68 citations · 142 across the 11 of their papers we have counts for
3 papers · 1 filter
Are Extreme Value Estimation Methods Useful for Network Data?
Phyllis Wan, Tiandong Wang, Richard A. Davis +1
Preferential attachment is an appealing edge generating mechanism for modeling social networks. It provides both an intuitive description of network growth and an explanation for t…
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Richard A. Davis, Thomas Mikosch, Ivor Cribben
Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed som…
Max-stable processes for modelling extremes observed in space and time
Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the liter…