The following pages link to Marie F. Kratz (Q186790):
Displaying 33 items.
- (Q482082) (redirect page) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Level curves crossings and applications for Gaussian models (Q650734) (← links)
- On the second moment of the number of crossings by a stationary Gaussian process (Q850983) (← links)
- New results for tails of probability distributions according to their asymptotic decay (Q899659) (← links)
- Chord-length distribution functions and Rice formulae. Application to random media (Q907281) (← links)
- Level crossings and other level functionals of stationary Gaussian processes (Q980757) (← links)
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences (Q1346161) (← links)
- Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
- (Q1382510) (redirect page) (← links)
- Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes (Q1382511) (← links)
- (Q1800953) (redirect page) (← links)
- Central limit theorem for Lipschitz-Killing curvatures of excursion sets of Gaussian random fields (Q1800954) (← links)
- A representation of Gibbs measure for the random energy model. (Q1879884) (← links)
- Introduction to extreme value theory: applications to risk analysis and management (Q2001261) (← links)
- Risk concentration under second order regular variation (Q2198597) (← links)
- Characterization of a general class of tail probability distributions (Q2273719) (← links)
- On functions bounded by Karamata functions (Q2314503) (← links)
- On the order of functions at infinity (Q2400645) (← links)
- On the capacity functional of excursion sets of Gaussian random fields on ℝ<sup>2</sup> (Q2830877) (← links)
- How fast can the chord length distribution decay? (Q3021248) (← links)
- The qq-estimator and heavy tails (Q3126860) (← links)
- (Q3136260) (← links)
- On the convergence of the number of exceedances of nonstationary normal sequences (Q4355364) (← links)
- On the rate of convergence for extremes of mean square differentiable stationary normal processes (Q4376512) (← links)
- Probabilistic forecasting of bubbles and flash crashes (Q5083227) (← links)
- 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 (Q5936310) (← links)
- Central limit theorems for level functionals of stationary Gaussian processes and fields (Q5952036) (← links)
- Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (Q5970271) (← links)
- Pro‐cyclicality beyond business cycle (Q6054455) (← links)
- Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data (Q6096596) (← links)
- Multi-normex distributions for the sum of random vectors. Rates of convergence (Q6176328) (← links)
- Extremal behaviour and convergence rates for sample--based geometric quantiles and half space depths (Q6510633) (← links)
