Anders Rønn-Nielsen

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20162023

most citedExtremal clustering and cluster counting for spatial random fields

1 citations · 1 across the 4 of their papers we have counts for

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Showing 2023 · math.PRShow all

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math.PR2023

Extremes of regularly varying stochastic volatility fields

Mads Stehr, Anders Rønn-Nielsen

We consider a stationary stochastic volatility field $Y_{v} Z_{v}$ with $v \in Z^{d}$ , where $Z$ is regularly varying and $Y$ has lighter tails and is independent of $Z$ . We make -…