Extremes and related properties of random sequences and processes MR Leadbetter, G Lindgren, H Rootzén Springer Science & Business Media, 2012 | 5487 | 2012 |
A new generation of algorithms for computerized threshold perimetry, SITA B Bengtsson, J Olsson, A Heijl, H Rootzén Acta Ophthalmologica Scandinavica 75 (4), 368-375, 1997 | 563 | 1997 |
Is network traffic appriximated by stable Lévy motion or fractional Brownian motion? T Mikosch, S Resnick, H Rootzén, A Stegeman The annals of applied probability 12 (1), 23-68, 2002 | 419 | 2002 |
Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes L de Haan, SI Resnick, H Rootzén, CG de Vries Stochastic Processes and their Applications 32 (2), 213-224, 1989 | 374 | 1989 |
Extremal theory for stochastic processes MR Leadbetter, H Rootzen The Annals of Probability, 431-478, 1988 | 371 | 1988 |
Stationary stochastic processes G Lindgren, H Rootzén, M Sandsten Theory and Applications; Texts in Statistical Science Series; CRC Press …, 2013 | 298* | 2013 |
Extreme values in finance, telecommunications, and the environment B Finkenstadt, H Rootzén CRC Press, 2003 | 282 | 2003 |
Multivariate generalized Pareto distributions H Rootzén, N Tajvidi Bernoulli 12 (5), 917-930, 2006 | 270 | 2006 |
Design life level: quantifying risk in a changing climate H Rootzén, RW Katz Water Resources Research 49 (9), 5964-5972, 2013 | 240 | 2013 |
Extreme value statistics and wind storm losses: a case study H Rootzén, N Tajvidi Scandinavian Actuarial Journal 1997 (1), 70-94, 1997 | 230 | 1997 |
Maxima and exceedances of stationary Markov chains H Rootzén Advances in applied probability 20 (2), 371-390, 1988 | 185 | 1988 |
On the estimation of high quantiles L de Haan, H Rootzén Journal of Statistical Planning and Inference 35 (1), 1-13, 1993 | 167 | 1993 |
Small values of Gaussian processes and functional laws of the iterated logarithm D Monrad, H Rootzén Probability theory and related fields 101 (2), 173-192, 1995 | 149 | 1995 |
A single number can't hedge against economic catastrophes H Rootzen, C Klüppelberg AMBIO: A Journal of the Human Environment 28 (6), 1999 | 136 | 1999 |
Extreme value theory for moving average processes H Rootzen The Annals of Probability, 612-652, 1986 | 128 | 1986 |
Limit distributions for the error in approximations of stochastic integrals H Rootzen The Annals of Probability 8 (2), 241-251, 1980 | 109 | 1980 |
Internal validation of near-crashes in naturalistic driving studies: A continuous and multivariate approach JK Jonasson, H Rootzén Accident Analysis & Prevention 62, 102-109, 2014 | 106 | 2014 |
Self-similar communication models and very heavy tails S Resnick, H Rootzén Annals of Applied Probability, 753-778, 2000 | 102 | 2000 |
Limit theorems for empirical processes of cluster functionals H Drees, H Rootzén | 98 | 2010 |
Simple and highly efficient estimators for a type I censored normal sample T Persson, H Rootzen Biometrika 64 (1), 123-128, 1977 | 96 | 1977 |