Benutzer: Gast  Login
Sortieren nach:
und:
weiter

Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch
Modern extreme value theory at the interface of risk management, Bayesian networks and heavy-tailed time series
Preprint
2022
Mar
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
Ann. Appl. Probab.
2022
32
1
Feb
1-45
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
Sortieren nach:
und:
weiter