The following pages link to Claudia Klüppelberg (Q254502):
Displaying 13 items.
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)
- Method of moment estimation in the COGARCH(1,1) model (Q5427673) (← links)
- Ruin estimation in multivariate models with Clayton dependence structure (Q5430561) (← links)
- (Q5436605) (← links)
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks (Q5459909) (← links)
- Bivariate extreme value distributions based on polynomial dependence functions (Q5486377) (← links)
- (Q5493557) (← links)
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)
- Parameter estimation for a misspecified arma model with infinite variance innovations (Q6070956) (← links)
- Max-linear models in random environment (Q6300444) (← links)
- Conditional Independence in Max-linear Bayesian Networks (Q6335290) (← links)
- Time series of functional data with application to yield curves (Q6574610) (← links)
- Estimating a directed tree for extremes (Q6606133) (← links)