The following pages link to Stilian A. Stoev (Q765891):
Displaying 11 items.
- (Q247511) (redirect page) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- CRPS M-estimation for max-stable models (Q488104) (← links)
- Decomposability for stable processes (Q765892) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Stochastic properties of the linear multifractional stable motion (Q4664084) (← links)
- Intensity‐based estimation of extreme loss event probability and value at risk (Q5414534) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
