Asymptotic models and inference for extremes of spatio-temporal data
By K. F. Turkman, Maria Antónia Amaral Turkman, Jose Maria C. Costa Pereira. 2010
69 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/0da115bfba454f057d276a0ee8e83d7f19d7eb9b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- A. C. Davison
- Raphaël Huser
- Thomas Opitz
- Mathieu Ribatet
- Simone A. Padoan
- Emeric Thibaud
- Marc G. Genton
- Benjamin Renard
In Economics and Econometrics
- Thomas Opitz
- Raphaël Huser
- A. C. Davison
- Mathieu Ribatet
- H. Bakka
- Simone A. Padoan
- Håvard Rue
- Emeric Thibaud
In Finance
- Thomas Opitz
- Raphaël Huser
- A. C. Davison
- Mathieu Ribatet
- Emeric Thibaud
- Håvard Rue
- H. Bakka
- Simone A. Padoan
Citations in the corpus
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (2018, background): “Fully Bayesian modeling approaches for spatial and temporal extremes often rely on latent processes embedded into the GP parameters to capture trends and dependence (Cooley et al., 2007; Turkman et al., 2010; Bopp and Shaby, 2017).”
- Statistical Modelling of Spatial Extremes (2012, methodology): “Turkman et al. (2010) construct a similar but more complex model for space-time properties of wildfires in Portugal, using a random walk to describe the temporal properties, and smoothing for the spatial dependence; their paper also makes suggestions on spatial max-stable modelling with exceedances.”