Anja Janssen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Tail-dependence, exceedance sets, and metric embeddings Extremes	2024-01-08	Paper
Multivariate Regular Variation of Preferential Attachment Models	2023-10-04	Paper
Invariance properties of limiting point processes and applications to clusters of extremes	2022-07-22	Paper
On a minimum distance procedure for threshold selection in tail analysis SIAM Journal on Mathematics of Data Science	2022-02-03	Paper
Cluster based inference for extremes of time series Stochastic Processes and their Applications	2021-11-03	Paper
\(k\)-means clustering of extremes Electronic Journal of Statistics	2020-05-13	Paper
Spectral tail processes and max-stable approximations of multivariate regularly varying time series Stochastic Processes and their Applications	2019-06-28	Paper
Joint exceedances of random products Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-06-01	Paper
Conditional extreme value models: fallacies and pitfalls Extremes	2018-01-31	Paper
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model Bernoulli	2017-09-21	Paper
A stochastic volatility model with flexible extremal dependence structure Bernoulli	2016-05-12	Paper
Joint extremal behavior of hidden and observable time series with applications to GARCH processes Extremes	2015-04-15	Paper
On some connections between light tails, regular variation and extremes.	2011-08-29	Paper
Limit laws for power sums and norms of i.i.d. samples Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2010-02-09	Paper

Research outcomes over time

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