Pareto processes for threshold exceedances in spatial extremes
Statistics Theory
2024-07-09 v1 Statistics Theory
Abstract
We review some recent development in the theory of spatial extremes related to Pareto Processes and modeling of threshold exceedances. We provide theoretical background, methodology for modeling, simulation and inference as well as an illustration to wave height modelling. This preprint is an author version of a chapter to appear in a collaborative book.
Cite
@article{arxiv.2407.05699,
title = {Pareto processes for threshold exceedances in spatial extremes},
author = {Clement Dombry and Juliette Legrand and Thomas Opitz},
journal= {arXiv preprint arXiv:2407.05699},
year = {2024}
}