Jonathan A. Tawn - researchr alias

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Viewing Publication 1 - 9 from 9

2022

Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processesFabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn. sac, 32(6):104, 2022. [doi]

On the tail behaviour of aggregated random variablesJordan Richards, Jonathan A. Tawn. ma, 192:105065, 2022. [doi]

2021

Bayesian Spatial Clustering of Extremal Behavior for Hydrological VariablesChristian Rohrbeck, Jonathan A. Tawn. jcgs, 30(1):91-105, 2021. [doi]

A geometric investigation into the tail dependence of vine copulasEmma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn. ma, 184:104736, 2021. [doi]

2017

Properties of extremal dependence models built on bivariate max-linearityMónika Kereszturi, Jonathan A. Tawn. ma, 155:52-71, 2017. [doi]

2016

Conditioned limit laws for inverted max-stable processesIoannis Papastathopoulos, Jonathan A. Tawn. ma, 150:214-228, 2016. [doi]

2014

Self-consistent estimation of conditional multivariate extreme value distributionsY. Liu, Jonathan A. Tawn. ma, 127:19-35, 2014. [doi]

Dependence properties of multivariate max-stable distributionsIoannis Papastathopoulos, Jonathan A. Tawn. ma, 130:134-140, 2014. [doi]

2013

Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn modelCaroline Keef, Ioannis Papastathopoulos, Jonathan A. Tawn. ma, 115:396-404, 2013. [doi]

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