… of Brown– Resnick processes based on the fractional Brownian motion we perform a
simulation … The presented simulation techniques turn out to provide remarkable improvements. …

… simulation study compares the performance of the new estimators with other commonly used
methods. As an application, we fit a non-isotropic Brown–Resnick process … in the simulation …

… Diffusions from anywhere outside the simulation window can therefore influence the value
of the Brown–Resnick process inside the simulation window. However, since the diffusions …

… Figure 7 plots the pointwise 0·025, 0·5 and 0·975 sample quantiles obtained from 1000
conditional simulations of our fitted Brown–Resnick process. The conditional median provides a …

… which the full likelihood of a BrownResnick process can be calculated, using … simulations
of winter minima fields from M3, which show how the strong dependence in the BrownResnick …

… simulation diagnostics based on a large number of iid simulated anisotropic Brown-Resnick
space-time processes. … that the anisotropic Brown-Resnick space-time process with the fitted …

… only consist of marginal transformations, the conditional simulation in the second step is the
… designed for conditional simulation of univariate Brown-Resnick processes, can directly be …

… an exact simulation method for the Brown-Resnick process with Gumbel marginals, we also
have an exact simulation method for this process with … For example, the processes eη and −e …

… of Brown–Resnick processes can improve the efficiency or accuracy of the simulation and
… can compete with state-of-the-art simulation when an error is admitted. Dealing with these …

… of the generalized Brown-Resnick processes - including … simulation purposes. Furthermore,
error bounds are calculated in the case of the original process by Brown and Resnick (1977). …