Marie F. Kratz

Available identifiers

zbMath Open kratz.marie-franceMaRDI QIDQ186790

List of research outcomes

Publication	Date of Publication	Type
Pro‐cyclicality beyond business cycle	2023-09-28	Paper
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data	2023-09-15	Paper
Multi-normex distributions for the sum of random vectors. Rates of convergence	2023-08-22	Paper
On the relation between extremal dependence and concomitants	2023-01-20	Paper
Probabilistic forecasting of bubbles and flash crashes	2022-06-22	Paper
Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes	2021-11-15	Paper
Risk concentration under second order regular variation	2020-09-10	Paper
Characterization of a general class of tail probability distributions	2019-09-25	Paper
On functions bounded by Karamata functions	2019-07-23	Paper
Introduction to extreme value theory: applications to risk analysis and management	2019-07-02	Paper
Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes	2019-06-21	Paper
On the Dependence between Functions of Quantile and Dispersion Estimators	2019-04-26	Paper
Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields	2018-10-26	Paper
Discussion of ``Elicitability and backtesting: perspectives for banking regulation	2018-02-19	Paper
On the order of functions at infinity	2017-08-29	Paper
New results on the order of functions at infinity	2017-06-28	Paper
On the capacity functional of excursion sets of Gaussian random fields on ℝ2	2016-11-01	Paper
CLT for Lipschitz-Killing curvatures of excursion sets of Gaussian fields	2016-07-25	Paper
Chord-length distribution functions and Rice formulae. Application to random media	2016-01-25	Paper
New results for tails of probability distributions according to their asymptotic decay	2015-12-30	Paper
Normex, a new method for evaluating the distribution of aggregated heavy tailed risks	2014-12-19	Paper
An extension of the class of regularly varying functions	2014-11-19	Paper
Level curves crossings and applications for Gaussian models	2011-11-27	Paper
How fast can the chord length distribution decay?	2011-07-22	Paper
Level crossings and other level functionals of stationary Gaussian processes	2010-06-29	Paper
On the second moment of the number of crossings by a stationary Gaussian process	2006-11-08	Paper
A representation of Gibbs measure for the random energy model.	2004-09-15	Paper
Central limit theorems for level functionals of stationary Gaussian processes and fields	2002-05-02	Paper
Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience	2001-07-11	Paper
On the rate of convergence for extremes of mean square differentiable stationary normal processes	1999-01-05	Paper
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes	1998-03-29	Paper
On the convergence of the number of exceedances of nonstationary normal sequences	1998-03-01	Paper
The qq-estimator and heavy tails	1998-02-17	Paper
Parameter estimation for moving averages with positive innovations	1997-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q3136260	1996-07-14	Paper
Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences	1995-08-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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