| Publication | Date of Publication | Type |
|---|
Detection of long range dependence in the time domain for (in)finite-variance time series
Statistics | 2024-02-12 | Paper |
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators
Electronic Journal of Statistics | 2024-01-05 | Paper |
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators
Electronic Journal of Statistics | 2024-01-05 | Paper |
A comparative tour through the simulation algorithms for max-stable processes
Statistical Science | 2022-02-16 | Paper |
Long range dependence for stable random processes
Journal of Time Series Analysis | 2021-06-30 | Paper |
Ordinal patterns in clusters of subsequent extremes of regularly varying time series
Extremes | 2021-05-21 | Paper |
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
Advances in Applied Probability | 2020-02-05 | Paper |
Exact simulation of max-stable processes
Biometrika | 2019-06-24 | Paper |
Extremal behaviour of aggregated data with an application to downscaling
Biometrika | 2019-05-08 | Paper |
| Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes | 2019-02-25 | Paper |
Equivalent representations of max-stable processes via \(\ell^p\)-norms
Journal of Applied Probability | 2018-09-26 | Paper |
Sampling from a max-stable process conditional on a homogeneous functional with an application for downscaling climate data
Scandinavian Journal of Statistics | 2018-08-08 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Bayesian inference for multivariate extreme value distributions
Electronic Journal of Statistics | 2017-12-08 | Paper |
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
Extremes | 2017-11-02 | Paper |
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
Bernoulli | 2017-09-21 | Paper |
| Simulation of max-stable processes | 2017-07-04 | Paper |
| Spatial extremes and max-stable processes | 2017-07-04 | Paper |
| Conditional simulation of max-stable processes | 2017-07-04 | Paper |
| Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions | 2016-12-15 | Paper |
Simulation of Brown-Resnick processes
Extremes | 2016-01-22 | Paper |
On the distribution of a max-stable process conditional on max-linear functionals
Statistics & Probability Letters | 2015-06-11 | Paper |
Conditional sampling for max-stable processes with a mixed moving maxima representation
Extremes | 2014-12-17 | Paper |
Statistical inference for max-stable processes by conditioning on extreme events
Advances in Applied Probability | 2014-07-10 | Paper |
Statistical inference for max-stable processes by conditioning on extreme events
Advances in Applied Probability | 2014-07-10 | Paper |
| On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set | 2013-10-07 | Paper |
| scientific article; zbMATH DE number 6108458 (Why is no real title available?) | 2012-11-19 | Paper |
| Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes) | 2009-11-23 | Paper |
