Klüppelberg, Claudia; Pham, Viet SonEstimation of causal continuous‐time autoregressive moving average random fieldsScandinavian Journal of Statistics2020481Jan132-163
Embrechts, Paul, Klüppelberg, Claudia and Mikosch, ThomasModern extreme value theory at the interface of risk management, Bayesian networks and heavy-tailed time series.Mathematics Going Forward - Collected Mathematical BrushstrokesMorel, J.-M. and Teissier, B. Springer2022
Klüppelberg, Claudia; Sönmez, ErcanMax-linear models in random environmentJournal of Multivariate Analysis2022190Jul104999
Chong, Carsten; Delerue, Thomas; Mies, FabianRate-optimal estimation of mixed semimartingalesPreprint2022
Chong, Carsten; Delerue, Thomas; Li, GuoyingWhen Frictions are Fractional: Rough Noise in High-Frequency DataPreprint2021
Chong, Carsten High-frequency analysis of parabolic stochastic {PDE}s with multiplicative noiseHigh-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part IPreprint2019
Chong, Carsten; Delerue, Thomas; Li, GuoyingMixed semimartingales: Volatility estimation in the presence of rough noisePreprint2021Dec
Tran, Ngoc Mai; Buck, Johannes; Klüppelberg, Claudia Estimating a Latent Tree for ExtremesPreprint2021
Kley, Oliver; Klüppelberg, Claudia; Paterlini, SandraModelling extremal dependence for operational risk by a bipartite graphJournal of Banking & Finance2020117Aug105855
Behme, A.; Klüppelberg, C.; Reinert, G.Ruin probabilities for risk processes in a bipartite networkStochastic Models2020364May548-573