Stoev, Stilian : rechercher sur Z-Library

Yuen, Robert, Stoev, Stilian

Année:

2013

Langue:

english

Fichier:

PDF, 617 KB

english, 2013

CRPS M-estimation for max-stable models

Journal:

Yuen, Robert, Stoev, Stilian

Année:

2014

Langue:

english

Fichier:

PDF, 2.62 MB

english, 2014

Upper bounds on value-at-risk for the maximum portfolio loss

Journal:

Stoev, Stilian, Taqqu, Murad S.

Année:

2014

Langue:

english

Fichier:

PDF, 2.41 MB

english, 2014

Stochastic properties of the linear multifractional stable motion

Journal:

Stoev, Stilian A., Bhattacharya, Shrijita

Année:

2004

Langue:

english

Fichier:

PDF, 291 KB

english, 2004

Inference on the endpoint of human lifespan and its inherent statistical difficulty

Journal:

French, Joshua, Kokoszka, Piotr, Stoev, Stilian, Hall, Lauren

Année:

2018

Langue:

english

Fichier:

PDF, 837 KB

english, 2018

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data

Journal:

Yuen, Robert, Stoev, Stilian, Cooley, Daniel

Année:

2018

Langue:

english

Fichier:

PDF, 2.95 MB

english, 2018

Distributionally robust inference for extreme Value-at-Risk

Journal:

Insurance: Mathematics and Economics

Année:

2020

Fichier:

PDF, 815 KB

2020

On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic

Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, J.S. Marron

Journal:

Computer Networks

Année:

2005

Langue:

english

Fichier:

PDF, 2.29 MB

english, 2005

LASS: a tool for the local analysis of self-similarity

Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, George Michailidis, J.S. Marron

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 444 KB

english, 2006

Visualization and inference based on wavelet coefficients, SiZer and SiNos

Cheolwoo Park, Fred Godtliebsen, Murad Taqqu, Stilian Stoev, J.S. Marron

Journal:

Mark M. Meerschaert, Stilian A. Stoev

Année:

2007

Langue:

english

Fichier:

PDF, 1.67 MB

english, 2007

Extremal limit theorems for observations separated by random power law waiting times

Journal:

Journal of Statistical Planning and Inference

Année:

2009

Langue:

english

Fichier:

PDF, 257 KB

english, 2009

On the ergodicity and mixing of max-stable processes

Stilian A. Stoev

Journal:

Stochastic Processes and their Applications

Année:

2008

Langue:

english

Fichier:

PDF, 605 KB

english, 2008

On the association of sum- and max-stable processes

Yizao Wang, Stilian A. Stoev

Journal:

Statistics & Probability Letters

Année:

2010

Langue:

english

Fichier:

PDF, 712 KB

english, 2010

Estimation of the self-similarity parameter in linear fractional stable motion

Stilian Stoev, Vladas Pipiras, Murad S. Taqqu

Journal:

Signal Processing

Année:

2002

Langue:

english

Fichier:

PDF, 343 KB

english, 2002

Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

Stilian A. Stoev, Murad S. Taqqu

Journal:

Stilian A. Stoev, Murad S. Taqqu

Année:

2005

Langue:

english

Fichier:

PDF, 687 KB

english, 2005

Limit Theorems for Sums of Heavy-tailed Variables with Random Dependent Weights

Journal:

Methodology and Computing in Applied Probability

Année:

2007

Langue:

english

Fichier:

PDF, 694 KB

english, 2007

How rich is the class of multifractional Brownian motions?

Stilian A. Stoev, Murad S. Taqqu

Journal:

Stochastic Processes and their Applications

Année:

2006

Langue:

english

Fichier:

PDF, 300 KB

english, 2006

Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations

Stilian Stoev, Murad S. Taqqu

Journal:

Journal of Time Series Analysis

Année:

2005

Langue:

english

Fichier:

PDF, 446 KB

english, 2005

Decomposability for stable processes

Yizao Wang, Stilian A. Stoev, Parthanil Roy

Journal:

Stochastic Processes and their Applications

Année:

2012

Langue:

english

Fichier:

PDF, 256 KB

english, 2012

Extreme Value Theory: An Introductionby Laurens De Haan; Ana Ferreira

Review by: George Michailidis and Stilian Stoev

Journal:

Technometrics

Année:

2007

Langue:

english

Fichier:

PDF, 515 KB

english, 2007

ON THE STRUCTURE AND REPRESENTATIONS OF MAX-STABLE PROCESSES

YIZAO WANG and STILIAN A. STOEV

Journal:

Stilian Stoev and Murad S. Taqqu

Année:

2010

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2010

Stochastic Properties of the Linear Multifractional Stable Motion

Journal:

Stoev, Stilian, Michailidis, George, Vaughan, Joel

Année:

2004

Langue:

english

Fichier:

PDF, 695 KB

english, 2004

[IEEE IEEE INFOCOM 2010 - IEEE Conference on Computer Communications - San Diego, CA, USA (2010.03.14-2010.03.19)] 2010 Proceedings IEEE INFOCOM - On Global Modeling of Backbone Network Traffic

Année:

2010

Langue:

english

Fichier:

PDF, 223 KB

english, 2010

Fast Algorithms for Optimal Link Selection in Large-Scale Network Monitoring

Kallitsis, Michael G., Stoev, Stilian A., Michailidis, George

Journal:

IEEE Transactions on Signal Processing

Année:

2013

Langue:

english

Fichier:

PDF, 3.84 MB

english, 2013

Intensity-based estimation of extreme loss event probability and value at risk

Hamidieh, Kamal, Stoev, Stilian, Michailidis, George

Journal:

Applied Stochastic Models in Business and Industry

Année:

2013

Langue:

english

Fichier:

PDF, 504 KB

english, 2013

Inference for dynamic and latent variable models via iterated, perturbed Bayes maps

Ionides, Edward L., Nguyen, Dao, Atchadé, Yves, Stoev, Stilian, King, Aaron A.

Journal:

Proceedings of the National Academy of Sciences

Année:

2015

Langue:

english

Fichier:

PDF, 720 KB

english, 2015

Network-Wide Statistical Modeling, Prediction, and Monitoring of Computer Traffic

Vaughan, Joel, Stoev, Stilian, Michailidis, George

Journal:

Technometrics

Année:

2013

Langue:

english

Fichier:

PDF, 896 KB

english, 2013

PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION

STOEV, STILIAN, TAQQU, MURAD S.

Journal:

Fractals

Année:

2005

Langue:

english

Fichier:

PDF, 1.10 MB

english, 2005

SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

STOEV, STILIAN, TAQQU, MURAD S.

Journal:

Fractals

Année:

2004

Langue:

english

Fichier:

PDF, 689 KB

english, 2004

On the Estimation of the Extremal Index Based on Scaling and Resampling

Hamidieh, Kamal, Stoev, Stilian, Michailidis, George

Journal:

Journal of Computational and Graphical Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 3.79 MB

english, 2009

[IEEE 2007 IEEE 23rd International Conference on Data Engineering - Istanbul, Turkey (2006.04.15-2007.04.20)] 2007 IEEE 23rd International Conference on Data Engineering - Norm, Point, and Distance Estimation Over Multiple Signals Using Max-Stable Distributions

Stoev, Stilian A., Hadjieleftheriou, Marios, Kollios, George, Taqqu, Murad S.

Année:

2007

Langue:

english

Fichier:

PDF, 1.54 MB

english, 2007

CONDITIONAL SAMPLING FOR SPECTRALLY DISCRETE MAX-STABLE RANDOM FIELDS

YIZAO WANG and STILIAN A. STOEV

Journal:

Bagchi, Pramita, Banerjee, Moulinath, Stoev, Stilian A.

Année:

2011

Langue:

english

Fichier:

PDF, 1.61 MB

english, 2011

Inference for Monotone Functions Under Short and Long Range Dependence: Confidence Intervals and New Universal Limits

Journal:

Journal of the American Statistical Association

Année:

2015

Fichier:

PDF, 4.74 MB

2015

Inference for Monotone Functions Under Short and Long Range Dependence: Confidence Intervals and New Universal Limits

Bagchi, Pramita, Banerjee, Moulinath, Stoev, Stilian A.

Journal:

Journal of the American Statistical Association

Année:

2015

Langue:

english

Fichier:

PDF, 4.74 MB

english, 2015

AMON: An Open Source Architecture for Online Monitoring, Statistical Analysis and Forensics of Multi-gigabit Streams

Kallitsis, Michael, Stoev, Stilian, Bhattacharya, Shrijita, Michailidis, George

Journal:

IEEE Journal on Selected Areas in Communications

Année:

2016

Langue:

english

Fichier:

PDF, 2.55 MB

english, 2016

Extreme Value Theory: An Introduction

Michailidis, George, Stoev, Stilian

Journal:

Technometrics

Année:

2007

Langue:

english

Fichier:

PDF, 270 KB

english, 2007

On the Estimation of the Extremal Index Based on Scaling and Resampling

Kamal Hamidieh, Stilian Stoev and George Michailidis

Journal:

Journal of Computational and Graphical Statistics

Année:

2009

Langue:

english

Fichier:

PDF, 2.53 MB

english, 2009

Stochastic integral representations and classification of sum- and max-infinitely divisible processes

Kabluchko, Zakhar, Stoev, Stilian

Journal:

Bernoulli

Année:

2016

Langue:

english

Fichier:

PDF, 489 KB

english, 2016

Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions

Wang, Yizao, Roy, Parthanil, Stoev, Stilian A.

Journal:

The Annals of Probability

Année:

2013

Langue:

english

Fichier:

PDF, 256 KB

english, 2013

Implicit extremes and implicit max–stable laws

Scheffler, Hans-Peter, Stoev, Stilian

Journal:

Kallitsis, Michael G., Bhattacharya, Shrijita, Stoev, Stilian, Michailidis, George

Année:

2017

Langue:

english

Fichier:

PDF, 529 KB

english, 2017

[IEEE 2016 IEEE Global Conference on Signal and Information Processing (GlobalSIP) - Washington DC, DC, USA (2016.12.7-2016.12.9)] 2016 IEEE Global Conference on Signal and Information Processing (GlobalSIP) - Adaptive statistical detection of false data injection attacks in smart grids

Année:

2016

Langue:

english

Fichier:

PDF, 235 KB

english, 2016

Probabilities of Concurrent Extremes

Dombry, Clément, Ribatet, Mathieu, Stoev, Stilian

Journal:

Journal of the American Statistical Association

Année:

2017

Langue:

english

Fichier:

PDF, 1.92 MB

english, 2017

On the structure and representations of max-stable processes

Wang, Yizao, Stoev, Stilian A.

Journal:

Wang, Yizao, Stoev, Stilian A.

Année:

2010

Langue:

english

Fichier:

PDF, 248 KB

english, 2010

Conditional sampling for spectrally discrete max-stable random fields

Journal:

French, Joshua, Kokoszka, Piotr, Stoev, Stilian, Hall, Lauren

Année:

2011

Langue:

english

Fichier:

PDF, 850 KB

english, 2011

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data

Journal:

Stoev, Stilian, Wang, Yizao

Année:

2018

Fichier:

PDF, 2.95 MB

2018

Exchangeable random partitions from max-infinitely-divisible distributions

Journal:

Statistics & Probability Letters

Année:

2018

Langue:

english

Fichier:

PDF, 344 KB

english, 2018

Stochastic properties of the linear multifractional stable motion

Stoev, Stilian, Taqqu, Murad S.

Journal:

Stoev, Stilian, Taqqu, Murad S.

Année:

2004

Fichier:

PDF, 291 KB

2004

Stochastic properties of the linear multifractional stable motion

Journal: