BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Memento EPFL//
BEGIN:VEVENT
SUMMARY:Semiparametric estimation for max-stable space-time processes
DTSTART:20140919T151500
DTSTAMP:20260407T163424Z
UID:1f4cbe3621245b067f2553e5a0cbb92e79e618edb244451c43aa3757
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Claudia Klüppelberg\, Technische Universität Munich\nM
 ax-stable space-time processes have been developed to study extremal depen
 dence in space-time data. We propose a semiparametric estimation procedure
  based on a closed form expression of the extremogram to estimate the para
 meters in a max-stable space-time process.\nWe show asymptotic properties 
 of the resulting parameter estimates and propose bootstrap procedures to o
 btain asymptotically correct confidence intervals. A simulation study show
 s that the proposed procedure works well for moderate sample sizes. Finall
 y\, we apply this estimation procedure to fitting a max-stable model to ra
 dar rainfall measurements in a region in Florida.\nThis is joint work with
  Richard Davis and Christina Steinkohl.
LOCATION:MA11 http://plan.epfl.ch/?lang=fr&room=MA11
STATUS:CONFIRMED
END:VEVENT
END:VCALENDAR