Institute of Mathematical Stochastics
Organisational unit: Institute
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik
Related content and researchers (public profile)
- 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.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
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
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, Philadelphia , United States of America
Scopus rating (2023): CiteScore 1 SJR 0.315 SNIP 0.675
Journal
The Annals of Probability
ISSNs: 0091-1798
Additional searchable ISSN (electronic): 2168-894X
Institute of Mathematical Statistics, United States of America
Scopus rating (2023): CiteScore 4.6 SJR 3.203 SNIP 1.953
Journal
Stochastics : an international journal of probability and stochastic processes
ISSNs: 1744-2508
Additional searchable ISSN (electronic): 1744-2516
Taylor & Francis
Scopus rating (2023): CiteScore 1.9 SJR 0.424 SNIP 0.933
Journal
Queueing Systems: Theory and Applications
ISSNs: 1572-9443
Springer Science and Business Media B.V.
Scopus rating (2022): CiteScore 2.2 SJR 0.691 SNIP 1.207
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
Affine Processes with Stochastic Discontinuities
Keller-Ressel, M. (Speaker)13 Sept 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Structural Analysis of Financial Networks
Keller-Ressel, M. (Speaker)12 Aug 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Investor-Asset Networks and Systemic Resilience
Keller-Ressel, M. (Speaker)17 Jul 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Analysis of Investor-Asset Networks
Keller-Ressel, M. (Speaker)28 Jun 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed