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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes (Boston), 2022-03, Vol.25 (1), p.107-173

Soulier, Philippe

2022

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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An estimator of the stable tail dependence function based on the empirical beta copula

Extremes (Boston), 2018-12, Vol.21 (4), p.581-600

2018

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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes (Boston), 2023-03, Vol.26 (1), p.183-239

2023

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Exact simulation of Brown-Resnick random fields at a finite number of locations

Extremes (Boston), 2015-06, Vol.18 (2), p.301-314

2015

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Regression-type analysis for multivariate extreme values

Extremes (Boston), 2022-12, Vol.25 (4), p.595-622

2022

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On the strong universal consistency of local averaging regression estimates

Annals of the Institute of Statistical Mathematics, 2019-10, Vol.71 (5), p.1233-1263

2019

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An Analysis of Winsorized Weighted Means

Group decision and negotiation, 2019-10, Vol.28 (5), p.907-933

Llamazares, Bonifacio

2019

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Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Extremes (Boston), 2021-09, Vol.24 (3), p.617-651

2021

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Risk concentration under second order regular variation

Extremes (Boston), 2020-09, Vol.23 (3), p.381-410

2020

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Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Extremes (Boston), 2022-03, Vol.25 (1), p.79-105

2022

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Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Extremes (Boston), 2020-12, Vol.23 (4), p.603-628

2020

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Extreme values of linear processes with heavy-tailed innovations and missing observations

Extremes (Boston), 2020-12, Vol.23 (4), p.547-567

2020

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On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Extremes (Boston), 2018-06, Vol.21 (2), p.261-284

2018

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Approximation and estimation of very small probabilities of multivariate extreme events

Extremes (Boston), 2016-12, Vol.19 (4), p.687-717

Valk, Cees de

2016

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Sup-norm convergence rates for Lévy density estimation

Extremes (Boston), 2016-09, Vol.19 (3), p.371-403

2016

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Extreme values of the uniform order 1 autoregressive processes and missing observations

Extremes (Boston), 2017-09, Vol.20 (3), p.671-690

2017

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Self-exciting jump processes with applications to energy markets

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.373-393

2018

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Kernel estimators of mode under ψ-weak dependence

Annals of the Institute of Statistical Mathematics, 2016-04, Vol.68 (2), p.301-327

2016

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Asymptotic results for jump probabilities associated to the multiple scan statistic

Annals of the Institute of Statistical Mathematics, 2018-10, Vol.70 (5), p.951-968

2018

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Nonparametric quantile estimation using importance sampling

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.439-465

2018

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Detecting a conditional extreme value model

Extremes (Boston), 2011-03, Vol.14 (1), p.29-61

2011

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Extremes of weighted Brownian Bridges in increasing dimension

Extremes (Boston), 2012-12, Vol.15 (4), p.491-509

Jirak, Moritz

2012

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Root n estimates of vectors of integrated density partial derivative functionals

Annals of the Institute of Statistical Mathematics, 2014, Vol.66 (5), p.865-895

2014

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On relative stability and weighted laws of large numbers

The tail process and tail measure of continuous time regularly varying stochastic processes

Multivariate subexponential distributions and their applications

An estimator of the stable tail dependence function based on the empirical beta copula

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Exact simulation of Brown-Resnick random fields at a finite number of locations

Regression-type analysis for multivariate extreme values

On the strong universal consistency of local averaging regression estimates

An Analysis of Winsorized Weighted Means

Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

Risk concentration under second order regular variation

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Extreme values of linear processes with heavy-tailed innovations and missing observations

On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Approximation and estimation of very small probabilities of multivariate extreme events

Sup-norm convergence rates for Lévy density estimation

Extreme values of the uniform order 1 autoregressive processes and missing observations

Self-exciting jump processes with applications to energy markets

Kernel estimators of mode under ψ-weak dependence

Asymptotic results for jump probabilities associated to the multiple scan statistic

Nonparametric quantile estimation using importance sampling

Detecting a conditional extreme value model

Extremes of weighted Brownian Bridges in increasing dimension

Root n estimates of vectors of integrated density partial derivative functionals

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