Cover Image

Extrapolation of max-stable random fields with Fréchet marginals

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Makogin, Vitalii, Spodarev, Evgeny, Sukhanov, Ilja
Format:	Preprint
Published:	2026
Subjects:	Probability Statistics Theory 60G70, 60G25, 60G10, 60G60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A short memory condition for infinitely divisible random fields
by: Makogin, Vitaly, et al.
Published: (2024)

Tube formula for spherically contoured random fields with subexponential marginals
by: Kuriki, Satoshi, et al.
Published: (2025)

Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)

On extremes for Gaussian subordination
by: Bai, Shuyang, et al.
Published: (2025)

Shift-generated $α$-homogeneous classes of jointly measurable random fields
by: Hashorva, Enkelejd
Published: (2025)

Maximum interpoint distance of high-dimensional random vectors
by: Heiny, Johannes, et al.
Published: (2023)

Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
by: Dörnemann, Nina, et al.
Published: (2025)

Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)

Measure Theory of Conditionally Independent Random Function Evaluation
by: Benning, Felix
Published: (2025)

High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence
by: Leonenko, N. N., et al.
Published: (2024)

Probabilistic Analysis of Scalogram Ridges in Signal Processing
by: Liu, Gi-Ren, et al.
Published: (2024)

The Slepian model based independent interval approximation of persistency and zero-level excursion distributions
by: Bengtsson, Henrik, et al.
Published: (2024)

Cover times of many random walkers on a discrete network
by: Kim, Hyunjoong, et al.
Published: (2023)

Feller Property and Absorption of Diffusions for Multi-Species Metacommunities
by: Henry, Benoît, et al.
Published: (2026)

Asymptotics for additive functionals of particle systems via Stein's method
by: Jaramillo, Arturo, et al.
Published: (2025)

Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)

One-to-one correspondences between discrete multivariate stationary, self-similar and stationary increment fields
by: Voutilainen, Marko
Published: (2024)

High local maxima of stationary smooth Gaussian fields
by: Beliaev, Dmitry, et al.
Published: (2026)

Slepian model based independent interval approximation for the level excursion distributions
by: Bengtsson, Henrik, et al.
Published: (2024)

Near-maxima of the two-dimensional Discrete Gaussian Free Field
by: Biskup, Marek, et al.
Published: (2020)

On optimal prediction of missing functional data with memory
by: Ilmonen, Pauliina, et al.
Published: (2022)

The Fyodorov--Hiary--Keating Conjecture on Mesoscopic Intervals
by: Arguin, Louis-Pierre, et al.
Published: (2024)

On the extreme order statistics for stationary Gaussian sequences subject to random missing observations
by: Fang, Yuan, et al.
Published: (2023)

Testing the goodness-of-fit of a functional autoregressive model
by: González-Manteiga, W., et al.
Published: (2023)

Moment conditions for random coefficient AR($\infty$) under non-negativity assumptions
by: Maillard, Pascal, et al.
Published: (2022)

Universality and ambiguity in extremes of anomalous diffusion
by: Lawley, Sean D
Published: (2026)

Ranges of Extremal Processes and Heavy-Tailed Random Walks in Spaces of Growing Dimension
by: Jin, Bochen, et al.
Published: (2025)

Correction to: Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes, Bernoulli 18, pp. 46-63, 2012
by: Stelzer, Robert
Published: (2024)

Stable and Fréchet limit theorem for subgraph functionals in the hyperbolic random geometric graph
by: Hirsch, Christian, et al.
Published: (2026)

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
by: Pavel, Ievlev, et al.
Published: (2024)

Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments
by: Selk, Zachary
Published: (2021)

Extremal properties of the random walk local time
by: Biskup, Marek
Published: (2025)

Branching random walk in the presence of a hard wall
by: Roy, Rishideep
Published: (2018)

Manifold functional multiple regression model with LRD error term
by: Ovalle-Muñoz, Diana P., et al.
Published: (2024)

On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling
by: Furrer, Reinhard, et al.
Published: (2022)

Markov properties of Gaussian random fields on compact metric graphs
by: Bolin, David, et al.
Published: (2023)

Practical properties of the CUSUM process
by: Baron, Michael, et al.
Published: (2025)

Asymptotically optimal Wasserstein couplings for the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2024)

Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
by: Hopkalo, Olha, et al.
Published: (2024)

Some vector-valued examples of noncentral moderate deviation results
by: Macci, Claudio, et al.
Published: (2025)