עקוב אחר
holger rootzen
holger rootzen
Professor, Mathematical Statistics, Chalmers
כתובת אימייל מאומתת בדומיין chalmers.se
כותרת
צוטט על ידי
צוטט על ידי
שנה
Extremes and related properties of random sequences and processes
MR Leadbetter, G Lindgren, H Rootzén
Springer Science & Business Media, 2012
53792012
A new generation of algorithms for computerized threshold perimetry, SITA
B Bengtsson, J Olsson, A Heijl, H Rootzén
Acta Ophthalmologica Scandinavica 75 (4), 368-375, 1997
5541997
Is network traffic appriximated by stable Lévy motion or fractional Brownian motion?
T Mikosch, S Resnick, H Rootzén, A Stegeman
The annals of applied probability 12 (1), 23-68, 2002
4122002
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
L de Haan, SI Resnick, H Rootzén, CG de Vries
Stochastic Processes and their Applications 32 (2), 213-224, 1989
3731989
Extremal theory for stochastic processes
MR Leadbetter, H Rootzen
The Annals of Probability, 431-478, 1988
3621988
Stationary stochastic processes
G Lindgren, H Rootzén, M Sandsten
Theory and Applications; Texts in Statistical Science Series; CRC Press …, 2013
287*2013
Extreme values in finance, telecommunications, and the environment
B Finkenstadt, H Rootzén
CRC Press, 2003
2632003
Multivariate generalized Pareto distributions
H Rootzén, N Tajvidi
Bernoulli 12 (5), 917-930, 2006
2592006
Design life level: quantifying risk in a changing climate
H Rootzén, RW Katz
Water Resources Research 49 (9), 5964-5972, 2013
2292013
Extreme value statistics and wind storm losses: a case study
H Rootzén, N Tajvidi
Scandinavian Actuarial Journal 1997 (1), 70-94, 1997
2231997
Maxima and exceedances of stationary Markov chains
H Rootzén
Advances in applied probability 20 (2), 371-390, 1988
1761988
On the estimation of high quantiles
L de Haan, H Rootzén
Journal of Statistical Planning and Inference 35 (1), 1-13, 1993
1651993
Small values of Gaussian processes and functional laws of the iterated logarithm
D Monrad, H Rootzén
Probability theory and related fields 101 (2), 173-192, 1995
1471995
A single number can't hedge against economic catastrophes
H Rootzen, C Klüppelberg
AMBIO: A Journal of the Human Environment 28 (6), 1999
1341999
Extreme value theory for moving average processes
H Rootzen
The Annals of Probability, 612-652, 1986
1241986
Limit distributions for the error in approximations of stochastic integrals
H Rootzen
The Annals of Probability 8 (2), 241-251, 1980
1101980
Self-similar communication models and very heavy tails
S Resnick, H Rootzén
Annals of Applied Probability, 753-778, 2000
1032000
Internal validation of near-crashes in naturalistic driving studies: A continuous and multivariate approach
JK Jonasson, H Rootzén
Accident Analysis & Prevention 62, 102-109, 2014
982014
Simple and highly efficient estimators for a type I censored normal sample
T Persson, H Rootzen
Biometrika 64 (1), 123-128, 1977
951977
Limit theorems for empirical processes of cluster functionals
H Drees, H Rootzén
932010
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מאמרים 1–20