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Phyllis Wan
Phyllis Wan
E-mailová adresa ověřena na: ese.eur.nl - Domovská stránka
Název
Citace
Citace
Rok
Applications of distance correlation to time series
RA Davis, M Matsui, T Mikosch, P Wan
692018
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model
G Samorodnitsky, S Resnick, D Towsley, R Davis, A Willis, P Wan
Journal of Applied Probability 53 (1), 146-161, 2016
512016
Fitting the linear preferential attachment model
P Wan, T Wang, RA Davis, SI Resnick
372017
Are extreme value estimation methods useful for network data?
P Wan, T Wang, RA Davis, SI Resnick
Extremes 23, 171-195, 2020
282020
-means clustering of extremes
A Janßen, P Wan
192020
Forecasting the urban skyline with extreme value theory
J Auerbach, P Wan
International Journal of Forecasting 36 (3), 814-828, 2020
152020
Threshold selection for multivariate heavy-tailed data
P Wan, RA Davis
Extremes 22 (1), 131-166, 2019
152019
Goodness-of-fit testing for time series models via distance covariance
P Wan, RA Davis
Journal of Econometrics 227 (1), 4-24, 2022
62022
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
JJ Cai, P Wan, G Ozel
Extremes 24, 199-214, 2021
62021
Graphical lasso for extremes
P Wan, C Zhou
arXiv preprint arXiv:2307.15004, 2023
22023
Supplement to “Applications of distance correlation to time series.”
RA Davis, M Matsui, T Mikosch, P Wan
DOI, 2017
12017
Tail Dependence Structures of Commodity Futures Prices
VH Vloeberghs, P Wan, C Zhou
2022
A peak-over-threshold approach for modelling covariate relations in extreme value distributions using Conditional Density Networks
P Wan, C Zhou
2021
Forecasting the urban skyline with extreme value theor (vol 36, pg 814, 2020)
J Auerbach, P Wan
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1331-1331, 2021
2021
Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks
P Wan
Columbia University, 2018
2018
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Články 1–15