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PRODID:https://murmitoyen.com/events/vanille/udem/
X-WR-TIMEZONE:America/Montreal
BEGIN:VEVENT
UID:69d9f6be0a326
DTSTAMP:20260411T032238
DTSTART:20170906T153000
SEQUENCE:0
TRANSP:OPAQUE
DTEND:20170906T153000
URL:https://murmitoyen.com/events/vanille/udem/detail/780350-semiparametric
 -estimation-of-space-time-extremes
LOCATION:HEC Montréal\, 3000\, chemin de la Côte-Sainte-Catherine\, Montr
 éal\, QC\, Canada\, H3T 2A7
SUMMARY:Semiparametric estimation of space-time extremes
DESCRIPTION:Max-stable space-time processes have been developed to study ex
 tremal dependence in space-time data. We propose a semiparametric estimati
 on procedure based on a closed form expression of the extremogram to estim
 ate the parameters in a max-stable space-time process. We establish the as
 ymptotic properties of the resulting parameter estimates based on a CLT fo
 r the empirical extremogram. We also propose subsampling procedures to obt
 ain asymptotically correct confidence intervals. A simulation study shows 
 that the proposed procedure works well for moderate sample sizes. Finally\
 , we apply this estimation procedure to fitting a max-stable model to rada
 r rainfall measurements in a region in Florida. 
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TZID:America/Montreal
X-LIC-LOCATION:America/Montreal
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