Chair of Probability Theory
Organisational unit: Chair
Organisation profile
Chair holder: Prof. Dr. rer. nat. René Schilling
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik/schilling
Related content and researchers (public profile)
- Research output
- Journals
- Activities
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.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, 29 p.Research output: Contribution to journal › Research article › Contributed › peer-review
The SPAR model: A new paradigm for multivariate extremes. Application to joint distributions of metocean variables
Mackay, E., Murphy-Barltrop, C. & Jonathan, P., Jul 2024, In: Journal of Offshore Mechanics and Arctic Engineering. 147, 1, p. 1-10 10 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Developing a Fluvial and Pluvial Stochastic Flood Model of Southeast Asia
Olcese, G., Bates, P. D., Neal, J. C., Sampson, C. C., Wing, O. E. J., Quinn, N., Murphy-Barltrop, C. J. R., & 1 othersProbyn, I., 3 Jun 2024, In: Water Resources Research. 60 (2024), 6, 16 p., e2023WR036580.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 Science + Business Media, Dordrecht, 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
Osaka Journal of Mathematics
ISSNs: 0030-6126
Additional searchable ISSN (electronic): 0030-6126
Osaka University, Japan
Scopus rating (2023): CiteScore 0.9 SJR 0.369 SNIP 0.739
Journal
Stochastics and dynamics : SD
ISSNs: 0219-4937
World Scientific Publishing Co. Pte Ltd, Singapore
Scopus rating (2023): CiteScore 1.7 SJR 0.738 SNIP 0.756
Journal
Doklady Mathematics
ISSNs: 1064-5624
Additional searchable ISSN (electronic): 1531-8362
MAIK Nauka, Interperiodica Publ., Russian Federation
Scopus rating (2023): CiteScore 1 SJR 0.458 SNIP 0.589
Journal
Workshop on Stochastic Analysis and Related Topics 2016
Schilling, R. L. (Organiser), Keller-Ressel, M. (Organiser)9 May 2016 → 10 May 2016
Activity: Organising or participating in an event › Organising an event
START 2014 - Workshop on Stochastic Analysis and Related Topics
Behme, A. D. (Organiser), Schilling, R. L. (Organiser)22 Sept 2014 → 23 Sept 2014
Activity: Organising or participating in an event › Organising an event