Marco Oesting
Marco Oesting
Department Mathematik, Universität Siegen
Zweryfikowany adres z mathematik.uni-siegen.de - Strona główna
TytułCytowane przezRok
Analysis, simulation and prediction of multivariate random fields with package RandomFields
M Schlather, A Malinowski, PJ Menck, M Oesting, K Strokorb
Journal of Statistical Software 63 (8), 1-25, 2015
1032015
Simulation of Brown–Resnick processes
M Oesting, Z Kabluchko, M Schlather
Extremes 15 (1), 89-107, 2012
742012
Exact simulation of max-stable processes
C Dombry, S Engelke, M Oesting
Biometrika 103 (2), 303-317, 2016
652016
Statistical post-processing of forecasts for extremes using bivariate brown-resnick processes with an application to wind gusts
M Oesting, M Schlather, P Friederichs
Extremes 20 (2), 309-332, 2017
292017
Conditional sampling for max-stable processes with a mixed moving maxima representation
M Oesting, M Schlather
Extremes 17 (1), 157-192, 2014
192014
On the normalized spectral representation of max-stable processes on a compact set
M Oesting, M Schlather, C Zhou
arXiv preprint arXiv:1310.1813, 2013
152013
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
M Oesting, M Schlather, C Zhou
Bernoulli 24 (2), 1497-1530, 2018
142018
Bayesian inference for multivariate extreme value distributions
C Dombry, S Engelke, M Oesting
Electronic Journal of Statistics 11 (2), 4813-4844, 2017
142017
Statistical inference for max-stable processes by conditioning on extreme events
S Engelke, A Malinowski, M Oesting, M Schlather
Advances in Applied Probability 46 (2), 478-495, 2014
132014
Spatial modeling of drought events using max-stable processes
M Oesting, A Stein
Stochastic environmental research and risk assessment 32 (1), 63-81, 2018
102018
Extremal behaviour of aggregated data with an application to downscaling
S Engelke, R De Fondeville, M Oesting
Biometrika 106 (1), 127-144, 2018
82018
Simulation of max-stable processes
M Oesting, M Ribatet, C Dombry
Extreme value modeling and risk analysis. Chapman and Hall/CRC, Boca Raton …, 2016
82016
Representations of max-stable processes based on single extreme events
S Engelke, A Malinowski, M Oesting, M Schlather
arXiv preprint arXiv:1209.2303, 2012
72012
Random Fields: Simulation and Analysis of RandomFields. R Package Version 2.0. 43
M Schlather, A Malinowski, M Oesting, D Boecker, K Strokorb, S Engelke, ...
72011
Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes)
M Oesting
arXiv preprint arXiv:0911.4389, 2009
72009
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
C Dombry, S Engelke, M Oesting
arXiv preprint arXiv:1612.05178, 2016
62016
Spatial extremes and max-stable processes
M Ribatet, C Dombry, M Oesting
Extreme Value Modelling and Risk Analysis: Methods and Applications. D. Dey …, 2015
52015
Conditional modelling of extreme wind gusts by bivariate Brown-Resnick processes
M Oesting, M Schlather, P Friederichs
arXiv preprint arXiv:1312.4584, 2013
52013
Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes
M Oesting, K Strokorb
Advances in Applied Probability 50 (4), 1155-1175, 2018
42018
Sampling from a Max‐Stable Process Conditional on a Homogeneous Functional with an Application for Downscaling Climate Data
M Oesting, L Bel, C Lantuéjoul
Scandinavian Journal of Statistics 45 (2), 382-404, 2018
42018
Nie można teraz wykonać tej operacji. Spróbuj ponownie później.
Prace 1–20