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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
May
1-26
Buck, J. and Klüppelberg, C.
Recursive max-linear models with propagating noise
preprint
2020
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
2020
Sep
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
Sen, R. and Klüppelberg, C.
Time series of functional data with application to yield curves
Applied Stochastic Models in Business and Industry
2019
35
4
Mar
1028-1043
Klüppelberg, C. and Lauritzen, S.
Bayesian Networks for Max-linear Models
79-97
Network Science - An Aerial View
Biagini, F. and Kauermann, G. and Meyer-Brandis, T.
Springer International Publishing
2019
Do Rêgo Sousa, T., Haug, S., and Klüppelberg, C.
Indirect inference for Lévy-driven continuous-time GARCH models.
Scandinavian Journal of Statistics
2019
46
3
Sep
765-801
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