Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes

Keyphrases

• Process-based 100%
• Space-time Processing 100%
• Regularly Varying 100%
• Generalized Least Squares Estimator 100%
• Observation Scheme 100%
• Extremogram 100%
• Asymptotic Normality 50%
• Parameter Estimation 25%
• Confidence Interval 25%
• Stationary Process 25%
• Simulation Study 25%
• Process Value 25%
• Asymptotically Correct 25%
• Step Parameters 25%
• Asymptotically Normal 25%
• Extreme Dependence 25%
• Max-stable Process 25%
• Stochastic Process Model 25%
• Brown-Resnick Process 25%
• Preasymptotics 25%
• Domain of Interest 25%

Mathematics

• Least Square Estimation 100%
• Time Process 100%
• Asymptotic Normality 100%
• Generalized Least Squares 100%
• Parametric 50%
• Asymptotics 50%
• Simulation Study 50%
• Confidence Interval 50%
• Moderate Sample Size 50%
• Stable Process 50%
• Stationary Process 50%
• Corrected Version 50%
• time point η 50%
• Stochastic Process 50%
• Parameter Estimation 50%