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holger rootzen
holger rootzen
Professor, Mathematical Statistics, Chalmers
Verified email at chalmers.se
Title
Cited by
Cited by
Year
Extremes and related properties of random sequences and processes
MR Leadbetter, G Lindgren, H Rootzén
Springer Science & Business Media, 2012
54872012
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
5631997
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
4192002
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
3741989
Extremal theory for stochastic processes
MR Leadbetter, H Rootzen
The Annals of Probability, 431-478, 1988
3711988
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
2822003
Multivariate generalized Pareto distributions
H Rootzén, N Tajvidi
Bernoulli 12 (5), 917-930, 2006
2702006
Design life level: quantifying risk in a changing climate
H Rootzén, RW Katz
Water Resources Research 49 (9), 5964-5972, 2013
2402013
Extreme value statistics and wind storm losses: a case study
H Rootzén, N Tajvidi
Scandinavian Actuarial Journal 1997 (1), 70-94, 1997
2301997
Maxima and exceedances of stationary Markov chains
H Rootzén
Advances in applied probability 20 (2), 371-390, 1988
1851988
On the estimation of high quantiles
L de Haan, H Rootzén
Journal of Statistical Planning and Inference 35 (1), 1-13, 1993
1671993
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
1491995
A single number can't hedge against economic catastrophes
H Rootzen, C Klüppelberg
AMBIO: A Journal of the Human Environment 28 (6), 1999
1361999
Extreme value theory for moving average processes
H Rootzen
The Annals of Probability, 612-652, 1986
1281986
Limit distributions for the error in approximations of stochastic integrals
H Rootzen
The Annals of Probability 8 (2), 241-251, 1980
1091980
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
1062014
Self-similar communication models and very heavy tails
S Resnick, H Rootzén
Annals of Applied Probability, 753-778, 2000
1022000
Limit theorems for empirical processes of cluster functionals
H Drees, H Rootzén
982010
Simple and highly efficient estimators for a type I censored normal sample
T Persson, H Rootzen
Biometrika 64 (1), 123-128, 1977
961977
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