SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS,
Lien de l'article:
http://dx.doi.org/10.17654/TS058010021
Auteur(s):
Remi Guillaume Bagré, Vini Yves Bernadin Loyara and Diakarya Barro
Auteur(s) tagués:
Vini Yves Bernadin LOYARA ;
Résumé
This paper aims to propose some approaches for modeling stochastic processes through the underlying copula in a spatial context. Specifically, we provide a spatial characterization of distribution of statistics order. Moreover, we propose a Poisson point process with intensity in a spatial framework.
Mots-clés
spatial copulas diagonal section of spatial copulas spatial dependence max-stable processes