Anja Jan{\ss}en

Identifiers

• name variant Anja Jan{\ss}en 0.60 · backfill

Papers (7)

1. $k$-means clustering of extremes stat.ME · 2019 · author #1
2. Spectral tail processes and max-stable approximations of multivariate regularly varying time series math.PR · 2017 · author #1
3. Conditional Extreme Value Models: Fallacies and Pitfalls math.PR · 2016 · author #2
4. The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model math.PR · 2016 · author #1
5. Joint exceedances of random products math.PR · 2015 · author #1
6. Markov tail chains math.PR · 2013 · author #1
7. Joint Extremal Behavior of Hidden and Observable Time Series with an Application to GARCH Processes math.PR · 2011 · author #3

Mentions

• 1505.03325 #1 · backfill · confidence 0.70 Anja Jan{\ss}en
• 1304.7637 #1 · backfill · confidence 0.70 Anja Jan{\ss}en
• 1107.0493 #3 · backfill · confidence 0.70 Anja Jan{\ss}en

Frequent Coauthors

• Holger Drees 2 shared papers
• Andree Ehlert 1 shared papers
• Johan Segers 1 shared papers
• Martin Schlather 1 shared papers
• Mohsen Rezapour 1 shared papers
• Phyllis Wan 1 shared papers
• Thomas Mikosch 1 shared papers
• Ulf-Rainer Fiebig 1 shared papers
• Xiaolei Xie 1 shared papers