Stefan Aulbach

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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
Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
Annals of the Institute of Statistical Mathematics
2019-06-28Paper
Max-stable processes and the functional \(D\)-norm revisited
Extremes
2015-07-07Paper
The space of \(D\)-norms revisited
Extremes
2015-04-15Paper
On max-stable processes and the functional \(D\)-norm
Extremes
2013-12-02Paper
Testing for a generalized Pareto process
Electronic Journal of Statistics
2013-05-28Paper
Testing for a generalized Pareto process
Electronic Journal of Statistics
2013-05-28Paper
The multivariate piecing-together approach revisited
Journal of Multivariate Analysis
2012-08-13Paper
Local asymptotic normality in \(\delta\) of standard generalized Pareto processes
Journal of Statistical Planning and Inference
2012-07-16Paper
A characterization of D-norms and their generators based on the family of spectral functions2012-07-03Paper
A multivariate piecing-together approach with an application to operational loss data
Bernoulli
2012-05-28Paper
A multivariate piecing-together approach with an application to operational loss data
Bernoulli
2012-05-28Paper


Research outcomes over time


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