Publications
Publications
For more information, please visit the individual pages of our professors:
Anita Behme, Dietmar Ferger, Martin Keller-Ressel und René L. Schilling
and other teaching staff.
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184 Entries
2024
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Extreme value methods for estimating rare events in Utopia , 22 Nov 2024, In: Extremes : statistical theory and applications in science, engineering and economics. (2024), 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Modelling non-stationarity in asymptotically independent extremes , Nov 2024, In: Computational statistics & data analysis. 199, p. 1-18, 18 p., 108025Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Inference for bivariate extremes via a semi-parametric angular-radial model , 3 Oct 2024, In: Extremes : statistical theory and applications in science, engineering and economics. (2024), 30 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function , 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
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On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes , Aug 2024, In: Stochastic processes and their applications. 174, 104382Electronic (full-text) versionResearch output: Contribution to journal > Research article
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The Liouville theorem for a class of Fourier multipliers and its connection to coupling , Jul 2024, In: Bulletin of the London Mathematical Society. 56, 7, p. 2374 - 2394, 21 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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The SPAR model: A new paradigm for multivariate extremes. Application to joint distributions of metocean variables , 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
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An extension of the Liouville theorem for Fourier multipliers to sub-exponentially growing solutions , 13 Jun 2024, In: Journal of Spectral Theory. 14, 2, p. 665-695, 31 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Developing a Fluvial and Pluvial Stochastic Flood Model of Southeast Asia , 3 Jun 2024, In: Water Resources Research. 60 (2024), 6, 16 p., e2023WR036580Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Hyperbolic deep learning in computer vision: A survey , 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
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)