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researcher

M. Kratz

28 papers hereh-index 151.3k citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author6
  • middle author6
  • last author13

Across the 27 of 28 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • math.ST6
  • q-fin.RM6
  • stat.ME5
  • cs.CR1
  • math.CA1

identity via Semantic Scholar / OpenAlex

activity
20042025
most citedLevel crossings and other level functionals of stationary Gaussian processes

83 citations · 127 across the 25 of their papers we have counts for

collaborators
Showing 2016 · stat.MEShow all

1 paper · 2 filters

stat.ME2016★ 5 cited

A self-calibrating method for heavy tailed data modelling. Application in neuroscience and finance

Nehla Debbabi, Marie Kratz, Mamadou Mboup

Modelling non-homogeneous and multi-component data is a problem that challenges scientific researchers in several fields. In general, it is not possible to find a simple and closed…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.