The following pages link to Anja Janssen (Q282539):
Displaying 14 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- (Q846745) (redirect page) (← links)
- Limit laws for power sums and norms of i.i.d. samples (Q846746) (← links)
- Joint exceedances of random products (Q1635978) (← links)
- Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- \(k\)-means clustering of extremes (Q2180059) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model (Q2405222) (← links)
- (Q3090333) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- Invariance properties of limiting point processes and applications to clusters of extremes (Q6405778) (← links)
