Sampling Geostatistical Structures in Extremal Framework

Fabrice Ouoba; Hay Yoba Talkibing; Diakarya Barro

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Sampling Geostatistical Structures in Extremal Framework

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Geostatistics of extreme values makes it possible to model the asymptotic behavior of random phenomena that depend on time or space. In this paper, we propose new models of the extremal coefficient of a stationary random field where the cumulative distribution is associated with a multivariate copula. More precisely, some models of extensions of the extremogram and these derivatives are built in a spatial framework. Moreover, both these two geostatistical tools are modeled using the extremal variogram which characterizes the asymptotic stochastic behavior of the phenomena.

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《统计学期刊（英文）》 |2023年第1期|46-60|共15页
作者
Fabrice Ouoba; Hay Yoba Talkibing; Diakarya Barro;
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作者单位

Université de Fada N’Gourma;

Fada N’Gourma;

Burkina Faso;

Université Joseph Ki-Zerbo;

Ouagadougou;

Burkina Faso;

Université Thomas Sankara;

Ouagadougou;

Burkina Faso;

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原文格式 PDF
正文语种 chi
中图分类数学分析;
关键词
Extremal Index; Extremogram; VARIOGRAM; COPULAS; Stationary Process; Extreme Values;

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Sampling Geostatistical Structures in Extremal Framework

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