## Stoev, Stilian A.

Compute Distance To:
 Author ID: stoev.stilian-a Published as: Stoev, Stilian; Stoev, Stilian A.
 Documents Indexed: 42 Publications since 2002, including 1 Book Co-Authors: 38 Co-Authors with 40 Joint Publications 936 Co-Co-Authors
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### Co-Authors

 2 single-authored 13 Taqqu, Murad S. 6 Wang, Yizao 4 Michailidis, George C. 3 Gao, Zheng 3 Kokoszka, Piotr S. 3 Yuen, Robert 2 Bhattacharya, Shrijita 2 Hsing, Tailen 2 Marron, James Stephen 2 Meerschaert, Mark Marvin 2 Park, Cheolwoo 2 Roy, Parthanil 2 Scheffler, Hans-Peter 1 Bardet, Jean-Marc 1 Conti, Pier Luigi 1 Cooley, Daniel S. 1 De Giovanni, Livia 1 Dombry, Clément 1 French, Joshua P. 1 Godtliebsen, Fred 1 Hall, Lauren M. 1 Hamidieh, Kamal 1 Ionides, Edward L. 1 Kabluchko, Zakhar A. 1 Kallitsis, Michael 1 Kartsioukas, Rafail 1 King, Aaron A. 1 Lang, Gabriel 1 Miao, Hong 1 Nguyen, Dao 1 Oppenheim, Georges G. 1 Philippe, Anne 1 Pipiras, Vladas 1 Ribatet, Mathieu 1 Shen, Jinqi 1 Xiong, Qian 1 Yarger, Drew 1 Zheng, Ben
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### Serials

 7 Extremes 3 Advances in Applied Probability 3 Stochastic Processes and their Applications 3 Computational Statistics and Data Analysis 3 Bernoulli 2 Statistics & Probability Letters 2 Fractals 2 Applied Stochastic Models in Business and Industry 1 IEEE Transactions on Information Theory 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Journal of Statistical Planning and Inference 1 Insurance Mathematics & Economics 1 Journal of Time Series Analysis 1 Signal Processing 1 Proceedings of the National Academy of Sciences of the United States of America 1 Statistica Sinica 1 Serdica Mathematical Journal 1 Electronic Journal of Probability 1 Methodology and Computing in Applied Probability 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Journal of Time Series Econometrics 1 SpringerBriefs in Probability and Mathematical Statistics
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### Fields

 28 Probability theory and stochastic processes (60-XX) 24 Statistics (62-XX) 4 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Information and communication theory, circuits (94-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Geophysics (86-XX)

### Citations contained in zbMATH Open

35 Publications have been cited 404 times in 272 Documents Cited by Year
Extremal stochastic integrals: a parallel between max-stable processes and $$\alpha$$-stable processes. Zbl 1142.60355
Stoev, Stilian A.; Taqqu, Murad S.
2005
Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005
2004
How rich is the class of multifractional Brownian motions? Zbl 1094.60024
Stoev, Stilian A.; Taqqu, Murad S.
2006
On the structure and representations of max-stable processes. Zbl 1210.60053
Wang, Yizao; Stoev, Stilian A.
2010
Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085
Wang, Yizao; Stoev, Stilian A.
2011
On the ergodicity and mixing of max-stable processes. Zbl 1184.60013
Stoev, Stilian A.
2008
Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057
2004
Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589
2002
Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077
Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian; Taqqu, Murad S.
2003
Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065
Kabluchko, Zakhar; Stoev, Stilian
2016
Path properties of the linear multifractional stable motion. Zbl 1304.28010
2005
LASS: a tool for the local analysis of self-similarity. Zbl 1445.62240
Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S.
2006
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions. Zbl 1273.60062
Wang, Yizao; Roy, Parthanil; Stoev, Stilian A.
2013
On the association of sum- and max-stable processes. Zbl 1185.60055
Wang, Yizao; Stoev, Stilian A.
2010
Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345
Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A.
2015
Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. Zbl 1091.62087
2005
Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041
Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S.
2011
Visualization and inference based on wavelet coefficients, SiZer and SiNos. Zbl 1445.62236
Park, Cheolwoo; Godtliebsen, Fred; Taqqu, Murad; Stoev, Stilian; Marron, J. S.
2007
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
2009
Probabilities of concurrent extremes. Zbl 1409.60087
Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian
2018
On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090
Stoev, Stilian A.; Michailidis, George
2010
CRPS M-estimation for max-stable models. Zbl 1309.62100
Yuen, Robert; Stoev, Stilian
2014
Confidence intervals for the long memory parameter based on wavelets and resampling. Zbl 1135.62023
Conti, Pier Luigi; De Giovanni, Livia; Stoev, Stilian A.; Taqqu, Murad S.
2008
Decomposability for stable processes. Zbl 1235.60050
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil
2012
Implicit extremes and implicit max-stable laws. Zbl 1373.60055
Scheffler, Hans-Peter; Stoev, Stilian
2017
Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077
Stoev, Stilian; Wang, Yizao
2019
Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187
Gao, Zheng; Stoev, Stilian
2020
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. Zbl 1418.62215
Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian
2019
Principal components analysis of regularly varying functions. Zbl 1428.62258
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian
2019
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065
French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren
2019
Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201
Yuen, Robert; Stoev, Stilian
2014
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2013
Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006
Gao, Zheng; Stoev, Stilian
2021
Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070
Yuen, Robert; Stoev, Stilian; Cooley, Daniel
2020
Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028
Stoev, Stilian A.; Taqqu, Murad S.
2007
Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006
Gao, Zheng; Stoev, Stilian
2021
Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187
Gao, Zheng; Stoev, Stilian
2020
Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070
Yuen, Robert; Stoev, Stilian; Cooley, Daniel
2020
Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077
Stoev, Stilian; Wang, Yizao
2019
Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. Zbl 1418.62215
Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian
2019
Principal components analysis of regularly varying functions. Zbl 1428.62258
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian
2019
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065
French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren
2019
Probabilities of concurrent extremes. Zbl 1409.60087
Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian
2018
Implicit extremes and implicit max-stable laws. Zbl 1373.60055
Scheffler, Hans-Peter; Stoev, Stilian
2017
Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065
Kabluchko, Zakhar; Stoev, Stilian
2016
Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345
Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A.
2015
CRPS M-estimation for max-stable models. Zbl 1309.62100
Yuen, Robert; Stoev, Stilian
2014
Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201
Yuen, Robert; Stoev, Stilian
2014
Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions. Zbl 1273.60062
Wang, Yizao; Roy, Parthanil; Stoev, Stilian A.
2013
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2013
Decomposability for stable processes. Zbl 1235.60050
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil
2012
Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085
Wang, Yizao; Stoev, Stilian A.
2011
Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041
Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S.
2011
On the structure and representations of max-stable processes. Zbl 1210.60053
Wang, Yizao; Stoev, Stilian A.
2010
On the association of sum- and max-stable processes. Zbl 1185.60055
Wang, Yizao; Stoev, Stilian A.
2010
On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090
Stoev, Stilian A.; Michailidis, George
2010
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
2009
On the ergodicity and mixing of max-stable processes. Zbl 1184.60013
Stoev, Stilian A.
2008
Confidence intervals for the long memory parameter based on wavelets and resampling. Zbl 1135.62023
Conti, Pier Luigi; De Giovanni, Livia; Stoev, Stilian A.; Taqqu, Murad S.
2008
Visualization and inference based on wavelet coefficients, SiZer and SiNos. Zbl 1445.62236
Park, Cheolwoo; Godtliebsen, Fred; Taqqu, Murad; Stoev, Stilian; Marron, J. S.
2007
Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028
Stoev, Stilian A.; Taqqu, Murad S.
2007
How rich is the class of multifractional Brownian motions? Zbl 1094.60024
Stoev, Stilian A.; Taqqu, Murad S.
2006
LASS: a tool for the local analysis of self-similarity. Zbl 1445.62240
Stoev, Stilian; Taqqu, Murad S.; Park, Cheolwoo; Michailidis, George; Marron, J. S.
2006
Extremal stochastic integrals: a parallel between max-stable processes and $$\alpha$$-stable processes. Zbl 1142.60355
Stoev, Stilian A.; Taqqu, Murad S.
2005
Path properties of the linear multifractional stable motion. Zbl 1304.28010
2005
Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. Zbl 1091.62087
2005
Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005
2004
Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057
2004
Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077
Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian; Taqqu, Murad S.
2003
Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589
2002
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### Cited by 351 Authors

 23 Stoev, Stilian A. 12 Taqqu, Murad S. 12 Wang, Yizao 11 Schlather, Martin 10 Hashorva, Enkelejd 10 Kabluchko, Zakhar A. 10 Lévy Véhel, Jacques 7 Didier, Gustavo 7 Dombry, Clément 6 Abry, Patrice 6 Ayache, Antoine 6 Engelke, Sebastian 6 Kokoszka, Piotr S. 6 Roy, Parthanil 5 Dębicki, Krzysztof 5 Falk, Michael 5 Jach, Agnieszka E. 5 Lacaux, Céline 5 Le Guével, Ronan 5 Molchanov, Ilya S. 5 Park, Cheolwoo 5 Scheffler, Hans-Peter 5 Strokorb, Kirstin 5 Zott, Maximilian 4 Biermé, Hermine 4 Hamonier, Julien 4 Oesting, Marco 4 Pipiras, Vladas 4 Podolskij, Mark 4 Samorodnitsky, Gennady Pinkhosovich 4 Segers, Johan 4 Wyłomańska, Agnieszka 4 Xiao, Yimin 3 Bardet, Jean-Marc 3 Davis, Richard A. 3 de Haan, Laurens 3 Einmahl, John H. J. 3 Godtliebsen, Fred 3 Hees, Katharina 3 Herbin, Erick 3 Hofmann, Martin 3 Ionides, Edward L. 3 Klüppelberg, Claudia 3 Lebovits, Joachim 3 McElroy, Tucker S. 3 Meerschaert, Mark Marvin 3 Peng, Qidi 3 Philippe, Anne 3 Reich, Brian James 3 Sabzikar, Farzad 3 Shaby, Benjamin A. 3 Yuen, Robert 2 Balança, Paul 2 Basse-O’Connor, Andreas 2 Beran, Jan 2 Bladt, Martin 2 Bondon, Pascal 2 Boniece, B. Cooper 2 Bretó, Carles 2 Cooley, Daniel S. 2 Dai, Hongshuai 2 Ding, Yujia 2 Dozzi, Marco E. 2 Durieu, Olivier 2 Eyi-Minko, Frédéric 2 Falconer, Kenneth J. 2 Frías, María P. 2 Gajda, Janusz 2 Grahovac, Danijel 2 Helgason, Hannes 2 Huh, Jib 2 Janßen, Anja 2 Koch, Erwan 2 Kumar, Amit N. 2 Leonenko, Nikolai N. 2 Li, Yuqiang 2 Ling, Shiqing 2 Maleki, Yasaman 2 Marron, James Stephen 2 Michailidis, George C. 2 Moulines, Eric 2 Nguyen, Dao 2 Olsen, Lena Ringstad 2 Owada, Takashi 2 Picchini, Umberto 2 Rezakhah, Saeid 2 Roueff, François 2 Ruiz-Medina, María Dolores 2 Sikora, Grzegorz 2 Song, Li 2 Surgailis, Donatas 2 Tudor, Ciprian A. 2 Vaičiulis, Marijus 2 Wu, Dongsheng 1 Albrecher, Hansjörg 1 Alonso, Francisco Javier 1 Améndola, Carlos 1 Ammy-Driss, Ayoub 1 Anderes, Ethan B. 1 Andrianakis, Ioannis ...and 251 more Authors
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### Cited in 80 Serials

 32 Extremes 24 Stochastic Processes and their Applications 16 Bernoulli 15 Statistics & Probability Letters 10 Journal of Multivariate Analysis 9 Journal of Theoretical Probability 9 Computational Statistics and Data Analysis 7 The Annals of Statistics 6 Lithuanian Mathematical Journal 6 Journal of Applied Probability 5 Advances in Applied Probability 5 The Annals of Probability 5 Fractals 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Electronic Journal of Statistics 5 The Annals of Applied Statistics 4 Journal of Statistical Planning and Inference 4 Journal of Time Series Analysis 4 Probability and Mathematical Statistics 4 Communications in Statistics. Simulation and Computation 4 Electronic Journal of Probability 3 Journal of Statistical Physics 3 Physica A 3 Journal of the American Statistical Association 3 Journal of Econometrics 3 Statistical Science 3 Communications in Statistics. Theory and Methods 3 Journal of Statistical Computation and Simulation 3 Statistical Inference for Stochastic Processes 3 Methodology and Computing in Applied Probability 3 Stochastics 3 Statistics and Computing 2 Journal of Mathematical Physics 2 Scandinavian Journal of Statistics 2 Chaos, Solitons and Fractals 2 Insurance Mathematics & Economics 2 Computational Statistics 2 The Journal of Fourier Analysis and Applications 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Annals of the Institute of Statistical Mathematics 1 Biometrics 1 Mathematica Slovaca 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Physica D 1 Statistics 1 Signal Processing 1 Economics Letters 1 The Annals of Applied Probability 1 European Journal of Operational Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematics. Series B (English Edition) 1 Theory of Probability and Mathematical Statistics 1 Applied and Computational Harmonic Analysis 1 Random Operators and Stochastic Equations 1 Mathematical Finance 1 Chaos 1 Journal of Applied Statistics 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Communications in Contemporary Mathematics 1 Applied Stochastic Models in Business and Industry 1 Annales Mathematicae Silesianae 1 Stochastic Models 1 Statistical Modelling 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Statistical Methods and Applications 1 Journal of Statistical Mechanics: Theory and Experiment 1 Science China. Mathematics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Probability and Statistics 1 Fluctuation and Noise Letters (FNL) 1 Annals of Finance 1 Frontiers of Computer Science 1 Communications in Mathematics and Statistics 1 SIAM/ASA Journal on Uncertainty Quantification 1 Journal of Statistical Distributions and Applications
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### Cited in 23 Fields

 197 Probability theory and stochastic processes (60-XX) 143 Statistics (62-XX) 29 Numerical analysis (65-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Measure and integration (28-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Operations research, mathematical programming (90-XX) 6 Biology and other natural sciences (92-XX) 4 Information and communication theory, circuits (94-XX) 3 Real functions (26-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Convex and discrete geometry (52-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX)