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Kevei, P. and Mason, D. M.
Bahadur-Kiefer Representations for Time Dependent Quantile Processes
Preprint
2016
Thomakos, D., Klepsch, J., and Politis, D.
Multivariate NoVaS and Inference on Conditional Correlations
Technical Report
2016
Chong, C.
Stochastic PDEs with heavy-tailed noise
Stochastic Processes and their Applications
2016
Kevei, P.
A note on the Kesten-Grincevičius-Goldie theorem
Electronic Communications in Probability
2016
21
51
Jul
1-12
Kevei, P. and Mason, D.M.
On the Breiman conjecture
Proceedings of the American Mathematical Society
2016
144
9
Feb
4043-4053
Chen, B., Chong, C., and Klüppelberg, C.
Simulation of stochastic Volterra equations driven by space-time Lévy noise.
209-229
The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen
Podolskij, M., Stolzer, R., Thorbjørnsen, S., and Veraart, A.E.D.
Springer
2016
Klüppelberg, C. and Zhang, J.
Time-consistency of risk measures with GARCH volatilities and their estimation
Statistics & Risk Modeling
2016
32
2
Mar
103-124
Buhl, S. and Klüppelberg, C.
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Extremes
2016
19
4
Dec
627-660
Kley, O. and Klüppelberg, C.
Bounds for randomly shared risk of heavy-tailed loss factors
Extremes
2016
19
4
Dec
719–733
Kley, O., Klüppelberg, C., and Reinert G.
Risk in a large claims insurance market with bipartite graph structure
Operations Research
2016
64
5
Jul
1159-1176
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