Tag Archives: Extreme statistics

25.09.2013 – Talk by Carlo Gaetan

Title: On spatial extreme modelling
Time: 13:00
Location: Meeting room
Type: Research Result
Speaker: Carlo Gaetan
Abstract:

We review recent advances in modelling spatial extremes.
After a brief illustration of the extreme value theory for univariate and multivariate
values, we concentrate on spatial max-stable processes. Statistical inference and
simulation for this processes are subject of a close examination. Max-stable
processes are also contrasted with spatial hierarchical models.