Klüppelberg, Claudia; Pham, Viet Son
Estimation of causal continuous‐time autoregressive moving average random fields
Scandinavian Journal of Statistics
2020
48
1
Jan
132-163

Embrechts, Paul, Klüppelberg, Claudia and Mikosch, Thomas
Modern extreme value theory at the interface of risk management, Bayesian networks and heavy-tailed time series.
Mathematics Going Forward - Collected Mathematical Brushstrokes
Morel, J.-M. and Teissier, B.
Springer
2022

Klüppelberg, Claudia; Sönmez, Ercan
Max-linear models in random environment
Journal of Multivariate Analysis
2022
190
Jul
104999

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.; Reinert, G.
Ruin probabilities for risk processes in a bipartite network
Stochastic Models
2020
36
4
May
548-573

Buck, J.; 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.; Pham, V.S.
Estimation of causal continuous‐time autoregressive moving average random fields
Scandinavian Journal of Statistics
2020
Jan
1-32

Klüppelberg, C.; 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