Asymptotic Dependence Modeling for Spatio-temporal Max-stable Processes


  • Barro Diakarya Université Ouaga 2
  • Nitiéma S. Pierre Clovis Université Ouaga 2
  • Diallo Moumouni Université des SSG de Bamako,


Max-stable process, Spatio-temporal process, extreme values, Copulas, Generalized Pareto distributions


Max-stability is the foundation of multivariate extreme values analysis. This paper investigates a asymptotic dependence modeling of max-stable processes both with spatial and temporal variables. SpeciÂ…cally the paper provides new characterizations of extremal distributions via a dependence measure of the stochastic joint behavior at given locality s and date t. The analytical forms of spatio-temporal asymptotic dependence structures are provided for the main bivariate and trivariate models of max-stable


How to Cite

Diakarya, B., S. Pierre Clovis, N., & Moumouni, D. (2017). Asymptotic Dependence Modeling for Spatio-temporal Max-stable Processes. European Journal of Pure and Applied Mathematics, 10(5), 1035–1049. Retrieved from