Stilian A. Stoev

Available identifiers

zbMath Open stoev.stilian-aMaRDI QIDQ765891

List of research outcomes

Publication	Date of Publication	Type
Tail-dependence, exceedance sets, and metric embeddings	2024-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q6098807	2023-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q6156784	2023-06-16	Paper
Spectral Density Estimation of Function-Valued Spatial Processes	2023-02-04	Paper
A functional-data approach to the Argo data	2022-05-06	Paper
Tangent fields, intrinsic stationarity, and self similarity	2022-03-30	Paper
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference	2021-08-24	Paper
On the rate of concentration of maxima in Gaussian arrays	2021-06-01	Paper
Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory)	2020-10-27	Paper
Fundamental limits of exact support recovery in high dimensions	2020-10-07	Paper
Distributionally robust inference for extreme value-at-risk	2020-08-03	Paper
Principal components analysis of regularly varying functions	2019-09-25	Paper
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data	2019-07-12	Paper
Risk analysis of cumulative intraday return curves	2019-06-11	Paper
Probabilities of Concurrent Extremes	2019-03-20	Paper
Exchangeable random partitions from max-infinitely-divisible distributions	2019-02-20	Paper
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data	2018-11-02	Paper
Inference on the endpoint of human lifespan and its inherent statistical difficulty, Discussion on the paper by Holger Rootzén and Dmitrii Zholud	2018-10-12	Paper
Implicit extremes and implicit max-stable laws	2017-11-02	Paper
Estimating Heavy-Tail Exponents Through Max Self–Similarity	2017-07-27	Paper
Stochastic integral representations and classification of sum- and max-infinitely divisible processes	2016-02-22	Paper
AMON: An Open Source Architecture for Online Monitoring, Statistical Analysis and Forensics of Multi-gigabit Streams	2015-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q5261766	2015-07-07	Paper
PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION	2015-01-30	Paper
CRPS M-estimation for max-stable models	2015-01-23	Paper
Upper bounds on value-at-risk for the maximum portfolio loss	2014-12-19	Paper
Intensity‐based estimation of extreme loss event probability and value at risk	2014-05-06	Paper
Extreme value theory with operator norming	2014-04-08	Paper
Inference for Monotone Trends Under Dependence	2014-01-13	Paper
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions	2013-03-15	Paper
Decomposability for stable processes	2012-03-22	Paper
On the estimation of the heavy-tail exponent in time series using the max-spectrum	2011-11-26	Paper
Conditional sampling for spectrally discrete max-stable random fields	2011-07-22	Paper
On the structure and representations of max-stable processes	2010-11-26	Paper
On the association of sum- and max-stable processes	2010-03-01	Paper
Visualization and inference based on wavelet coefficients, SiZer and SiNos	2009-06-02	Paper
Extremal limit theorems for observations separated by random power law waiting times	2009-04-30	Paper
LASS: a tool for the local analysis of self-similarity	2008-12-11	Paper
On the ergodicity and mixing of max-stable processes	2008-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3502469	2008-05-23	Paper
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes	2007-12-16	Paper
Limit theorems for sums of heavy-tailed variables with random dependent weights	2007-08-17	Paper
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations	2006-05-24	Paper
How rich is the class of multifractional Brownian motions?	2006-04-28	Paper
SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM	2006-01-18	Paper
Stochastic properties of the linear multifractional stable motion	2005-04-05	Paper
https://portal.mardi4nfdi.de/entity/Q4407623	2003-11-09	Paper
Estimation of the self-similarity parameter in linear fractional stable motion.	2003-01-21	Paper

Research outcomes over time

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