Stilian Stoev

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!

Publication	Date of Publication	Type
A functional regression model for heterogeneous BioGeoChemical Argo data in the Southern Ocean Journal of the Royal Statistical Society. Series C. Applied Statistics	2026-03-13	Paper
Multivariate Matérn models -- a spectral approach Statistical Science	2026-02-10	Paper
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting Journal of Time Series Analysis	2026-01-07	Paper
Spectral density estimation of function-valued spatial processes The Annals of Statistics	2025-12-02	Paper
Tail-dependence, exceedance sets, and metric embeddings Extremes	2024-01-08	Paper
scientific article; zbMATH DE number 7697177 (Why is no real title available?)	2023-06-16	Paper
scientific article; zbMATH DE number 7697205 (Why is no real title available?)	2023-06-16	Paper
Spectral Density Estimation of Function-Valued Spatial Processes	2023-02-04	Paper
A functional-data approach to the Argo data The Annals of Applied Statistics	2022-05-06	Paper
Tangent fields, intrinsic stationarity, and self similarity Electronic Journal of Probability	2022-03-30	Paper
Concentration of maxima and fundamental limits in high-dimensional testing and inference SpringerBriefs in Probability and Mathematical Statistics	2021-08-24	Paper
On the rate of concentration of maxima in Gaussian arrays Extremes	2021-06-01	Paper
Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory) (available as arXiv preprint)	2020-10-27	Paper
Fundamental limits of exact support recovery in high dimensions Bernoulli	2020-10-07	Paper
Fundamental limits of exact support recovery in high dimensions Bernoulli	2020-10-07	Paper
Distributionally robust inference for extreme value-at-risk Insurance Mathematics & Economics	2020-08-03	Paper
Principal components analysis of regularly varying functions Bernoulli	2019-09-25	Paper
Principal components analysis of regularly varying functions Bernoulli	2019-09-25	Paper
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data Electronic Journal of Statistics	2019-07-12	Paper
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data Electronic Journal of Statistics	2019-07-12	Paper
Risk analysis of cumulative intraday return curves Journal of Time Series Econometrics	2019-06-11	Paper
Probabilities of concurrent extremes Journal of the American Statistical Association	2019-03-20	Paper
Exchangeable random partitions from max-infinitely-divisible distributions Statistics & Probability Letters	2019-02-20	Paper
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data Computational Statistics and Data Analysis	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 Extremes	2018-10-12	Paper
Implicit extremes and implicit max-stable laws Extremes	2017-11-02	Paper
Estimating Heavy-Tail Exponents Through Max Self–Similarity IEEE Transactions on Information Theory	2017-07-27	Paper
Stochastic integral representations and classification of sum- and max-infinitely divisible processes Bernoulli	2016-02-22	Paper
Stochastic integral representations and classification of sum- and max-infinitely divisible processes Bernoulli	2016-02-22	Paper
AMON: An Open Source Architecture for Online Monitoring, Statistical Analysis and Forensics of Multi-gigabit Streams	2015-09-01	Paper
Tail behavior of Hölder norms of stochastic processes and weak convergence of maxima in Hölder spaces.	2015-07-07	Paper
Path properties of the linear multifractional stable motion Fractals	2015-01-30	Paper
CRPS M-estimation for max-stable models Extremes	2015-01-23	Paper
Upper bounds on value-at-risk for the maximum portfolio loss Extremes	2014-12-19	Paper
Intensity-based estimation of extreme loss event probability and value at risk Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Extreme value theory with operator norming Extremes	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 The Annals of Probability	2013-03-15	Paper
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions The Annals of Probability	2013-03-15	Paper
Decomposability for stable processes Stochastic Processes and their Applications	2012-03-22	Paper
On the estimation of the heavy-tail exponent in time series using the max-spectrum Applied Stochastic Models in Business and Industry	2011-11-26	Paper
On the estimation of the heavy-tail exponent in time series using the max-spectrum Applied Stochastic Models in Business and Industry	2011-11-26	Paper
Conditional sampling for spectrally discrete max-stable random fields Advances in Applied Probability	2011-07-22	Paper
Conditional sampling for spectrally discrete max-stable random fields Advances in Applied Probability	2011-07-22	Paper
On the structure and representations of max-stable processes Advances in Applied Probability	2010-11-26	Paper
On the association of sum- and max-stable processes Statistics & Probability Letters	2010-03-01	Paper
Visualization and inference based on wavelet coefficients, SiZer and SiNos Computational Statistics and Data Analysis	2009-06-02	Paper
Extremal limit theorems for observations separated by random power law waiting times Journal of Statistical Planning and Inference	2009-04-30	Paper
LASS: a tool for the local analysis of self-similarity Computational Statistics and Data Analysis	2008-12-11	Paper
On the ergodicity and mixing of max-stable processes Stochastic Processes and their Applications	2008-09-29	Paper
Confidence intervals for the long memory parameter based on wavelets and resampling	2008-05-23	Paper
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes Extremes	2007-12-16	Paper
Limit theorems for sums of heavy-tailed variables with random dependent weights Methodology and Computing in Applied Probability	2007-08-17	Paper
Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations Journal of Time Series Analysis	2006-05-24	Paper
How rich is the class of multifractional Brownian motions? Stochastic Processes and their Applications	2006-04-28	Paper
SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM Fractals	2006-01-18	Paper
Stochastic properties of the linear multifractional stable motion Advances in Applied Probability	2005-04-05	Paper
scientific article; zbMATH DE number 1944328 (Why is no real title available?)	2003-11-09	Paper
Estimation of the self-similarity parameter in linear fractional stable motion. Signal Processing	2003-01-21	Paper

Research outcomes over time

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