☰

Stilian A. Stoev, Ph.D. - Publications

Affiliations: 
2005 Boston University, Boston, MA, United States 
Area:
Mathematics, Statistics, Computer Science
Tree Info Similar researchers PubMed Report error

35 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Yuen R, Stoev SA, Cooley D. Distributionally robust inference for extreme Value-at-Risk Insurance Mathematics & Economics. 92: 70-89. DOI: 10.1016/J.Insmatheco.2020.03.003  0.343
2019 Bhattacharya S, Kallitsis M, Stoev S. Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data Electronic Journal of Statistics. 13: 1872-1925. DOI: 10.1214/19-Ejs1561  0.346
2019 Stoev S, Wang Y. Exchangeable random partitions from max-infinitely-divisible distributions Statistics & Probability Letters. 146: 50-56. DOI: 10.1016/J.Spl.2018.11.008  0.324
2018 Dombry C, Ribatet M, Stoev S. Probabilities of concurrent extremes Journal of the American Statistical Association. 113: 1565-1582. DOI: 10.1080/01621459.2017.1356318  0.42
2018 Stoev SA, Bhattacharya S. Inference on the endpoint of human lifespan and its inherent statistical difficulty Extremes. 21: 391-404. DOI: 10.1007/S10687-018-0320-1  0.348
2017 Scheffler HP, Stoev S. Implicit extremes and implicit max–stable laws Extremes. 20: 265-299. DOI: 10.1007/S10687-016-0278-9  0.339
2016 Bagchi P, Banerjee M, Stoev SA. Inference for Monotone Functions Under Short- and Long-Range Dependence: Confidence Intervals and New Universal Limits Journal of the American Statistical Association. 111: 1634-1647. DOI: 10.1080/01621459.2015.1100622  0.425
2015 Ionides EL, Nguyen D, Atchadé Y, Stoev S, King AA. Inference for dynamic and latent variable models via iterated, perturbed Bayes maps. Proceedings of the National Academy of Sciences of the United States of America. 112: 719-24. PMID 25568084 DOI: 10.1073/Pnas.1410597112  0.342
2014 Yuen R, Stoev S. Upper bounds on value-at-risk for the maximum portfolio loss Extremes. 17: 585-614. DOI: 10.1007/S10687-014-0198-5  0.359
2014 Yuen R, Stoev S. CRPS M-estimation for max-stable models Extremes. 17: 387-410. DOI: 10.1007/S10687-014-0185-X  0.438
2013 Hamidieh K, Stoev S, Michailidis G. Intensity-based estimation of extreme loss event probability and value at risk Applied Stochastic Models in Business and Industry. 29: 171-186. DOI: 10.1002/Asmb.1915  0.357
2012 Hamidieh K, Stoev S, Michailidis G. Intensity Based Estimation of Extreme Loss Event Probability and Value-at-Risk Applied Stochastic Models in Business and Industry. 29: 171-186. DOI: 10.2139/Ssrn.1107538  0.356
2012 Wang Y, Stoev SA, Roy P. Decomposability for stable processes Stochastic Processes and Their Applications. 122: 1093-1109. DOI: 10.1016/J.Spa.2011.11.007  0.351
2011 Wang Y, Stoev SA. Conditional sampling for spectrally discrete max-stable random fields Advances in Applied Probability. 43: 461-483. DOI: 10.1239/Aap/1308662488  0.341
2011 Stoev SA, Michailidis G, Taqqu MS. Estimating heavy-tail exponents through max self-similarity Ieee Transactions On Information Theory. 57: 1615-1636. DOI: 10.1109/Tit.2010.2103751  0.629
2011 Ruzmaikin A, Feynman J, Stoev SA. Distribution and clustering of fast coronal mass ejections Journal of Geophysical Research: Space Physics. 116. DOI: 10.1029/2010Ja016247  0.333
2010 Wang Y, Stoev SA. On the structure and representations of max-stable processes Advances in Applied Probability. 42: 855-877. DOI: 10.1239/Aap/1282924066  0.375
2010 Wang Y, Stoev SA. On the association of sum- and max-stable processes Statistics and Probability Letters. 80: 480-488. DOI: 10.1016/J.Spl.2009.12.001  0.336
2010 Stoev SA, Michailidis G. On the estimation of the heavy-tail exponent in time series using the max-spectrum Applied Stochastic Models in Business and Industry. 26: 224-253. DOI: 10.1002/Asmb.V26:3  0.488
2009 Hamidieh K, Stoev S, Michailidis G. On the estimation of the extremal index based on scaling and resampling Journal of Computational and Graphical Statistics. 49: 731-755. DOI: 10.1198/Jcgs.2009.08065  0.45
2009 Meerschaert MM, Stoev SA. Extremal limit theorems for observations separated by random power law waiting times Journal of Statistical Planning and Inference. 139: 2175-2188. DOI: 10.1016/J.Jspi.2008.10.005  0.4
2008 Stoev SA. On the ergodicity and mixing of max-stable processes Stochastic Processes and Their Applications. 118: 1679-1705. DOI: 10.1016/J.Spa.2007.10.013  0.394
2008 Conti PL, De Giovanni L, Stoev SA, Taqqu MS. Confidence intervals for the long memory parameter based on wavelets and resampling Statistica Sinica. 18: 559-579.  0.546
2007 Stoev SA, Hadjieleftheriou M, Kollios G, Taqqu MS. Norm, point, and distance estimation over multiple signals using max-stable distributions Proceedings - International Conference On Data Engineering. 1006-1015. DOI: 10.1109/ICDE.2007.368959  0.531
2007 Park C, Godtliebsen F, Taqqu M, Stoev S, Marron JS. Visualization and inference based on wavelet coefficients, SiZer and SiNos Computational Statistics and Data Analysis. 51: 5994-6012. DOI: 10.1016/J.Csda.2006.11.037  0.563
2007 Stoev SA, Taqqu MS. Limit theorems for sums of heavy-tailed variables with random dependent weights Methodology and Computing in Applied Probability. 9: 55-87. DOI: 10.1007/S11009-006-9011-5  0.552
2006 Stoev SA, Taqqu MS. How rich is the class of multifractional Brownian motions? Stochastic Processes and Their Applications. 116: 200-221. DOI: 10.1016/J.Spa.2005.09.007  0.603
2006 Stoev S, Taqqu MS, Park C, Michailidis G, Marron JS. LASS: A tool for the local analysis of self-similarity Computational Statistics and Data Analysis. 50: 2447-2471. DOI: 10.1016/J.Csda.2004.12.014  0.619
2005 Stoev S, Taqqu MS. Path properties of the linear multifractional stable motion Fractals. 13: 157-178. DOI: 10.1142/S0218348X05002775  0.579
2005 Stoev S, Taqqu MS. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations Journal of Time Series Analysis. 26: 211-249. DOI: 10.1111/J.1467-9892.2005.00399.X  0.643
2005 Stoev S, Taqqu MS, Park C, Marron JS. On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic Computer Networks. 48: 423-445. DOI: 10.1016/J.Comnet.2004.11.017  0.609
2005 Stoev SA, Taqqu MS. Extremal stochastic integrals: A parallel between max-stable processes and α-stable processes Extremes. 8: 237-266. DOI: 10.1007/S10687-006-0004-0  0.547
2004 Stoev S, Taqqu MS. Stochastic properties of the linear multifractional stable motion Advances in Applied Probability. 36: 1085-1115. DOI: 10.1239/Aap/1103662959  0.597
2004 Stoev S, Taqqu MS. Simulation methods for linear fractional stable motion and farima using the fast fourier transform Fractals. 12: 95-121. DOI: 10.1142/S0218348X04002379  0.602
2002 Stoev S, Pipiras V, Taqqu MS. Estimation of the self-similarity parameter in linear fractional stable motion Signal Processing. 82: 1873-1901. DOI: 10.1016/S0165-1684(02)00317-1  0.703
Show low-probability matches.