Holger Drees

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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!

PublicationDate of PublicationType
Extreme quantile estimation for dependent data, with applications to finance
Bernoulli
2004-06-10Paper
Extreme quantile estimation for dependent data, with applications to finance
Bernoulli
2003-08-01Paper
Weighted approximations of tail processes for $\beta$-mixing random variables
The Annals of Applied Probability
2000-11-01Paper


Research outcomes over time


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