Anders Rønn-Nielsen

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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
Extremal clustering and cluster counting for spatial random fields
Bernoulli
2024-11-12Paper
Extremes of regularly varying stochastic volatility fields
 
2023-01-24Paper
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
Stochastic Processes and their Applications
2022-06-20Paper
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction
Extremes
2022-04-04Paper
Extremal clustering and cluster counting for spatial random fields
 
2022-01-17Paper
Extreme value theory for spatial random fields -- with application to a Lévy-driven field
Extremes
2021-12-18Paper
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
Journal of Applied Probability
2021-03-03Paper
Central limit theorem for mean and variogram estimators in Lévy–based models
Journal of Applied Probability
2019-07-15Paper
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Journal of Applied Probability
2018-09-26Paper
Estimation of sample spacing in stochastic processes
Image Analysis & Stereology
2017-04-24Paper
Time inhomogeneity in longest gap and longest run problems
Stochastic Processes and their Applications
2016-12-27Paper
Asymptotics for the ruin time of a piecewise exponential Markov process with jumps
 
2016-08-31Paper
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure
Journal of Applied Probability
2016-04-29Paper
Lévy-based modelling in brain imaging
Scandinavian Journal of Statistics
2013-10-09Paper


Research outcomes over time


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