Klüppelberg, Claudia
- Estimating an Extreme Bayesian Network via Scalings
2019/12/09 by Klüppelberg, Claudia, Krali, Mario · 4 citations
#60G70 #62-09 #62G32 (Primary) #65S05 (Secondary) #FOS: Computer and information sciences #Methodology (stat.ME)
- Max-linear models on directed acyclic graphs
2015/12/23 by Gissibl, Nadine, Klüppelberg, Claudia · 3 citations
#05C20 #05C75 #60E15 #60G70 #FOS: Mathematics #Probability (math.PR)
- Density functional theory and optimal transportation with Coulomb cost
2011/04/04 by Cotar, Codina, Friesecke, Gero, Klüppelberg, Claudia · 2 citations
#35Q40 #49S05 #65K99 #81V55 #82B05 #82C70 #92E99 #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph)
- Identifiability and estimation of recursive max-linear models
2019/01/11 by Gissibl, Nadine, Klüppelberg, Claudia, Lauritzen, Steffen · 2 citations
#60E15 #60G70 #62-09 (secondary) #62G05 #62H12 (Primary) #FOS: Mathematics #Statistics Theory (math.ST)
- Recursive max-linear models with propagating noise
2020/02/29 by Buck, Johannes, Klüppelberg, Claudia · 2 citations
#60G70 #62F12 #62G32 #62H22 #FOS: Mathematics #Statistics Theory (math.ST)
- Estimating a Directed Tree for Extremes
2021/02/11 by Tran, Ngoc Mai, Johannes S. Buck, Claudia Klüppelberg +2 · 2 citations
Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Census and Population Estimation
- Futures pricing in electricity markets based on stable CARMA spot models
2012/01/05 by Fred Espen Benth, Benth, Fred Espen, Claudia Klüppelberg +5 · 1 citation
Economics, Econometrics and Finance · Engineering · #60G51 #60G52 #62M10 #91B70 (Secondary) #91B84 (Primary) 60G10 #Applications (stat.AP) #Capital Investment and Risk Analysis #Electric Power System Optimization #FOS: Computer and information sciences #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
- Heavy-tailed max-linear structural equation models in networks with hidden nodes
2023/06/27 by Mario Krali, A. C. Davison, Krali, Mario +3 · 2 citations
Physics and Astronomy · #60G70 #62D20 #62G32 #62H22 (Primary) #Complex Network Analysis Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Tail dependence of recursive max-linear models with regularly varying noise variables
2017/01/25 by Gissibl, Nadine, Klüppelberg, Claudia, Otto, Moritz · 1 citation
#05C75 #60G70 #62-09 #65S05 #FOS: Computer and information sciences #Methodology (stat.ME)
- Indirect Inference for Time Series Using the Empirical Characteristic\n Function and Control Variates
2019/04/17 by Richard A. Davis, Thiago do Rêgo Sousa, Davis, Richard A. +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #62F12 #62G20 #62M10 #65C05 #91G70 #FOS: Mathematics #Forecasting Techniques and Applications #Monetary Policy and Economic Impact #Statistical Methods and Inference #Statistics Theory (math.ST)