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Carsten Chong
High-frequency analysis of parabolic stochastic {PDE}s with multiplicative noiseHigh-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Preprint
2019
Carsten Chong, Thomas Delerue, Guoying Li
Mixed semimartingales: Volatility estimation in the presence of rough noise
Preprint
2021
Dec
Ngoc Mai Tran, Johannes Buck, Claudia Klüppelberg
Estimating a Latent Tree for Extremes
Preprint
2021
Kley, Oliver; Klüppelberg, Claudia; Paterlini, Sandra
Modelling extremal dependence for operational risk by a bipartite graph
Journal of Banking & Finance
2020
117
Aug
105855
Behme, A., Klüppelberg, C., and Reinert, G.
Ruin probabilities for risk processes in a bipartite network
Stochastic Models
2020
36
4
May
548-573
Buck, J. and Klüppelberg, C.
Recursive max-linear models with propagating noise
Electronic Journal of Statistics
2021
15
2
Oct
4770-4822
Améndola, C., Klüppelberg, C., Lauritzen, S., and Tran, N.
Conditional Independence in Max-linear Bayesian Networks
preprint
2020
Klüppelberg, C. and Pham, V.S.
Estimation of causal continuous‐time autoregressive moving average random fields
Scandinavian Journal of Statistics
2020
Jan
1-32
Klüppelberg, C. and Krali, M.
Estimating an Extreme Bayesian Network via Scalings
Journal of Multivariate Analysis
2021
181
Jan
104672
Buhl, S. and Klüppelberg, C.
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
Extremes
2019
22
2
Jun
223-269
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