163 citations · 237 across the 9 of their papers we have counts for
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math.PR2016★ 32 cited
Bernoulli and tail-dependence compatibility
Paul Embrechts, Marius Hofert, Ruodu Wang
The tail-dependence compatibility problem is introduced. It raises the question whether a given -matrix of entries in the unit interval is the matrix of pairwise tail-de…
stat.ME2016★ 1 cited
Hawkes graphs
Paul Embrechts, Matthias Kirchner
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful…