Semiparametric estimation for space-time max-stable processes: F -madogram-based estimation approach - Archive ouverte HAL Access content directly
Journal Articles Statistical Inference for Stochastic Processes Year : 2021

Semiparametric estimation for space-time max-stable processes: F -madogram-based estimation approach

Abstract

Max-stable processes have been expanded to quantify extremal dependence in spatio-temporal data. Due to the interaction between space and time, spatio-temporal data are often complex to analyze. So, characterizing these dependencies is one of the crucial challenges in this field of statistics. This paper suggests a semiparametric inference methodology based on the spatio-temporal F-madogram for estimating the parameters of a space-time max-stable process using gridded data. The performance of the method is investigated through various simulation studies. Finally, we apply our inferential procedure to quantify the extremal behavior of radar rainfall data in a region in the State of Florida.
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Dates and versions

hal-02133500 , version 1 (18-05-2019)

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Abdul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Pierre Ribereau. Semiparametric estimation for space-time max-stable processes: F -madogram-based estimation approach. Statistical Inference for Stochastic Processes, 2021, ⟨10.1007/s11203-020-09232-2⟩. ⟨hal-02133500⟩
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