Skip to contents

  1. Drees, Holger [Author]

    Bootstrapping empirical processes of cluster functionals with application to extremograms

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Hamburg: Universität Hamburg, Fachbereich Mathematik, 2 Nov 2015

    Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2015,3

  2. Drees, Holger [Author]

    Extreme value analysis of actuarial risks : estimation and model validation - [November 17, 2011]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Hamburg: Univ., Dep. of Mathematics, 2011

    Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2011,02

  3. Drees, Holger [Author]; Rootzén, Holger [Author]

    Limit theorems for empirical processes of cluster functionals - [Received October 2009, revised December 2009, electronic repr.]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Hamburg]: [Univ., Fachbereich Mathematik], 2009

    Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2009,03

  4. Janßen, Anja [Author]; Drees, Holger [Author]

    Conditional extreme value models : fallacies and pitfalls

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Hamburg: Universität Hamburg, Fachbereich Mathematik, 23 Feb 2017

    Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2016,3

  5. Janßen, Anja [Author]; Drees, Holger [Author]

    A stochastic volatility model with flexible extremal dependence structure - [17 Oct 2013]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Hamburg: Univ., Dep. of mathematics, 2013

    Published in: Schwerpunkt Mathematische Statistik und Stochastische Prozesse: Preprint ; 2013,04