Stilian A. Stoev

activity

20062026

most citedErgodic properties of sum- and max-stable stationary random fields via null and positive group actions

32 citations · 121 across the 34 of their papers we have counts for

collaborators

Showing 2014 · math.STShow all

2 papers · 2 filters

math.ST2014★ 4 cited

Implicit Extremes and Implicit Max-Stable Laws

Hans-Peter Scheffler, Stilian Stoev

Let $X_{1}, ..., X_{n}$ be iid random vectors and $f \geq 0$ be a non-negative function. Let also $k (n) = Argmax_{i = 1, ..., n} f (X_{i})$ . We are interested in the distribution of $X_{k(n…

math.ST2014★ 11 cited

Inference for Monotone Trends Under Dependence

Pramita Bagchi, Moulinath Banerjee, Stilian Stoev

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range depe…