Casper G. de Vries

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All published works

Action	Title	Year	Authors
+ PDF Chat	Challenges in Implementing Worst-Case Analysis	2017	Jón Danı́elsson Lerby Murat Ergun Casper G. de Vries
+	Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation	1997	Jón Danı́elsson Laurens de Haan Liang Peng Casper G. de Vries
+ PDF Chat	Fat tail distributions and local thin tail alternatives	1996	Geert Gielens Stefan Straetmans Casper G. de Vries
+	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes	1989	Laurens de Haan Sidney I. Resnick Holger Rootzén Casper G. de Vries

Common Coauthors

Coauthor	Papers Together
Jón Danı́elsson	2
Laurens de Haan	2
Stefan Straetmans	1
Liang Peng	1
Sidney I. Resnick	1
Holger Rootzén	1
Lerby Murat Ergun	1
Geert Gielens	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS	1987	Charles M. Goldie Richard L. Smith	2
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	2
+ PDF Chat	Extremes and related properties of random sequences and processes	1984	J. Hüsler	1
+ PDF Chat	Implicit Renewal Theory and Tails of Solutions of Random Equations	1991	Charles M. Goldie	1
+ PDF Chat	Extreme Value Theory for Moving Average Processes	1986	Holger Rootzén	1
+ PDF Chat	Random difference equations and Renewal theory for products of random matrices	1973	Harry Kesten	1
+	Handbook of Mathematical Functions	1966	Donald A. McQuarrie	1
+	Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire	1943	B Gnedenko	1
+	On a stochastic difference equation and a representation of non–negative infinitely divisible random variables	1979	Wim Vervaat	1
+	Handbook of Mathematical Functions	2018		1
+	Journal of the Royal Statistical Society.	1923		1
+	Maxima and exceedances of stationary Markov chains	1988	Holger Rootzén	1
+	On Some Simple Estimates of an Exponent of Regular Variation	1982	Peter A. Hall	1
+	Maxima and exceedances of stationary Markov chains	1988	Holger Rootzén	1
+	Independent and stationary sequences of random variables	1971	И. А. Ибрагимов Ю. В. Ліннік J. F. C. Kingmán	1