations at finitely many points is proposed. The resulting interpolating process is again a max-stable random field. This approach uses a \emph{generalized max-linear model}. Promising results have been established in the case in a previous paper. However, the extension to higher dimensions is not straightforward since we lose the natural order of the index space.
Keywords
Cite
@article{arxiv.1703.03472,
title = {On generalized max-linear models in max-stable random fields},
author = {Michael Falk and Maximilian Zott},
journal= {arXiv preprint arXiv:1703.03472},
year = {2017}
}