3 citations · 8 across the 9 of their papers we have counts for
10 papers
Extremal properties of evolving networks: local dependence and heavy tails
Natalia Markovich
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index show…
Weighted maxima and sums of non-stationary random length sequences in heavy-tailed models
Natalia Markovich
The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (20…
Extremes of Sums and Maxima with Application to Random Networks
Natalia Markovich
The sums and maxima of non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The…
Threshold selection for extremal index estimation
Natalia M. Markovich, Igor V. Rodionov
We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-…
Modification of Moment-Based Tail Index Estimator: Sums versus Maxima
Natalia Markovich, Marijus Vaičiulis
In this paper we continue the investigation of the SRCEN estimator of the extreme value index (or the tail index ) proposed in \cite{MCE} for . We propose a new e…
Clustering and Hitting Times of Threshold Exceedances and Applications
Natalia Markovich
We investigate exceedances of the process over a sufficiently high threshold. The exceedances determine the risk of hazardous events like climate catastrophes, huge insurance claim…