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Christian Y. Robert

Identifiers

  • name variant Christian Y. Robert 0.60 · backfill

Papers (10)

  1. Power variations for a class of Brown-Resnick processes math.ST · 2018 · author #1
  2. A central limit theorem for functions of stationary max-stable random fields on $\mathbb{R}^d$ math.PR · 2018 · author #3
  3. Geometric ergodicity for some space-time max-stable Markov chains math.PR · 2017 · author #2
  4. Likelihood based inference for high-dimensional extreme value distributions stat.AP · 2014 · author #2
  5. Estimating the efficient price from the order flow: a Brownian Cox process approach q-fin.TR · 2013 · author #2
  6. Subsampling weakly dependent times series and application to extremes math.ST · 2010 · author #3
  7. A Sliding Blocks Estimator for the Extremal Index math.ST · 2008 · author #1
  8. Estimating the multivariate extremal index function stat.AP · 2008 · author #1
  9. Inference for the limiting cluster size distribution of extreme values stat.AP · 2008 · author #1
  10. Tails of random sums of a heavy-tailed number of light-tailed terms math.PR · 2007 · author #1

Mentions

  • 1403.0065 #2 · backfill · confidence 0.70 Christian Y. Robert
  • 1301.3114 #2 · backfill · confidence 0.70 Christian Y. Robert
  • 1009.0805 #3 · backfill · confidence 0.70 Christian Y. Robert
  • 0812.4233 #1 · backfill · confidence 0.70 Christian Y. Robert
  • 0810.1164 #1 · backfill · confidence 0.70 Christian Y. Robert
  • 0810.1150 #1 · backfill · confidence 0.70 Christian Y. Robert

Frequent Coauthors