Edit Profile (opens in new tab) Stoev, Stilian A. Co-Author Distance Author ID: stoev.stilian-a Published as: Stoev, Stilian; Stoev, Stilian A. Documents Indexed: 48 Publications since 2002, including 1 Book and 3 Additional arXiv Preprints Co-Authors: 42 Co-Authors with 46 Joint Publications 1,073 Co-Co-Authors all top 5 Co-Authors 2 single-authored 15 Taqqu, Murad S. 6 Wang, Yizao 5 Michailidis, George C. 3 Bhattacharya, Shrijita 3 Gao, Zheng 3 Hsing, Tailen 3 Kokoszka, Piotr S. 3 Yuen, Robert 2 Kallitsis, Michael 2 Kartsioukas, Rafail 2 Marron, James Stephen 2 Meerschaert, Mark Marvin 2 Park, Cheolwoo 2 Roy, Parthanil 2 Scheffler, Hans-Peter 1 Bagchi, Pramita 1 Banerjee, Moulinath 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 Janßen, Anja 1 Kabluchko, Zakhar A. 1 King, Aaron A. 1 Lang, Gabriel 1 Miao, Hong 1 Neblung, Sebastian 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 8 Extremes 3 Advances in Applied Probability 3 Stochastic Processes and their Applications 3 Computational Statistics and Data Analysis 3 Bernoulli 2 PLISKA. Studia Mathematica Bulgarica 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 32 Probability theory and stochastic processes (60-XX) 26 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 Geometry (51-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 37 Publications have been cited 448 times in 309 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. 37 2005 Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005 Stoev, Stilian; Taqqu, Murad S. 35 2004 How rich is the class of multifractional Brownian motions? Zbl 1094.60024 Stoev, Stilian A.; Taqqu, Murad S. 34 2006 On the structure and representations of max-stable processes. Zbl 1210.60053 Wang, Yizao; Stoev, Stilian A. 31 2010 On the ergodicity and mixing of max-stable processes. Zbl 1184.60013 Stoev, Stilian A. 27 2008 Conditional sampling for spectrally discrete max-stable random fields. Zbl 1225.60085 Wang, Yizao; Stoev, Stilian A. 26 2011 Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589 Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 26 2002 Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057 Stoev, Stilian; Taqqu, Murad S. 25 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. 22 2003 Stochastic integral representations and classification of sum- and max-infinitely divisible processes. Zbl 1339.60065 Kabluchko, Zakhar; Stoev, Stilian 20 2016 Path properties of the linear multifractional stable motion. Zbl 1304.28010 Stoev, Stilian; Taqqu, Murad S. 19 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. 17 2013 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. 16 2015 On the association of sum- and max-stable processes. Zbl 1185.60055 Wang, Yizao; Stoev, Stilian A. 13 2010 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. 12 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. 8 2007 Principal components analysis of regularly varying functions. Zbl 1428.62258 Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 7 2019 Extremal limit theorems for observations separated by random power law waiting times. Zbl 1160.60321 Meerschaert, Mark M.; Stoev, Stilian A. 6 2009 Probabilities of concurrent extremes. Zbl 1409.60087 Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian 5 2018 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 4 2019 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 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 Distributionally robust inference for extreme value-at-risk. Zbl 1445.91070 Yuen, Robert; Stoev, Stilian; Cooley, Daniel 3 2020 Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187 Gao, Zheng; Stoev, Stilian 3 2020 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 3 2019 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 Upper bounds on value-at-risk for the maximum portfolio loss. Zbl 1314.91201 Yuen, Robert; Stoev, Stilian 2 2014 Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077 Stoev, Stilian; Wang, Yizao 2 2019 Extreme value theory with operator norming. Zbl 1286.60047 Meerschaert, Mark M.; Scheffler, Hans-Peter; Stoev, Stilian A. 2 2013 Limit theorems for sums of heavy-tailed variables with random dependent weights. Zbl 1134.60028 Stoev, Stilian A.; Taqqu, Murad S. 1 2007 A functional-data approach to the Argo data. Zbl 1498.62296 Yarger, Drew; Stoev, Stilian; Hsing, Tailen 1 2022 Concentration of maxima and fundamental limits in high-dimensional testing and inference. Zbl 1476.62006 Gao, Zheng; Stoev, Stilian 1 2021 Risk analysis of cumulative intraday return curves. Zbl 07064408 Kokoszka, Piotr; Miao, Hong; Stoev, Stilian; Zheng, Ben 1 2019 A functional-data approach to the Argo data. Zbl 1498.62296 Yarger, Drew; Stoev, Stilian; Hsing, Tailen 1 2022 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 3 2020 Fundamental limits of exact support recovery in high dimensions. Zbl 1473.62187 Gao, Zheng; Stoev, Stilian 3 2020 Principal components analysis of regularly varying functions. Zbl 1428.62258 Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 7 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 4 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 3 2019 Exchangeable random partitions from max-infinitely-divisible distributions. Zbl 1407.60077 Stoev, Stilian; Wang, Yizao 2 2019 Risk analysis of cumulative intraday return curves. Zbl 07064408 Kokoszka, Piotr; Miao, Hong; Stoev, Stilian; Zheng, Ben 1 2019 Probabilities of concurrent extremes. Zbl 1409.60087 Dombry, Clément; Ribatet, Mathieu; Stoev, Stilian 5 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 20 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. 16 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. 17 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. 31 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. 6 2009 On the ergodicity and mixing of max-stable processes. Zbl 1184.60013 Stoev, Stilian A. 27 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. 8 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. 34 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. 37 2005 Path properties of the linear multifractional stable motion. Zbl 1304.28010 Stoev, Stilian; Taqqu, Murad S. 19 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. 12 2005 Simulation methods for linear fractional stable motion and FARIMA using the fast Fourier transform. Zbl 1083.65005 Stoev, Stilian; Taqqu, Murad S. 35 2004 Stochastic properties of the linear multifractional stable motion. Zbl 1068.60057 Stoev, Stilian; Taqqu, Murad S. 25 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. 22 2003 Estimation of the self-similarity parameter in linear fractional stable motion. Zbl 1098.94589 Stoev, Stilian; Pipiras, Vladas; Taqqu, Murad S. 26 2002 all cited Publications top 5 cited Publications all top 5 Cited by 410 Authors 25 Stoev, Stilian A. 12 Taqqu, Murad S. 12 Wang, Yizao 11 Hashorva, Enkelejd 11 Schlather, Martin 10 Kabluchko, Zakhar A. 9 Kokoszka, Piotr S. 9 Lévy Véhel, Jacques 8 Didier, Gustavo 7 Abry, Patrice 7 Ayache, Antoine 7 Dombry, Clément 6 Engelke, Sebastian 6 Roy, Parthanil 6 Sabzikar, Farzad 5 Dębicki, Krzysztof 5 Falk, Michael 5 Jach, Agnieszka E. 5 Lacaux, Céline 5 Le Guével, Ronan 5 Molchanov, Ilya S. 5 Oesting, Marco 5 Park, Cheolwoo 5 Podolskij, Mark 5 Scheffler, Hans-Peter 5 Strokorb, Kirstin 5 Zott, Maximilian 4 Biermé, Hermine 4 Hamonier, Julien 4 Ionides, Edward L. 4 Meerschaert, Mark Marvin 4 Peng, Qidi 4 Pipiras, Vladas 4 Samorodnitsky, Gennady Pinkhosovich 4 Segers, Johan 4 Wyłomańska, Agnieszka 4 Xiao, Yimin 3 Bardet, Jean-Marc 3 Beirlant, Jan 3 Bisewski, Krzysztof 3 Bladt, Martin 3 Boniece, B. Cooper 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 Janßen, Anja 3 Klüppelberg, Claudia 3 Kumar, Arun 3 Lebovits, Joachim 3 Philippe, Anne 3 Reich, Brian James 3 Shaby, Benjamin A. 3 Yuen, Robert 2 Balança, Paul 2 Basrak, Bojan 2 Basse-O’Connor, Andreas 2 Beran, Jan 2 Bondon, Pascal 2 Bretó, Carles 2 Burnecki, Krzysztof 2 Cooley, Daniel S. 2 Dai, Hongshuai 2 Ding, Yujia 2 Dozzi, Marco E. 2 Drees, Holger 2 Durieu, Olivier 2 Eyi-Minko, Frédéric 2 Falconer, Kenneth J. 2 Frías, María P. 2 Gajda, Janusz 2 Garcin, Matthieu 2 Grahovac, Danijel 2 Halloran, M. Elizabeth 2 Helgason, Hannes 2 Huh, Jib 2 Kim, Mihyun 2 King, Aaron A. 2 Koch, Erwan 2 Leonenko, Nikolai N. 2 Li, Yuqiang 2 Ling, Shiqing 2 Maleki, Yasaman 2 Marron, James Stephen 2 McElroy, Tucker S. 2 Michailidis, George C. 2 Mies, Fabian 2 Moulines, Eric 2 Nguyen, Dao 2 Olsen, Lena Ringstad 2 O’Neill, Philip D. 2 Opitz, Thomas 2 Owada, Takashi 2 Park, Joonha 2 Picchini, Umberto 2 Rezakhah, Saeid 2 Roueff, François ...and 310 more Authors all top 5 Cited in 89 Serials 35 Extremes 24 Stochastic Processes and their Applications 17 Bernoulli 15 Statistics & Probability Letters 10 The Annals of Statistics 10 Journal of Multivariate Analysis 9 Journal of Theoretical Probability 9 Computational Statistics and Data Analysis 8 Journal of Applied Probability 8 Journal of Time Series Analysis 8 Electronic Journal of Statistics 6 Lithuanian Mathematical Journal 6 The Annals of Applied Statistics 5 Advances in Applied Probability 5 The Annals of Probability 5 Journal of the American Statistical Association 5 Communications in Statistics. Simulation and Computation 5 Fractals 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Scandinavian Journal of Statistics 4 Journal of Statistical Planning and Inference 4 Probability and Mathematical Statistics 4 Electronic Journal of Probability 4 Statistical Inference for Stochastic Processes 3 Journal of Statistical Physics 3 Physica A 3 Journal of Econometrics 3 Statistical Science 3 Communications in Statistics. Theory and Methods 3 Journal of Statistical Computation and Simulation 3 Methodology and Computing in Applied Probability 3 Stochastics 3 Statistics and Computing 2 Journal of Mathematical Physics 2 Chaos, Solitons and Fractals 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Statistics 2 Computational Statistics 2 The Journal of Fourier Analysis and Applications 2 Oberwolfach Reports 2 Journal of Physics A: Mathematical and Theoretical 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Studia Mathematica 1 Annals of the Institute of Statistical Mathematics 1 Biometrics 1 International Statistical Review 1 Mathematica Slovaca 1 Transactions of the American Mathematical Society 1 Physica D 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 International Transactions in Operational Research 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 Quantitative Finance 1 Stochastic Models 1 Statistical Modelling 1 Stochastics and Dynamics 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 1 Advances in Operator Theory 1 Environmetrics all top 5 Cited in 27 Fields 218 Probability theory and stochastic processes (60-XX) 170 Statistics (62-XX) 30 Numerical analysis (65-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Harmonic analysis on Euclidean spaces (42-XX) 10 Dynamical systems and ergodic theory (37-XX) 9 Biology and other natural sciences (92-XX) 8 Measure and integration (28-XX) 7 Operations research, mathematical programming (90-XX) 4 General and overarching topics; collections (00-XX) 4 Real functions (26-XX) 4 Computer science (68-XX) 4 Geophysics (86-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 2 Convex and discrete geometry (52-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Algebraic geometry (14-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year