Edit Profile (opens in new tab) Stoev, Stilian A. Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 1142.60355Stoev, Stilian A.; Taqqu, Murad S. 36 2005 Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005Stoev, Stilian; Taqqu, Murad S. 32 2004 How rich is the class of multifractional Brownian motions? Zbl 1094.60024Stoev, Stilian A.; Taqqu, Murad S. 30 2006 On the structure and representations of max-stable processes. Zbl 1210.60053Wang, Yizao; Stoev, Stilian A. 28 2010 Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085Wang, Yizao; Stoev, Stilian A. 26 2011 On the ergodicity and mixing of max-stable processes. Zbl 1184.60013Stoev, Stilian A. 26 2008 Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057Stoev, Stilian; Taqqu, Murad S. 23 2004 Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 23 2002 Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077Bardet, 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 1339.60065Kabluchko, Zakhar; Stoev, Stilian 18 2016 Path properties of the linear multifractional stable motion. Zbl 1304.28010Stoev, Stilian; Taqqu, Murad S. 18 2005 LASS: a tool for the local analysis of self-similarity. Zbl 1445.62240Stoev, 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 1273.60062Wang, Yizao; Roy, Parthanil; Stoev, Stilian A. 16 2013 On the association of sum- and max-stable processes. Zbl 1185.60055Wang, Yizao; Stoev, Stilian A. 13 2010 Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345Ionides, 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 1091.62087Stoev, Stilian; Taqqu, Murad S. 10 2005 Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S. 9 2011 Visualization and inference based on wavelet coefficients, SiZer and SiNos. Zbl 1445.62236Park, 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 1160.60321Meerschaert, Mark M.; Stoev, Stilian A. 5 2009 Probabilities of concurrent extremes. Zbl 1409.60087Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian 4 2018 On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090Stoev, Stilian A.; Michailidis, George 3 2010 CRPS M-estimation for max-stable models. Zbl 1309.62100Yuen, Robert; Stoev, Stilian 3 2014 Confidence intervals for the long memory parameter based on wavelets and resampling. Zbl 1135.62023Conti, Pier Luigi; De Giovanni, Livia; Stoev, Stilian A.; Taqqu, Murad S. 3 2008 Decomposability for stable processes. Zbl 1235.60050Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil 2 2012 Implicit extremes and implicit max-stable laws. Zbl 1373.60055Scheffler, Hans-Peter; Stoev, Stilian 2 2017 Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077Stoev, Stilian; Wang, Yizao 2 2019 Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187Gao, Zheng; Stoev, Stilian 2 2020 Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. Zbl 1418.62215Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian 2 2019 Principal components analysis of regularly varying functions. Zbl 1428.62258Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 2 2019 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 2 2019 Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201Yuen, Robert; Stoev, Stilian 2 2014 Extreme value theory with operator norming. Zbl 1286.60047Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A. 2 2013 Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006Gao, Zheng; Stoev, Stilian 1 2021 Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070Yuen, Robert; Stoev, Stilian; Cooley, Daniel 1 2020 Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028Stoev, Stilian A.; Taqqu, Murad S. 1 2007 Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006Gao, Zheng; Stoev, Stilian 1 2021 Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187Gao, Zheng; Stoev, Stilian 2 2020 Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070Yuen, Robert; Stoev, Stilian; Cooley, Daniel 1 2020 Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077Stoev, Stilian; Wang, Yizao 2 2019 Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data. Zbl 1418.62215Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian 2 2019 Principal components analysis of regularly varying functions. Zbl 1428.62258Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 2 2019 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 2 2019 Probabilities of concurrent extremes. Zbl 1409.60087Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian 4 2018 Implicit extremes and implicit max-stable laws. Zbl 1373.60055Scheffler, Hans-Peter; Stoev, Stilian 2 2017 Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065Kabluchko, Zakhar; Stoev, Stilian 18 2016 Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A. 12 2015 CRPS M-estimation for max-stable models. Zbl 1309.62100Yuen, Robert; Stoev, Stilian 3 2014 Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201Yuen, Robert; Stoev, Stilian 2 2014 Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions. Zbl 1273.60062Wang, Yizao; Roy, Parthanil; Stoev, Stilian A. 16 2013 Extreme value theory with operator norming. Zbl 1286.60047Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A. 2 2013 Decomposability for stable processes. Zbl 1235.60050Wang, Yizao; Stoev, Stilian A.; Roy, Parthanil 2 2012 Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085Wang, Yizao; Stoev, Stilian A. 26 2011 Estimating heavy-tail exponents through max self-similarity. Zbl 1366.62041Stoev, Stilian A.; Michailidis, George; Taqqu, Murad S. 9 2011 On the structure and representations of max-stable processes. Zbl 1210.60053Wang, Yizao; Stoev, Stilian A. 28 2010 On the association of sum- and max-stable processes. Zbl 1185.60055Wang, Yizao; Stoev, Stilian A. 13 2010 On the estimation of the heavy-tail exponent in time series using the max-spectrum. Zbl 1226.91090Stoev, Stilian A.; Michailidis, George 3 2010 Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321Meerschaert, Mark M.; Stoev, Stilian A. 5 2009 On the ergodicity and mixing of max-stable processes. Zbl 1184.60013Stoev, Stilian A. 26 2008 Confidence intervals for the long memory parameter based on wavelets and resampling. Zbl 1135.62023Conti, Pier Luigi; De Giovanni, Livia; Stoev, Stilian A.; Taqqu, Murad S. 3 2008 Visualization and inference based on wavelet coefficients, SiZer and SiNos. Zbl 1445.62236Park, 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 1134.60028Stoev, Stilian A.; Taqqu, Murad S. 1 2007 How rich is the class of multifractional Brownian motions? Zbl 1094.60024Stoev, Stilian A.; Taqqu, Murad S. 30 2006 LASS: a tool for the local analysis of self-similarity. Zbl 1445.62240Stoev, 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 1142.60355Stoev, Stilian A.; Taqqu, Murad S. 36 2005 Path properties of the linear multifractional stable motion. Zbl 1304.28010Stoev, 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 1091.62087Stoev, Stilian; Taqqu, Murad S. 10 2005 Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005Stoev, Stilian; Taqqu, Murad S. 32 2004 Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057Stoev, Stilian; Taqqu, Murad S. 23 2004 Semi-parametric estimation of the long-range dependence parameter: A survey. Zbl 1032.62077Bardet, 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 1098.94589Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 23 2002 all cited Publications top 5 cited Publications 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 all top 5 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) Citations by Year