Publications

2024

• Modelling non-stationarity in asymptotically independent extremesMurphy-Barltrop, C. & Wadsworth, J., Nov 2024, In: Computational statistics & data analysis. 199, p. 1-18, 18 p., 108025Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Inference for bivariate extremes via a semi-parametric angular-radial modelMurphy-Barltrop, C. J. R., Mackay, E. & Jonathan, P., 3 Oct 2024, In: Extremes : statistical theory and applications in science, engineering and economicsElectronic (full-text) versionResearch output: Contribution to journal > Research article
• Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence functionMurphy-Barltrop, C. J. R., Wadsworth, J. L. & Eastoe, E. F., 13 Aug 2024, In: Extremes : statistical theory and applications in science, engineering and economics. 27, 4, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processesBehme, A., Tella, P. D. & Sideris, A., Aug 2024, In: Stochastic processes and their applications. 174, 104382Electronic (full-text) versionResearch output: Contribution to journal > Research article
• The SPAR model: A new paradigm for multivariate extremes. Application to joint distributions of metocean variablesMackay, E., Murphy-Barltrop, C. & Jonathan, P., Jul 2024, In: Journal of Offshore Mechanics and Arctic Engineering. 147, 1, p. 1-10, 10 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Developing a Fluvial and Pluvial Stochastic Flood Model of Southeast AsiaOlcese, G., Bates, P. D., Neal, J. C., Sampson, C. C., Wing, O. E. J., Quinn, N., Murphy-Barltrop, C. J. R. & 1 others, 3 Jun 2024, In: Water Resources Research. 60 (2024), 6, 16 p., e2023WR036580Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Hyperbolic deep learning in computer vision: A surveyMettes, P., Atigh, M., Keller-Ressel, M., Gu, J. & Yeung, S., 26 Mar 2024, In: International journal of computer vision. 132, 9, p. 3484–3508, 25 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Invariant measures of Lévy-type operators and their associated Markov processesBehme, A. D. & Oechsler, D., 2024, In: Electronic Journal of Probability. 29, p. 1-29, 59Electronic (full-text) versionResearch output: Contribution to journal > Research article

2023

• Lévy Langevin Monte CarloOechsler, D., 10 Nov 2023, In: Statistics and Computing. 34 (2024), 1, 15 p., 37Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Rezension: „Von der Mathematisierung in der Ökonomie zur modernen Finanzmathematik (Agnes Handwerk)“Keller-Ressel, M., Oct 2023, In: Mathematische Semesterberichte. 70, 2, p. 175–177, 3 p.Electronic (full-text) versionResearch output: Contribution to journal > Book/Film review(Recension)