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To improve the forecasts of weather extremes, we propose a joint spatialmodel for the observations and the forecasts, based on a bivariateBrown-Resnick process. As the class of stationary bivariate Brown-Resnickprocesses is fully characterized by the class of pseudo cross-variograms, wecontribute to the theorical understanding of pseudo cross-variograms refiningthe knowledge of the asymptotic behaviour of all their components andintroducing a parsimonious, but flexible parametric model. Both findings are ofinterest in classical geostatistics on their own. The proposed model is appliedto real observation and forecast data for extreme wind gusts at 119 stations inNorthern Germany.

Statistical Post-Processing of Forecasts for Extremes Using Bivariate Brown-Resnick Processes with an Application to Wind Gusts