Chair of Applied Stochastics
Organisational unit: Chair
Organisation profile
Chair holder: Prof. Dr. rer. nat. habil. Anita Behme
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik/behme
Related content and researchers (public profile)
- Researchers (public profile)
- Research output
- Journals
- Activities
Extreme value methods for estimating rare events in Utopia: EVA (2023) conference data challenge: team Lancopula Utopiversity
André, L. M., Campbell, R., D’Arcy, E., Farrell, A., Healy, D., Kakampakou, L. & Murphy, C. & 2 others, Murphy-Barltrop, C. J. R. & Speers, M., Mar 2025, In: Extremes : statistical theory and applications in science, engineering and economics. 28, 1, p. 23–45 23 p., 108025.Research output: Contribution to journal › Research article › Contributed › peer-review
Modelling non-stationarity in asymptotically independent extremes
Murphy-Barltrop, C. J. R. & Wadsworth, J. L., Nov 2024, In: Computational statistics & data analysis. 199, p. 1-18 18 p., 108025.Research output: Contribution to journal › Research article › Contributed › peer-review
Inference for bivariate extremes via a semi-parametric angular-radial model
Murphy-Barltrop, C. J. R., Mackay, E. & Jonathan, P., 3 Oct 2024, In: Extremes : statistical theory and applications in science, engineering and economics. (2024), 30 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
Murphy-Barltrop, C. J. R., Wadsworth, J. L. & Eastoe, E. F., 13 Aug 2024, In: Extremes : statistical theory and applications in science, engineering and economics. 27, 4, p. 643-671 29 p.Research output: Contribution to journal › Research article › Contributed › peer-review
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes
Behme, A., Tella, P. D. & Sideris, A., Aug 2024, In: Stochastic processes and their applications. 174, 104382.Research output: Contribution to journal › Research article › Contributed › peer-review
Extremes : statistical theory and applications in science, engineering and economics
ISSNs: 1386-1999
Additional searchable ISSN (electronic): 1572-915X
Springer, Dordrecht [u. a.], Netherlands
Scopus rating (2023): CiteScore 2.2 SJR 0.521 SNIP 1.057
Journal
Journal of Offshore Mechanics and Arctic Engineering
ISSNs: 0892-7219
Additional searchable ISSN (electronic): 1528-896X
The American Society of Mechanical Engineers(ASME), United States of America
Scopus rating (2023): CiteScore 4.2 SJR 0.485 SNIP 0.798
Journal
Statistics and Computing
ISSNs: 0960-3174
Additional searchable ISSN (electronic): 1573-1375
Springer, Dordrecht [u. a.], Netherlands
Scopus rating (2023): CiteScore 3.2 SJR 0.923 SNIP 1.413
Journal
Methodology and Computing in Applied Probability
ISSNs: 1387-5841
Additional searchable ISSN (electronic): 1573-7713
Springer, Dordrecht [u. a.]
Scopus rating (2023): CiteScore 1.7 SJR 0.43 SNIP 0.828
Journal
Theory of probability and its applications
ISSNs: 0040-585X
Additional searchable ISSN (electronic): 1095-7219
Society for Industrial and Applied Mathematics Publications, United States of America
Scopus rating (2023): CiteScore 1 SJR 0.315 SNIP 0.675
Journal
SPART 2018 - Stochastic Processes and Random Trees
Behme, A. D. (Organiser), Pitters, H. (Organiser)11 Oct 2018 → 12 Oct 2018
Activity: Organising or participating in an event › Organising an event