The following pages link to Stilian A. Stoev (Q765891):
Displaying 35 items.
- (Q247511) (redirect page) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- CRPS M-estimation for max-stable models (Q488104) (← links)
- Decomposability for stable processes (Q765892) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data (Q1615275) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Exchangeable random partitions from max-infinitely-divisible distributions (Q1726841) (← links)
- Inference on the endpoint of human lifespan and its inherent statistical difficulty, Discussion on the paper by Holger Rootzén and Dmitrii Zholud (Q1792621) (← links)
- Estimation of the self-similarity parameter in linear fractional stable motion. (Q1853368) (← links)
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions (Q1942115) (← links)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- On the rate of concentration of maxima in Gaussian arrays (Q2028565) (← links)
- Tangent fields, intrinsic stationarity, and self similarity (Q2119696) (← links)
- A functional-data approach to the Argo data (Q2135351) (← links)
- Fundamental limits of exact support recovery in high dimensions (Q2203616) (← links)
- On the association of sum- and max-stable processes (Q2267631) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Extreme value theory with operator norming (Q2443883) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- How rich is the class of multifractional Brownian motions? (Q2490056) (← links)
- Limit theorems for sums of heavy-tailed variables with random dependent weights (Q2642484) (← links)
- Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
- On the structure and representations of max-stable processes (Q3059699) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Probabilities of Concurrent Extremes (Q3121180) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
