Yuen, Robert; Stoev, Stilian; Cooley, Daniel Distributionally robust inference for extreme value-at-risk. (English) Zbl 1445.91070 Insur. Math. Econ. 92, 70-89 (2020). MSC: 91G70 90C05 90C34 PDFBibTeX XMLCite \textit{R. Yuen} et al., Insur. Math. Econ. 92, 70--89 (2020; Zbl 1445.91070) Full Text: DOI arXiv
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian Principal components analysis of regularly varying functions. (English) Zbl 1428.62258 Bernoulli 25, No. 4B, 3864-3882 (2019). MSC: 62H25 62E20 62G20 62R10 PDFBibTeX XMLCite \textit{P. Kokoszka} et al., Bernoulli 25, No. 4B, 3864--3882 (2019; Zbl 1428.62258) Full Text: DOI arXiv Euclid
Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. (English) Zbl 1418.62215 Electron. J. Stat. 13, No. 1, 1872-1925 (2019). MSC: 62G32 62G35 62G30 PDFBibTeX XMLCite \textit{S. Bhattacharya} et al., Electron. J. Stat. 13, No. 1, 1872--1925 (2019; Zbl 1418.62215) Full Text: DOI arXiv Euclid
Stoev, Stilian; Wang, Yizao Exchangeable random partitions from max-infinitely-divisible distributions. (English) Zbl 1407.60077 Stat. Probab. Lett. 146, 50-56 (2019). MSC: 60G70 60C05 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{Y. Wang}, Stat. Probab. Lett. 146, 50--56 (2019; Zbl 1407.60077) Full Text: DOI arXiv
Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian Probabilities of concurrent extremes. (English) Zbl 1409.60087 J. Am. Stat. Assoc. 113, No. 524, 1565-1582 (2018). MSC: 60G70 60G52 62M30 62M40 62P12 PDFBibTeX XMLCite \textit{C. Dombry} et al., J. Am. Stat. Assoc. 113, No. 524, 1565--1582 (2018; Zbl 1409.60087) Full Text: DOI arXiv
Scheffler, Hans-Peter; Stoev, Stilian Implicit extremes and implicit max-stable laws. (English) Zbl 1373.60055 Extremes 20, No. 2, 265-299 (2017). MSC: 60F05 60G70 62G32 PDFBibTeX XMLCite \textit{H.-P. Scheffler} and \textit{S. Stoev}, Extremes 20, No. 2, 265--299 (2017; Zbl 1373.60055) Full Text: DOI arXiv
Kabluchko, Zakhar; Stoev, Stilian Stochastic integral representations and classification of sum- and max-infinitely divisible processes. (English) Zbl 1339.60065 Bernoulli 22, No. 1, 107-142 (2016). Reviewer: Anna Karczewska (Zielona Gora) MSC: 60H05 60E07 60G55 PDFBibTeX XMLCite \textit{Z. Kabluchko} and \textit{S. Stoev}, Bernoulli 22, No. 1, 107--142 (2016; Zbl 1339.60065) Full Text: DOI arXiv Euclid
Wang, Yizao; Roy, Parthanil; Stoev, Stilian A. Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions. (English) Zbl 1273.60062 Ann. Probab. 41, No. 1, 206-228 (2013). Reviewer: Peter Kern (Düsseldorf) MSC: 60G60 60G10 60G52 37A40 37A50 PDFBibTeX XMLCite \textit{Y. Wang} et al., Ann. Probab. 41, No. 1, 206--228 (2013; Zbl 1273.60062) Full Text: DOI arXiv Euclid
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil Decomposability for stable processes. (English) Zbl 1235.60050 Stochastic Processes Appl. 122, No. 3, 1093-1109 (2012). MSC: 60G52 60G70 PDFBibTeX XMLCite \textit{Y. Wang} et al., Stochastic Processes Appl. 122, No. 3, 1093--1109 (2012; Zbl 1235.60050) Full Text: DOI arXiv
Stoev, Stilian A.; Michailidis, George On the estimation of the heavy-tail exponent in time series using the max-spectrum. (English) Zbl 1226.91090 Appl. Stoch. Models Bus. Ind. 26, No. 3, 224-253 (2010). MSC: 91G70 91B84 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{G. Michailidis}, Appl. Stoch. Models Bus. Ind. 26, No. 3, 224--253 (2010; Zbl 1226.91090) Full Text: DOI arXiv Link
Wang, Yizao; Stoev, Stilian A. On the structure and representations of max-stable processes. (English) Zbl 1210.60053 Adv. Appl. Probab. 42, No. 3, 855-877 (2010). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 60G10 60G52 37A50 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{S. A. Stoev}, Adv. Appl. Probab. 42, No. 3, 855--877 (2010; Zbl 1210.60053) Full Text: DOI arXiv
Wang, Yizao; Stoev, Stilian A. On the association of sum- and max-stable processes. (English) Zbl 1185.60055 Stat. Probab. Lett. 80, No. 5-6, 480-488 (2010). MSC: 60G70 60G52 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{S. A. Stoev}, Stat. Probab. Lett. 80, No. 5--6, 480--488 (2010; Zbl 1185.60055) Full Text: DOI arXiv
Meerschaert, Mark M.; Stoev, Stilian A. Extremal limit theorems for observations separated by random power law waiting times. (English) Zbl 1160.60321 J. Stat. Plann. Inference 139, No. 7, 2175-2188 (2009). MSC: 60G70 60F15 PDFBibTeX XMLCite \textit{M. M. Meerschaert} and \textit{S. A. Stoev}, J. Stat. Plann. Inference 139, No. 7, 2175--2188 (2009; Zbl 1160.60321) Full Text: DOI
Stoev, Stilian A. On the ergodicity and mixing of max-stable processes. (English) Zbl 1184.60013 Stochastic Processes Appl. 118, No. 9, 1679-1705 (2008). MSC: 60G52 60G70 60G10 60G57 PDFBibTeX XMLCite \textit{S. A. Stoev}, Stochastic Processes Appl. 118, No. 9, 1679--1705 (2008; Zbl 1184.60013) Full Text: DOI
Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 9, No. 1, 55--87 (2007; Zbl 1134.60028) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Path properties of the linear multifractional stable motion. (English) Zbl 1304.28010 Fractals 13, No. 2, 157-178 (2005). MSC: 28A80 60G22 62M10 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Fractals 13, No. 2, 157--178 (2005; Zbl 1304.28010) Full Text: DOI
Stoev, Stilian A.; Taqqu, Murad S. Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. (English) Zbl 1142.60355 Extremes 8, No. 4, 237-266 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60H05 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Extremes 8, No. 4, 237--266 (2005; Zbl 1142.60355) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. (English) Zbl 1091.62087 J. Time Ser. Anal. 26, No. 2, 211-249 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, J. Time Ser. Anal. 26, No. 2, 211--249 (2005; Zbl 1091.62087) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. (English) Zbl 1083.65005 Fractals 12, No. 1, 95-121 (2004). MSC: 65C50 60-04 65Y15 60G52 62M10 90B18 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Fractals 12, No. 1, 95--121 (2004; Zbl 1083.65005) Full Text: DOI
Stoev, Stilian; Taqqu, Murad S. Stochastic properties of the linear multifractional stable motion. (English) Zbl 1068.60057 Adv. Appl. Probab. 36, No. 4, 1085-1115 (2004). Reviewer: Peter Becker-Kern (Debrecen) MSC: 60G18 60E07 60K99 60G17 PDFBibTeX XMLCite \textit{S. Stoev} and \textit{M. S. Taqqu}, Adv. Appl. Probab. 36, No. 4, 1085--1115 (2004; Zbl 1068.60057) Full Text: DOI