10 citations · 17 across the 7 of their papers we have counts for
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stat.ME2015
Optimal design, financial and risk modelling with stochastic processes having semicontinuous covariances
Milan Stehlik, Christian Helpersdorfer, Philipp Hermann
A.N. Kolmogorov proposed several problems on stochastic processes, which has been rarely addressed later on. One of the open problems are stochastic processes with discontinuous co…
stat.ME2015
Flexible Extreme Value Inference And Hill Plots For A Small, Mid And Large Samples
Pavlina Jordanova, Milan Stehlik
Asymptotic normality of extreme value tail estimators received much attention in the literature, giving rise to increasingly complicated 2nd order regularity conditions. However, s…