Birs- 18w5086: Self-Similarity, Long-Range Dependence and Extremes
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Title: General-order observation-driven models
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Title: Extrema of stable processes and number theory
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Title: Testing for structural changes in LMSV time series
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Title: Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
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Title: Heavy tails for an alternative stochastic perpetuity model
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Title: Tail measure and tail spectral process of regularly varying time series
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Title: Climate event attribution using peaks-over-thresholds modelling
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Title: Extremal (in)dependence structures of random scale constructions
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Title: Instability of ranks and inference under long memory
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Title: Limit theorems for quadratic functionals of heavy-tailed long-memory processes
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Title: Scale invariant set functions arising from general iterative schemes
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Title: Large deviation for extremes of branching random walk with regularly varying tails
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Title: Limit theorems for long-range dependent processes based on random partitions
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Title: Long range dependence for random functions with infinite variance
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Title: Are Extreme Value Estimation Methods Useful for Network Data?
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Title: Consistency of Hill Estimators in a Linear Preferential Attachment Model
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Title: Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
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Title: Threshold Selection for Multivariate Heavy-tailed Data
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Title: Random sup measure of a stationary random fields driven by additive simple symmetric random walks
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Title: Regularly Varying Random Fields
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