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DTSTAMP:20251123T032152Z
DESCRIPTION:Semiparametric estimation of space-time extremes\n\nMax-stable 
 space-time processes have been developed to study extremal dependence in s
 pace-time data. We propose a semiparametric estimation procedure based on 
 a closed form expression of the extremogram to estimate the parameters in 
 a max-stable space-time process. We establish the asymptotic properties of
  the resulting parameter estimates based on a CLT for the empirical extrem
 ogram. We also propose subsampling procedures to obtain asymptotically cor
 rect confidence intervals. A simulation study shows that the proposed proc
 edure works well for moderate sample sizes. Finally\, we apply this estima
 tion procedure to fitting a max-stable model to radar rainfall measurement
 s in a region in Florida.\n	\n	This is joint work with Sven Buhl\, Richard D
 avis\, and Christina Steinkohl.[1] Buhl\, S.\, Davis\, R.A.\, Klüppelberg\
 , C. and Steinkohl\, C. (2016)Semiparametric estimation for isotropic max-
 stable space-time processes.Under revision.[2] Buhl\, S. and Klüppelberg\,
  C. (2016)Limit theory for the empirical extremogram of random fields.Unde
 r revision.\n\n\n	 \n\n	Lecture Chaire André Aisenstadt\n		HEC Montréal\, 3000
 \, Chemin de la Côte-Sainte-Catherine\, Salle Transat (jaune)\, 1er étage
 \n\n\n \n\n \n
DTSTART:20170905T193000Z
DTEND:20170905T203000Z
SUMMARY:Claudia Klüppelberg\, Technische Universität München
URL:/mathstat/channels/event/claudia-kluppelberg-techn
 ische-universitat-munchen-269968
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