| Publication | Date of Publication | Type |
|---|
| On the maximum of a bivariate INMA model with integer innovations | 2023-02-17 | Paper |
| Extreme value analysis in biometrics | 2020-09-25 | Paper |
| Shock Models for Defaults: Parametric and Nonparametric Approaches | 2019-06-03 | Paper |
| Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations | 2018-04-16 | Paper |
| On shape of high massive excursions of trajectories of Gaussian homogeneous fields | 2018-01-26 | Paper |
| On consistency of the likelihood moment estimators for a linear process with regularly varying innovations | 2017-07-25 | Paper |
| On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II | 2016-09-23 | Paper |
| Extreme value index estimator using maximum likelihood and moment estimation | 2016-07-15 | Paper |
| On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions | 2015-04-28 | Paper |
| Alarm systems and catastrophes from a diverse point of view | 2015-01-28 | Paper |
| Weak convergence of the empirical mean excess process with application to estimate the negative tail index | 2014-08-15 | Paper |
| Limit laws for maxima of a stationary random sequence with random sample size | 2013-04-05 | Paper |
| AN URN MODEL FOR CASCADING FAILURES ON A LATTICE | 2013-01-15 | Paper |
| GENERALIZED EXTREME SHOCK MODELS WITH A POSSIBLY INCREASING THRESHOLD | 2011-11-22 | Paper |
| Extremes of Gaussian processes with a smooth random variance | 2011-10-11 | Paper |
| On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation | 2011-09-09 | Paper |
| Extremes of Gaussian processes with random variance | 2011-09-09 | Paper |
| Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit | 2011-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3070022 | 2011-02-02 | Paper |
| A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING | 2011-01-20 | Paper |
| Extreme shock models: an alternative perspective | 2011-01-14 | Paper |
| On Applications of Extreme Value Theory in Optimization | 2010-12-22 | Paper |
| Laws of Small Numbers: Extremes and Rare Events | 2010-10-14 | Paper |
| An urn approach to generalized extreme shock models | 2009-04-15 | Paper |
| Testing asymptotic independence in bivariate extremes | 2009-03-20 | Paper |
| Review of testing issues in extremes: in honor of Professor Laurens de Haan | 2009-02-28 | Paper |
| A limit theorem for the time of ruin in a Gaussian ruin problem | 2008-11-14 | Paper |
| On first and last ruin times of Gaussian processes | 2008-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445938 | 2008-03-06 | Paper |
| Extremes of Stationary Sequences with Failures | 2008-03-06 | Paper |
| An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend | 2008-01-23 | Paper |
| Tail approximations to the density function in EVT | 2007-12-16 | Paper |
| On testing extreme value conditions | 2007-12-16 | Paper |
| Extreme values of portfolio of Gaussian processes and a trend | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3435613 | 2007-05-07 | Paper |
| Weighted least squares estimation of the extreme value index | 2006-06-16 | Paper |
| Condition for convergence of maxima of random triangular arrays | 2006-05-24 | Paper |
| Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes | 2006-05-24 | Paper |
| Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests | 2006-02-08 | Paper |
| Iterative estimation of the extreme value index | 2006-01-30 | Paper |
| Multiple maxima in multivariate samples | 2005-12-05 | Paper |
| Realistic variation of shock models | 2005-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317354 | 2005-09-16 | Paper |
| On the ruin probability for physical fractional Brownian motion | 2005-08-05 | Paper |
| Limit theorem for maximum of the storage process with fractional Brownian motion as input | 2005-08-05 | Paper |
| Estimation of Tails and Related Quantities Using the Number of Near-Extremes | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4827954 | 2004-11-24 | Paper |
| On multivariate Gaussian tails | 2004-10-05 | Paper |
| Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test | 2004-09-27 | Paper |
| Testing extreme value conditions | 2004-03-16 | Paper |
| On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. | 2004-02-14 | Paper |
| On the number of points near the multivariate maxima | 2004-01-15 | Paper |
| Asymptotics of a boundary crossing probability of a Brownian bridge with general trend | 2004-01-14 | Paper |
| On optimization and extreme value theory | 2003-08-25 | Paper |
| Multivariate nonparametric tests in a randomized complete block design | 2003-06-09 | Paper |
| On asymptotics of multivariate integrals with applications to records | 2002-11-25 | Paper |
| A formula for the tail probability of a multivariate normal distribution and its applications | 2002-09-30 | Paper |
| Remarks on compound Poisson approximation of Gaussian random sequences | 2002-09-05 | Paper |
| Extremes of a certain class of Gaussian processes | 2002-08-29 | Paper |
| The smallest parallelepiped of \(n\) random points and peeling | 2001-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704105 | 2001-10-18 | Paper |
| Extremes of Gaussian processes with maximal variance near the boundary points | 2001-09-23 | Paper |
| Extreme shock models | 2001-03-01 | Paper |
| Extremes of Gaussian process and the constant \(H_\alpha\) | 2000-05-24 | Paper |
| Extremes of Gaussian processes, on results of Piterbarg and Seleznjev | 2000-04-09 | Paper |
| Extreme values in FGM random sequences | 1999-09-21 | Paper |
| On the extremal index for the M/M/s queue | 1999-09-15 | Paper |
| Maxima of Poisson-like variables and related triangular arrays | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357487 | 1998-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368922 | 1998-04-19 | Paper |
| On the convergence of the number of exceedances of nonstationary normal sequences | 1998-03-01 | Paper |
| Multivariate option price models and extremes | 1997-11-11 | Paper |
| A note on maxima of bivariate random vectors | 1997-07-06 | Paper |
| Minimum distance estimators in extreme value distributions | 1997-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893008 | 1997-05-12 | Paper |
| The extremes of a triangular array of normal random variables | 1997-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893009 | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893010 | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893011 | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895301 | 1996-10-13 | Paper |
| A note on a model for restoring a destroyed region | 1996-03-12 | Paper |
| A note on extreme values of locally stationary Gaussian processes | 1996-01-15 | Paper |
| Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences | 1995-08-21 | Paper |
| Extremes and clustering of nonstationary max-AR(1) sequences | 1995-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324958 | 1995-03-02 | Paper |
| Maxima of bivariate random vectors: Between independence and complete dependence | 1995-01-09 | Paper |
| Minimum distance estimators | 1994-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4309069 | 1994-10-12 | Paper |
| A note on exceedances and rare events of non-stationary sequences | 1994-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694488 | 1993-06-29 | Paper |
| On the first zero of an empirical characteristic function | 1992-06-26 | Paper |
| On estimating the rate of return | 1992-06-25 | Paper |
| On the convex hull of n random points on a circle | 1991-01-01 | Paper |
| Extreme values and high boundary crossings of locally stationary Gaussian processes | 1990-01-01 | Paper |
| Multivariate extreme values in stationary random sequences | 1990-01-01 | Paper |
| The first zero of an empirical characteristic function | 1990-01-01 | Paper |
| Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors | 1989-01-01 | Paper |
| Maxima of normal random vectors: Between independence and complete dependence | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358004 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473947 | 1989-01-01 | Paper |
| A note on the independence and total dependence of max i.d. distributions | 1989-01-01 | Paper |
| On the exceedance point process for a stationary sequence | 1988-01-01 | Paper |
| Limit results for maxima in non-stationary multivariate Gaussian sequences | 1988-01-01 | Paper |
| Nonparametric Location Tests Based on the Empirical Distribution | 1988-01-01 | Paper |
| On the asymptotic behaviour of selector statistics | 1988-01-01 | Paper |
| Maximal, non-uniform spacings and the coverage problem | 1988-01-01 | Paper |
| Minimal spacings of non-uniform densities | 1987-01-01 | Paper |
| Test Based on Independent, but Non-identically Distributed Random Variables | 1987-01-01 | Paper |
| Extreme values of non-stationary random sequences | 1986-01-01 | Paper |
| On point processes on the circle | 1986-01-01 | Paper |
| On simple block estimators for the parameters of the extreme-value distribution | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740724 | 1986-01-01 | Paper |
| The growth rate of partial maxima on subsequences | 1985-01-01 | Paper |
| Sequential urn schemes and birth processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339845 | 1984-01-01 | Paper |
| On the random coverage of the circle | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036552 | 1983-01-01 | Paper |
| Asymptotic approximation of crossing probabilities of random sequences | 1983-01-01 | Paper |
| Random coverage of the circle and asymptotic distributions | 1982-01-01 | Paper |
| A note on the functional law of iterated logarithm for maxima of Gaussian sequences | 1981-01-01 | Paper |
| The law of the iterated logarithm for the last exit time of independent random sequences | 1981-01-01 | Paper |
| Limit distribution of the last exit time for stationary random sequences | 1980-01-01 | Paper |
| Almost sure limiting behaviour of first crossing points of Gaussian sequences | 1979-01-01 | Paper |
| The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables | 1979-01-01 | Paper |
| Convergence rates in the law of large numbers for random variables on partially ordered sets | 1978-01-01 | Paper |
| A remark on the strong law of large numbers | 1977-01-01 | Paper |
| On limit distributions of first crossing points of Gaussian sequences | 1977-01-01 | Paper |
