| Publication | Date of Publication | Type |
|---|
| Random networks with heterogeneous reciprocity | 2024-02-09 | Paper |
| 2RV+HRV and Testing for Strong VS Full Dependence | 2023-12-26 | Paper |
| Poisson edge growth and preferential attachment networks | 2023-07-04 | Paper |
| Measuring reciprocity in a directed preferential attachment network | 2022-12-13 | Paper |
| Splitting the sample at the largest uncensored observation | 2022-09-28 | Paper |
| Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity | 2022-07-26 | Paper |
| Extremes of censored and uncensored lifetimes in survival data | 2022-05-09 | Paper |
| On a Minimum Distance Procedure for Threshold Selection in Tail Analysis | 2022-02-03 | Paper |
| Exact and Asymptotic Tests for Sufficient Followup in Censored Survival Data | 2021-09-06 | Paper |
| Measuring Reciprocity in a Directed Preferential Attachment Network | 2021-03-12 | Paper |
| Splitting the Sample at the Largest Uncensored Observation | 2021-03-01 | Paper |
| A Directed Preferential Attachment Model with Poisson Measurement | 2020-08-16 | Paper |
| Asymptotic independence and support detection techniques for heavy-tailed multivariate data | 2020-08-03 | Paper |
| Trimmed Lévy processes and their extremal components | 2020-04-07 | Paper |
| Are extreme value estimation methods useful for network data? | 2020-02-28 | Paper |
| Degree growth rates and index estimation in a directed preferential attachment model | 2020-01-24 | Paper |
| Asymptotic normality of degree counts in a preferential attachment model | 2019-09-23 | Paper |
| Consistency of Hill estimators in a linear preferential attachment model | 2019-05-31 | Paper |
| Ratios of ordered points of point processes with regularly varying intensity measures | 2018-12-28 | Paper |
| Processes of \(r^{th}\) largest | 2018-12-20 | Paper |
| Multivariate regular variation of discrete mass functions with applications to preferential attachment networks | 2018-11-08 | Paper |
| Hidden regular variation under full and strong asymptotic dependence | 2018-01-31 | Paper |
| Leader and maximum independence for a class of discrete choice models | 2017-11-09 | Paper |
| Fitting the linear preferential attachment model | 2017-10-12 | Paper |
| Asymptotic normality of in- and out-degree counts in a preferential attachment model | 2017-07-31 | Paper |
| The impact of competition on prices with numerous firms | 2016-09-06 | Paper |
| Nonstandard regular variation of in-degree and out-degree in the preferential attachment model | 2016-04-29 | Paper |
| Models with hidden regular variation: Generation and detection | 2016-01-25 | Paper |
| Extremal dependence measure and extremogram: the regularly varying case | 2016-01-22 | Paper |
| Tauberian theory for multivariate regularly varying distributions with application to preferential attachment networks | 2015-09-24 | Paper |
| Hidden regular variation of moving average processes with heavy-tailed innovations | 2015-04-14 | Paper |
| Transition kernels and the conditional extreme value model | 2015-01-23 | Paper |
| Regularly varying measures on metric spaces: hidden regular variation and hidden jumps | 2014-10-22 | Paper |
| On the superposition of heterogeneous traffic at large time scales | 2014-07-21 | Paper |
| Modeling multiple risks: hidden domain of attraction | 2014-04-08 | Paper |
| Generation and Detection of Multivariate Regular Variation and Hidden Regular Variation | 2014-03-23 | Paper |
| A probability path | 2013-11-28 | Paper |
| Clustering of Markov chain exceedances | 2013-10-17 | Paper |
| Living on the Multidimensional Edge: Seeking Hidden Risks Using Regular Variation | 2013-04-11 | Paper |
| Asymptotics of Markov Kernels and the Tail Chain | 2013-04-11 | Paper |
| A Heavy Traffic Approximation for Workload Processes with Heavy Tailed Service Requirements | 2012-02-19 | Paper |
| Hidden Regular Variation and Detection of Hidden Risks | 2012-01-25 | Paper |
| When Does the Mean Excess Plot Look Linear? | 2012-01-25 | Paper |
| Extremal dependence analysis of network sessions | 2011-11-27 | Paper |
| Detecting a conditional extreme value model | 2011-11-27 | Paper |
| Modeling Total Expenditure on Warranty Claims | 2011-10-21 | Paper |
| Conditioning on an extreme component: model consistency with regular variation on cones | 2011-09-02 | Paper |
| A discussion on mean excess plots | 2010-08-03 | Paper |
| Aggregation of rapidly varying risks and asymptotic independence | 2009-11-04 | Paper |
| Warranty claims modeling | 2008-08-11 | Paper |
| Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws | 2008-05-15 | Paper |
| The influence of dependence on data network models | 2008-05-15 | Paper |
| The Pareto Copula, Aggregation of Risks, and the Emperor's Socks | 2008-04-30 | Paper |
| QQ Plots, Random Sets and Data from a Heavy Tailed Distribution | 2008-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5445400 | 2008-03-04 | Paper |
| Limit laws for random vectors with an extreme component | 2007-10-22 | Paper |
| Data network models of burstiness | 2006-07-25 | Paper |
| Characterizations and examples of hidden regular variation | 2006-05-24 | Paper |
| Heavy-Tail Phenomena | 2006-05-03 | Paper |
| Activity rates with very heavy tails | 2006-04-28 | Paper |
| Extreme Value Theory as a Risk Management Tool | 2006-01-13 | Paper |
| Domains of attraction for exponential families. | 2005-11-29 | Paper |
| Hidden regular variation and the rank transform | 2005-09-29 | Paper |
| Point processes associated with stationary stable processes | 2005-08-05 | Paper |
| EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS | 2005-05-23 | Paper |
| The Extremal Dependence Measure and Asymptotic Independence | 2005-01-19 | Paper |
| On the foundations of multivariate heavy-tail analysis | 2004-10-25 | Paper |
| Limits of on/off hierarchical product models for data transmission | 2004-03-30 | Paper |
| Hidden regular variation, second order regular variation and asymptotic independence | 2004-03-16 | Paper |
| The Self‐Similar and Multifractal Nature of a Network Traffic Model | 2003-10-19 | Paper |
| Wavelet analysis of conservative cascades | 2003-10-09 | Paper |
| Asymptotic independence and a network traffic model | 2003-07-15 | Paper |
| Is network traffic approximated by stable Lévy motion or fractional Brownian motion? | 2003-05-06 | Paper |
| Self-similar communication models and very heavy tails. | 2003-05-06 | Paper |
| The maximum of the periodogram for a heavy-tailed sequence. | 2003-05-06 | Paper |
| Small and large time scale analysis of a network traffic model | 2003-05-04 | Paper |
| Empirical Testing Of The Infinite Source Poisson Data Traffic Model | 2003-05-04 | Paper |
| A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL | 2003-03-24 | Paper |
| On asymptotic normality of the hill estimator | 2003-01-09 | Paper |
| How to make a Hill plot. | 2002-11-14 | Paper |
| Steady-state distribution of the buffer content for \(\text{M}/\text{G}/\infty\) input fluid queues | 2002-09-25 | Paper |
| Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains | 2002-08-29 | Paper |
| Stability for multivariate exponential families | 2002-06-16 | Paper |
| Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models | 2001-11-26 | Paper |
| A test for nonlinearity of time series with infinite variance | 2001-09-16 | Paper |
| Sample correlation behavior for the heavy tailed general bilinear process | 2001-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247105 | 2001-02-18 | Paper |
| How misleading can sample ACFs of stable MAs be? (Very!) | 2000-09-04 | Paper |
| Heavy tail modeling and teletraffic data. (With discussions and rejoinder) | 2000-08-24 | Paper |
| Limit laws for exponential families | 2000-07-03 | Paper |
| Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues | 2000-03-30 | Paper |
| Pitfalls of fitting autoregressive models for heavy-tailed time series | 2000-03-01 | Paper |
| How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails | 1999-11-14 | Paper |
| Sample correlations of infinite variance time series models: An empirical and theoretical study | 1999-08-16 | Paper |
| Smoothing the moment estimator of the extreme value parameter | 1999-08-12 | Paper |
| Tail index estimation for dependent data | 1999-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226175 | 1999-01-21 | Paper |
| Patterns of buffer overflow in a class of queues with long memory in the input stream | 1999-01-19 | Paper |
| Second-order regular variation, convolution and the central limit theorem | 1999-01-14 | Paper |
| Heavy tailed hidden semi-markov models | 1998-04-13 | Paper |
| Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena | 1998-04-05 | Paper |
| The qq-estimator and heavy tails | 1998-02-17 | Paper |
| Limit theory for bilinear processes with heavy-tailed noise | 1998-01-22 | Paper |
| Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence | 1997-11-25 | Paper |
| Smoothing the Hill Estimator | 1997-07-03 | Paper |
| Parameter estimation for moving averages with positive innovations | 1997-06-12 | Paper |
| Second-order regular variation and rates of convergence in extreme-value theory | 1997-05-25 | Paper |
| Ordered independent scattering Ordered independent | 1997-04-03 | Paper |
| Asymptotic behavior of hill's estimator for autoregressive data | 1997-01-01 | Paper |
| Many multivariate records | 1996-06-16 | Paper |
| Testing for independence in heavy tailed and positive innovation time series | 1996-05-20 | Paper |
| Super-extremal processes and the argmax process | 1995-09-18 | Paper |
| Consistency of Hill's estimator for dependent data | 1995-05-23 | Paper |
| Estimating the home range | 1995-05-02 | Paper |
| Superextremal processes, max-stability and dynamic continuous choice | 1995-03-26 | Paper |
| Crossings of max-stable processes | 1995-02-12 | Paper |
| Stability of random sets generated by multivariate samples | 1995-01-15 | Paper |
| Random transformations for poisson processes and sup—integral processes | 1994-11-17 | Paper |
| Limit distributions for linear programming time series estimators | 1994-10-10 | Paper |
| Densities with Gaussian Tails | 1994-06-06 | Paper |
| Estimating the limit distribution of multivariate extremes | 1993-12-19 | Paper |
| Prediction of stationary max-stable processes | 1993-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004226 | 1993-01-23 | Paper |
| Estimation for autoregressive processes with positive innovations | 1993-01-17 | Paper |
| Multivariate subexponential distributions | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004969 | 1992-09-27 | Paper |
| On min-stable horse races with infinitely many horses | 1992-06-28 | Paper |
| Moving averages with random coefficients and random coefficient autoregressive models | 1992-06-28 | Paper |
| Max-geometric infinite divisibility and stability | 1992-06-26 | Paper |
| Extremes of moving averages of random variables with finite endpoint | 1991-01-01 | Paper |
| Random usc functions, max-stable processes and continuous choice | 1991-01-01 | Paper |
| Multivariate extremal processes, leader processes and dynamic choice models | 1990-01-01 | Paper |
| Records in a partially ordered set | 1989-01-01 | Paper |
| Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes | 1989-01-01 | Paper |
| Quantifying closeness of distributions of sums and maxima when tails are fat | 1989-01-01 | Paper |
| Basic properties and prediction of max-ARMA processes | 1989-01-01 | Paper |
| Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution | 1988-01-01 | Paper |
| Subexponential distribution tails and point processes | 1988-01-01 | Paper |
| Almost sure limit sets of random samples in ℝd | 1988-01-01 | Paper |
| Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825934 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825955 | 1988-01-01 | Paper |
| On regular variation of probability densities | 1987-01-01 | Paper |
| The convex hull of a random sample in | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771297 | 1987-01-01 | Paper |
| Embedding sequences of successive maxima in extremal processes, with applications | 1987-01-01 | Paper |
| Records in the presence of a linear trend | 1987-01-01 | Paper |
| Limit theory for the sample covariance and correlation functions of moving averages | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3727187 | 1986-01-01 | Paper |
| Point processes, regular variation and weak convergence | 1986-01-01 | Paper |
| Limit theory for moving averages of random variables with regularly varying tail probabilities | 1985-01-01 | Paper |
| More limit theory for the sample correlation function of moving averages | 1985-01-01 | Paper |
| Records from improving populations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788883 | 1985-01-01 | Paper |
| Tail estimates motivated by extreme value theory | 1984-01-01 | Paper |
| Domains of attraction and regular variation in \({\mathbb{R}}^ d\) | 1984-01-01 | Paper |
| Asymptotically balanced functions and stochastic compactness of sample extremes | 1984-01-01 | Paper |
| Limiting Behaviour of Sums and the Term of Maximum Modulus | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218865 | 1984-01-01 | Paper |
| RANK TESTS FOR MULTIVARIATE TREND | 1984-01-01 | Paper |
| CATASTROPHE PROCESSES WITH CONTINUOUS STATE-SPACE1 | 1983-01-01 | Paper |
| Local limit theorems for sample extremes | 1982-01-01 | Paper |
| Storage processes with general release rule and additive inputs | 1982-01-01 | Paper |
| Extreme values, range and weak convergence of integrals of Markov chains | 1982-01-01 | Paper |
| Birth, immigration and catastrophe processes | 1982-01-01 | Paper |
| On the observation closest to the origin | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906185 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3855962 | 1980-01-01 | Paper |
| Conjugate \(\pi\)-variation and process inversion | 1979-01-01 | Paper |
| Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions | 1979-01-01 | Paper |
| A bivariate stable characterization and domains of attraction | 1979-01-01 | Paper |
| Functional limit theorems for dependent variables | 1978-01-01 | Paper |
| The Recurrence Classification of Risk and Storage Processes | 1978-01-01 | Paper |
| Weak convergence with random indices | 1977-01-01 | Paper |
| Max-infinite divisibility | 1977-01-01 | Paper |
| Limit theory for multivariate sample extremes | 1977-01-01 | Paper |
| Extreme values of independent stochastic processes | 1977-01-01 | Paper |
| The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule | 1976-01-01 | Paper |
| Weak convergence to extremal processes | 1975-01-01 | Paper |
| The behavior near the origin of the supremum functional in a process with stationary independent increments | 1975-01-01 | Paper |
| Inverses of extremal processes | 1974-01-01 | Paper |
| Limit laws for record values | 1973-01-01 | Paper |
| Record values and maxima | 1973-01-01 | Paper |
| Extremal processes and record value times | 1973-01-01 | Paper |
| Almost sure stability of maxima | 1973-01-01 | Paper |
| The structure of extremal processes | 1973-01-01 | Paper |
| Almost sure limit points of record values | 1973-01-01 | Paper |
| Stability of maxima of random variables defined on a Markov chain | 1972-01-01 | Paper |
| Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain | 1971-01-01 | Paper |
| Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain | 1971-01-01 | Paper |
| Products of distribution functions attracted to extreme value laws | 1971-01-01 | Paper |
| Products of distribution functions attracted to extreme value laws | 1971-01-01 | Paper |
| On the times of births in a linear birthprocess | 1971-01-01 | Paper |
| Limit laws for maxima of a sequence of random variables defined on a Markov chain | 1970-01-01 | Paper |
