Anja Janssen

Available identifiers

Publication	Date of Publication	Type
Tail-dependence, exceedance sets, and metric embeddings	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	2022-02-03	Paper
Cluster based inference for extremes of time series	2021-11-03	Paper
\(k\)-means clustering of extremes	2020-05-13	Paper
Spectral tail processes and max-stable approximations of multivariate regularly varying time series	2019-06-28	Paper
Joint exceedances of random products	2018-06-01	Paper
Conditional extreme value models: fallacies and pitfalls	2018-01-31	Paper
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model	2017-09-21	Paper
A stochastic volatility model with flexible extremal dependence structure	2016-05-12	Paper
Joint extremal behavior of hidden and observable time series with applications to GARCH processes	2015-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q3090333	2011-08-29	Paper
Limit laws for power sums and norms of i.i.d. samples	2010-02-09	Paper

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