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Author ID: stoev.stilian-a Recent zbMATH articles by "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

Publications by Year

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.
36
2005
Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005
Stoev, Stilian; Taqqu, Murad S.
32
2004
How rich is the class of multifractional Brownian motions? Zbl 1094.60024
Stoev, Stilian A.; Taqqu, Murad S.
30
2006
On the structure and representations of max-stable processes. Zbl 1210.60053
Wang, Yizao; Stoev, Stilian A.
28
2010
Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085
Wang, Yizao; Stoev, Stilian A.
26
2011
On the ergodicity and mixing of max-stable processes. Zbl 1184.60013
Stoev, Stilian A.
26
2008
Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057
Stoev, Stilian; Taqqu, Murad S.
23
2004
Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589
Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S.
23
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.
21
2003
Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065
Kabluchko, Zakhar; Stoev, Stilian
18
2016
Path properties of the linear multifractional stable motion. Zbl 1304.28010
Stoev, Stilian; Taqqu, Murad S.
18
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.
17
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.
16
2013
On the association of sum- and max-stable processes. Zbl 1185.60055
Wang, Yizao; Stoev, Stilian A.
13
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.
12
2015
Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. Zbl 1091.62087
Stoev, Stilian; Taqqu, Murad S.
10
2005
Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041
Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S.
9
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.
7
2007
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
5
2009
Probabilities of concurrent extremes. Zbl 1409.60087
Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian
4
2018
On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090
Stoev, Stilian A.; Michailidis, George
3
2010
CRPS M-estimation for max-stable models. Zbl 1309.62100
Yuen, Robert; Stoev, Stilian
3
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.
3
2008
Decomposability for stable processes. Zbl 1235.60050
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil
2
2012
Implicit extremes and implicit max-stable laws. Zbl 1373.60055
Scheffler, Hans-Peter; Stoev, Stilian
2
2017
Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077
Stoev, Stilian; Wang, Yizao
2
2019
Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187
Gao, Zheng; Stoev, Stilian
2
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
2
2019
Principal components analysis of regularly varying functions. Zbl 1428.62258
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian
2
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
2
2019
Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201
Yuen, Robert; Stoev, Stilian
2
2014
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2
2013
Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006
Gao, Zheng; Stoev, Stilian
1
2021
Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070
Yuen, Robert; Stoev, Stilian; Cooley, Daniel
1
2020
Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028
Stoev, Stilian A.; Taqqu, Murad S.
1
2007
Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006
Gao, Zheng; Stoev, Stilian
1
2021
Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187
Gao, Zheng; Stoev, Stilian
2
2020
Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070
Yuen, Robert; Stoev, Stilian; Cooley, Daniel
1
2020
Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077
Stoev, Stilian; Wang, Yizao
2
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
2
2019
Principal components analysis of regularly varying functions. Zbl 1428.62258
Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian
2
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
2
2019
Probabilities of concurrent extremes. Zbl 1409.60087
Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian
4
2018
Implicit extremes and implicit max-stable laws. Zbl 1373.60055
Scheffler, Hans-Peter; Stoev, Stilian
2
2017
Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065
Kabluchko, Zakhar; Stoev, Stilian
18
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.
12
2015
CRPS M-estimation for max-stable models. Zbl 1309.62100
Yuen, Robert; Stoev, Stilian
3
2014
Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201
Yuen, Robert; Stoev, Stilian
2
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.
16
2013
Extreme value theory with operator norming. Zbl 1286.60047
Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A.
2
2013
Decomposability for stable processes. Zbl 1235.60050
Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil
2
2012
Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085
Wang, Yizao; Stoev, Stilian A.
26
2011
Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041
Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S.
9
2011
On the structure and representations of max-stable processes. Zbl 1210.60053
Wang, Yizao; Stoev, Stilian A.
28
2010
On the association of sum- and max-stable processes. Zbl 1185.60055
Wang, Yizao; Stoev, Stilian A.
13
2010
On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090
Stoev, Stilian A.; Michailidis, George
3
2010
Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321
Meerschaert, Mark M.; Stoev, Stilian A.
5
2009
On the ergodicity and mixing of max-stable processes. Zbl 1184.60013
Stoev, Stilian A.
26
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.
3
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.
7
2007
Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028
Stoev, Stilian A.; Taqqu, Murad S.
1
2007
How rich is the class of multifractional Brownian motions? Zbl 1094.60024
Stoev, Stilian A.; Taqqu, Murad S.
30
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.
17
2006
Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes. Zbl 1142.60355
Stoev, Stilian A.; Taqqu, Murad S.
36
2005
Path properties of the linear multifractional stable motion. Zbl 1304.28010
Stoev, Stilian; Taqqu, Murad S.
18
2005
Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations. Zbl 1091.62087
Stoev, Stilian; Taqqu, Murad S.
10
2005
Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005
Stoev, Stilian; Taqqu, Murad S.
32
2004
Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057
Stoev, Stilian; Taqqu, Murad S.
23
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.
21
2003
Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589
Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S.
23
2002
all top 5

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
all top 5

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

Citations by Year