Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
CEREMADE
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Functional large deviations for multivariate regularly varying random walks
Inverse problems for regular variation of linear filters, a cancellation property for $σ$-finite measures and identification of stable laws
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach
Stable limits for sums of dependent infinite variance random variables
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