| Publication | Date of Publication | Type |
|---|
| Tail-dependence, exceedance sets, and metric embeddings | 2024-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6098807 | 2023-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6156784 | 2023-06-16 | Paper |
| Spectral Density Estimation of Function-Valued Spatial Processes | 2023-02-04 | Paper |
| A functional-data approach to the Argo data | 2022-05-06 | Paper |
| Tangent fields, intrinsic stationarity, and self similarity | 2022-03-30 | Paper |
| Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference | 2021-08-24 | Paper |
| On the rate of concentration of maxima in Gaussian arrays | 2021-06-01 | Paper |
| Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory) | 2020-10-27 | Paper |
| Fundamental limits of exact support recovery in high dimensions | 2020-10-07 | Paper |
| Distributionally robust inference for extreme value-at-risk | 2020-08-03 | Paper |
| Principal components analysis of regularly varying functions | 2019-09-25 | Paper |
| Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data | 2019-07-12 | Paper |
| Risk analysis of cumulative intraday return curves | 2019-06-11 | Paper |
| Probabilities of Concurrent Extremes | 2019-03-20 | Paper |
| Exchangeable random partitions from max-infinitely-divisible distributions | 2019-02-20 | Paper |
| Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data | 2018-11-02 | Paper |
| Inference on the endpoint of human lifespan and its inherent statistical difficulty, Discussion on the paper by Holger Rootzén and Dmitrii Zholud | 2018-10-12 | Paper |
| Implicit extremes and implicit max-stable laws | 2017-11-02 | Paper |
| Estimating Heavy-Tail Exponents Through Max Self–Similarity | 2017-07-27 | Paper |
| Stochastic integral representations and classification of sum- and max-infinitely divisible processes | 2016-02-22 | Paper |
| AMON: An Open Source Architecture for Online Monitoring, Statistical Analysis and Forensics of Multi-gigabit Streams | 2015-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5261766 | 2015-07-07 | Paper |
| PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION | 2015-01-30 | Paper |
| CRPS M-estimation for max-stable models | 2015-01-23 | Paper |
| Upper bounds on value-at-risk for the maximum portfolio loss | 2014-12-19 | Paper |
| Intensity‐based estimation of extreme loss event probability and value at risk | 2014-05-06 | Paper |
| Extreme value theory with operator norming | 2014-04-08 | Paper |
| Inference for Monotone Trends Under Dependence | 2014-01-13 | Paper |
| Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions | 2013-03-15 | Paper |
| Decomposability for stable processes | 2012-03-22 | Paper |
| On the estimation of the heavy-tail exponent in time series using the max-spectrum | 2011-11-26 | Paper |
| Conditional sampling for spectrally discrete max-stable random fields | 2011-07-22 | Paper |
| On the structure and representations of max-stable processes | 2010-11-26 | Paper |
| On the association of sum- and max-stable processes | 2010-03-01 | Paper |
| Visualization and inference based on wavelet coefficients, SiZer and SiNos | 2009-06-02 | Paper |
| Extremal limit theorems for observations separated by random power law waiting times | 2009-04-30 | Paper |
| LASS: a tool for the local analysis of self-similarity | 2008-12-11 | Paper |
| On the ergodicity and mixing of max-stable processes | 2008-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502469 | 2008-05-23 | Paper |
| Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes | 2007-12-16 | Paper |
| Limit theorems for sums of heavy-tailed variables with random dependent weights | 2007-08-17 | Paper |
| Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations | 2006-05-24 | Paper |
| How rich is the class of multifractional Brownian motions? | 2006-04-28 | Paper |
| SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM | 2006-01-18 | Paper |
| Stochastic properties of the linear multifractional stable motion | 2005-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407623 | 2003-11-09 | Paper |
| Estimation of the self-similarity parameter in linear fractional stable motion. | 2003-01-21 | Paper |
