A0230
Title: Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Authors: Yuwei Zhao - Xi\'an Jiaotong-Liverpool University (China) [presenting]
Abstract: A strictly stationary random field is considered on the two-dimensional integer lattice with varying marginal and finite-dimensional distributions. Exploiting the regular variation, the spatial extremogram, which is defined, takes into account only the largest values in the random field. This extremogram is a spatial autocovariance function. The corresponding extremal spectral density and its estimator, the extremal periodogram, are described. Based on the extremal periodogram, the Whittle estimator for suitable classes of parametric random fields is considered, including the Brown-Resnick random field and regularly varying max-moving averages.
