| Publication | Date of Publication | Type |
|---|
Real-time prediction of severe influenza epidemics using extreme value statistics
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
Technometrics | 2024-10-18 | Paper |
Is There a Cap on Longevity? A Statistical Review
Annual Review of Statistics and Its Application | 2022-03-07 | Paper |
Human mortality at extreme age
Royal Society Open Science | 2021-09-01 | Paper |
Rejoinder to discussion of the paper ``Human life is unlimited -- but short''
Extremes | 2018-10-12 | Paper |
Multivariate peaks over thresholds models
Extremes | 2018-04-16 | Paper |
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Journal of Multivariate Analysis | 2018-04-12 | Paper |
Multivariate generalized Pareto distributions: parametrizations, representations, and properties
Journal of Multivariate Analysis | 2018-04-12 | Paper |
Human life is unlimited -- but short
Extremes | 2018-01-31 | Paper |
Correction to: ``Limit theorems for empirical processes of cluster functionals''
The Annals of Statistics | 2016-06-09 | Paper |
Efficient estimation of the number of false positives in high-throughput screening
Biometrika | 2015-12-11 | Paper |
An interview with Ross Leadbetter
Extremes | 2015-12-08 | Paper |
| Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343] | 2015-10-29 | Paper |
| Stationary stochastic processes for scientists and engineers | 2014-12-11 | Paper |
Error distributions for random grid approximations of multidimensional stochastic integrals
The Annals of Applied Probability | 2013-04-24 | Paper |
Error distributions for random grid approximations of multidimensional stochastic integrals
The Annals of Applied Probability | 2013-04-24 | Paper |
Statmaster and HEROS: web-based courses first and second generation
Progress in Industrial Mathematics at ECMI 2008 | 2011-06-21 | Paper |
Limit theorems for empirical processes of cluster functionals
The Annals of Statistics | 2010-08-24 | Paper |
Models for dependent extremes using stable mixtures
(available as arXiv preprint) | 2010-04-22 | Paper |
Univariate and bivariate GPD methods for predicting extreme wind storm losses
Insurance Mathematics & Economics | 2009-06-10 | Paper |
Weak convergence of the tail empirical process for dependent sequences
Stochastic Processes and their Applications | 2009-03-10 | Paper |
On the influence of the prior distribution in image reconstruction
Computational Statistics | 2007-12-16 | Paper |
Multivariate generalized Pareto distributions
Bernoulli | 2007-05-24 | Paper |
Extremes on trees
The Annals of Probability | 2006-08-03 | Paper |
Asymptotic independence and a network traffic model
Journal of Applied Probability | 2003-07-15 | Paper |
Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
The Annals of Applied Probability | 2003-05-06 | Paper |
Self-similar communication models and very heavy tails.
The Annals of Applied Probability | 2003-05-06 | Paper |
Empirical Testing Of The Infinite Source Poisson Data Traffic Model
Stochastic Models | 2003-05-04 | Paper |
Can Losses Caused by Wind Storms be Predicted from Meteorological Observations?
Scandinavian Actuarial Journal | 2001-12-12 | Paper |
Extreme value statistics and wind storm losses: A case study
Scandinavian Actuarial Journal | 1999-11-28 | Paper |
On the distribution of tail array sums for strongly mixing stationary sequences
The Annals of Applied Probability | 1999-11-23 | Paper |
| scientific article; zbMATH DE number 1223602 (Why is no real title available?) | 1999-09-15 | Paper |
On the rate of convergence for extremes of mean square differentiable stationary normal processes
Journal of Applied Probability | 1999-01-05 | Paper |
| Quantile Estimation From Repeated Measurements | 1997-11-18 | Paper |
Small values of Gaussian processes and functional laws of the iterated logarithm
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-09-18 | Paper |
Extreme value theory for stochastic processes
Scandinavian Actuarial Journal | 1995-08-21 | Paper |
| scientific article; zbMATH DE number 720751 (Why is no real title available?) | 1995-03-29 | Paper |
| scientific article; zbMATH DE number 431868 (Why is no real title available?) | 1993-11-11 | Paper |
On the estimation of high quantiles
Journal of Statistical Planning and Inference | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 52553 (Why is no real title available?) | 1992-09-18 | Paper |
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Extremal theory for stochastic processes
The Annals of Probability | 1988-01-01 | Paper |
Maxima and exceedances of stationary Markov chains
Advances in Applied Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4096647 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4167396 (Why is no real title available?) | 1987-01-01 | Paper |
A ratio limit theorem for the tails of weighted sums
The Annals of Probability | 1987-01-01 | Paper |
Extreme value theory for moving average processes
The Annals of Probability | 1986-01-01 | Paper |
A note on de Moivre's limit theorems: Easy proofs
Statistics & Probability Letters | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3923856 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3881588 (Why is no real title available?) | 1984-01-01 | Paper |
Consistency in least-squares estimation: A Bayesian approach
Automatica | 1984-01-01 | Paper |
Attainable rates of convergence of maxima
Statistics & Probability Letters | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3837060 (Why is no real title available?) | 1983-01-01 | Paper |
Extremes and related properties of random sequences and processes
Springer Series in Statistics | 1983-01-01 | Paper |
The rate of convergence of extremes of stationary normal sequences
Advances in Applied Probability | 1983-01-01 | Paper |
On limiting distributions of intermediate order statistics from stationary sequences
The Annals of Probability | 1982-01-01 | Paper |
Extreme value theory for continuous parameter stationary processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1982-01-01 | Paper |
Limit distributions for the error in approximations of stochastic integrals
The Annals of Probability | 1980-01-01 | Paper |
On the functional central limit theorem for martingales, II
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
Extremes of moving averages of stable processes
The Annals of Probability | 1978-01-01 | Paper |
Conditions for the convergence in distribution of maxima of stationary normal processes
Stochastic Processes and their Applications | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3640626 (Why is no real title available?) | 1977-01-01 | Paper |
On the functional central limit theorem for martingales
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
A note on convergence to mixtures of normal distributions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
Simple and highly efficient estimators for a type I censored normal sample
Biometrika | 1977-01-01 | Paper |
On the exponential boundedness of stopping times of invariant SPRT'S
The Annals of Statistics | 1977-01-01 | Paper |
Fluctuations of sequences which converge in distribution
The Annals of Probability | 1976-01-01 | Paper |
A note on the central limit theorem for doubly stochastic Poisson processes
Journal of Applied Probability | 1976-01-01 | Paper |
Gordin's theorem and the periodogram
Journal of Applied Probability | 1976-01-01 | Paper |
Weak convergence of high level crossings and maxima for one or more Gaussian processes
The Annals of Probability | 1975-01-01 | Paper |
Some properties of convergence in distribution of sums and maxima of dependent random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1974-01-01 | Paper |
