Space‒time max-stable models with spectral separability

Christian Yann Robert, Paul Embrechts and Erwan Koch
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Christian Yann Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Erwan Koch: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2016-07
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Published in Advances in Applied Probability, 2016, 48 (A), pp.77-97

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