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High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

Lookup NU author(s): Dr Stefano Castruccio

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).


Publication metadata

Author(s): Castruccio S, Huser R, Genton MG

Publication type: Article

Publication status: Published

Journal: Journal of Computational and Graphical Statistics

Year: 2016

Volume: 25

Issue: 4

Pages: 1212-1229

Print publication date: 01/10/2016

Online publication date: 29/09/2015

Acceptance date: 18/08/2015

Date deposited: 07/10/2016

ISSN (print): 1061-8600

ISSN (electronic): 1537-2715

Publisher: Taylor & Francis Inc.

URL: http://dx.doi.org/10.1080/10618600.2015.1086656

DOI: 10.1080/10618600.2015.1086656


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