Détails Publication
SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS,
Lien de l'article: http://dx.doi.org/10.17654/TS058010021
Discipline: Statistiques et Probabilités
Auteur(s): Remi Guillaume Bagré, Vini Yves Bernadin Loyara and Diakarya Barro
Auteur(s) tagués:
LOYARA Vini Yves Bernadin
Renseignée par : LOYARA Vini Yves Bernadin
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