Her scientific interests lie mostly in Econometrics, Statistical physics, Applied mathematics, Combinatorics and Lévy process. Her Copula study in the realm of Econometrics connects with subjects such as Hedge. Her research in Statistical physics intersects with topics in Ornstein–Uhlenbeck process, Poisson distribution, Pareto principle and Limit.
Claudia Klüppelberg combines subjects such as Statistics, Asymptotic distribution, Estimator and Coupling from the past with her study of Applied mathematics. Her research on Combinatorics also deals with topics like
Her primary areas of investigation include Econometrics, Applied mathematics, Statistical physics, Estimator and Lévy process. Her Econometrics research incorporates elements of Multivariate statistics and Extreme value theory. Her study in Applied mathematics is interdisciplinary in nature, drawing from both Directed acyclic graph, Statistics, Asymptotic distribution and Parametric model.
Her studies in Asymptotic distribution integrate themes in fields like Indirect Inference, Stochastic process, Strong consistency and Random field. Her Statistical physics study frequently links to adjacent areas such as Limit. Her Estimator research incorporates themes from Linear model, Series and Statistical model.
The scientist’s investigation covers issues in Applied mathematics, Estimator, Directed acyclic graph, Asymptotic distribution and Linear model. Her work in the fields of Applied mathematics, such as Lévy process, overlaps with other areas such as Space time. Her work carried out in the field of Estimator brings together such families of science as Variogram and Statistical model.
Her Statistical model research focuses on Operational risk and how it relates to Econometrics, Value at risk and Expected shortfall. Her multidisciplinary approach integrates Econometrics and Systemic risk in her work. The Directed acyclic graph study combines topics in areas such as Discrete mathematics, Distribution, Graphical model, Bayesian network and Extreme value theory.
Claudia Klüppelberg mostly deals with Directed acyclic graph, Applied mathematics, Linear model, Bayesian network and Extreme value theory. Her Directed acyclic graph research includes themes of Maximum likelihood, Independence and Discrete mathematics. Her studies deal with areas such as Parametric model, Mixing, Confidence interval and Estimator, Asymptotic distribution as well as Applied mathematics.
The study incorporates disciplines such as Autoregressive conditional heteroskedasticity, Moment, Lévy process and Autoregressive model in addition to Estimator. Her work deals with themes such as Indirect Inference, Distribution, Asymptotic theory and Variable, which intersect with Asymptotic distribution. Her Extreme value theory research includes elements of Identifiability and Combinatorics.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Modelling Extremal Events: for Insurance and Finance
Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg.
(1997)
Modelling Extremal Events: for Insurance and Finance
Paul Embrechts;Thomas Mikosch;Claudia Klüppelberg.
(1997)
Modelling Extremal Events
Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch.
(1997)
Modelling Extremal Events
Paul Embrechts;Claudia Klüppelberg;Thomas Mikosch.
(1997)
Subexponential distributions and integrated tails.
Claudia Klüppelberg.
Journal of Applied Probability (1988)
Subexponential distributions and integrated tails.
Claudia Klüppelberg.
Journal of Applied Probability (1988)
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
Claudia Klüppelberg;Alexander M. Lindner;R. A. Maller.
Journal of Applied Probability (2004)
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
Claudia Klüppelberg;Alexander M. Lindner;R. A. Maller.
Journal of Applied Probability (2004)
Subexponential distributions
Charles M. Goldie;Claudia Klüppelberg.
A practical guide to heavy tails (1998)
Subexponential distributions
Charles M. Goldie;Claudia Klüppelberg.
A practical guide to heavy tails (1998)
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