Anders Rønn Nielsen

Available identifiers

Publication	Date of Publication	Type
Extremes of regularly varying stochastic volatility fields	2023-01-24	Paper
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure	2022-06-20	Paper
Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction	2022-04-04	Paper
Extremal clustering and cluster counting for spatial random fields	2022-01-17	Paper
Extreme value theory for spatial random fields -- with application to a Lévy-driven field	2021-12-18	Paper
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure	2021-03-03	Paper
Central limit theorem for mean and variogram estimators in Lévy–based models	2019-07-15	Paper
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure	2018-09-26	Paper
ESTIMATION OF SAMPLE SPACING IN STOCHASTIC PROCESSES	2017-04-24	Paper
Time inhomogeneity in longest gap and longest run problems	2016-12-27	Paper
Asymptotics for the ruin time of a piecewise exponential Markov process with jumps	2016-08-31	Paper
Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure	2016-04-29	Paper
Lévy-based Modelling in Brain Imaging	2013-10-09	Paper

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