Publications

Marco Oesting, Albert Rapp, and Evgeny Spodarev. Detection of long range dependence in the time domain for (in)finite-variance time series. Statistics, (57)6:1352-1379, Taylor & Francis, 2023. [PUMA: EXC2075 PN5 PN5-10 curated] URL

Marco Oesting, and Olivier Wintenberger. Estimation of the Spectral Measure from Convex Combinations of Regularly Varying Random Vectors. 2023. [PUMA: EXC2075 PN5 PN5-10 curated] URL

Marco Oesting, and Olivier Wintenberger. https://cnrs.hal.science/hal-02958799v2. 2023. [PUMA: EXC2075 PN5 PN5-10 curated]

Johannes Lederer, and Marco Oesting. Extremes in High Dimensions: Methods and Scalable Algorithms. 2023. [PUMA: EXC2075 PN5 PN5-10 curated]

Marco Oesting, Albert Rapp, and Evgeny Spodarev. Detection of long range dependence in the time domain for (in)finite-variance time series. Statistics, 1–28, Informa UK Limited, December 2023. [PUMA: EXC2075 PN5 PN5-10 curated] URL

Vincent Wagner, Benjamin Castellaz, Marco Oesting, and Nicole Radde. Quasi-Entropy Closure: A Fast and Reliable Approach to Close the Moment Equations of the Chemical Master Equation. Bioinformatics, (38)18:4352-4359, Oxford University Press, 2022. [PUMA: EXC2075 PN2 PN2-1B PN2-9 PN5 PN5-10 curated merged]

Marco Oesting, and Kirstin Strokorb. A Comparative Tour through the Simulation Algorithms for Max-Stable Processes. Statistical Science, (37)1:42-63, Institute of Mathematical Statistics, 2022. [PUMA: EXC2075 PN5 PN5-10 curated]

Juliette Legrand, Philippe Naveau, and Marco Oesting. Evaluation of binary classifiers for asymptotically dependent and independent extremes. 2022. [PUMA: EXC2075 PN5 PN5-10 curated]