Publications
Invariance properties of limiting point processes and applications to clusters of extremes
A. Jan��en, J. Segers
Dependence Modeling 12 (1), 20230109 (2024)
Tail-dependence, exceedance sets, and metric embeddings
A. Jan��en, S. Neblung, S. Stoev
Extremes 26 (4), 747-785 (2023)
Cluster based inference for extremes of time series
H Drees, A Jan��en, S Neblung
Arxiv Preprint 2103.08512 (2021)
k-means clustering of extremes
A Jan��en, P Wan
Electronic Journal of Statistics 14 (1), 1211-1233 (2020)
On a minimum distance procedure for threshold selection in tail analysis
H Drees, A Jan��en, SI Resnick, T Wang
SIAM Journal on Mathematics of Data Science 2 (1), 75-102 (2020)
Spectral tail processes and max-stable approximations of multivariate regularly varying time series
A Jan��en
Stochastic Processes and their Applications 129 (6), 1993-2009 (2019)
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model
A Jan��en, T Mikosch, M Rezapour, X Xie
Bernoulli 24 (2), 1351-1393 (2018)
Joint exceedances of random products
A Jan��en, H Drees
Annales de l'Institut Henri Poincar��, Probabilit��s et Statistiques 54, 437-465 (2018)
Conditional extreme value models: fallacies and pitfalls
H Drees, A Jan��en
Extremes 20 (4), 777-805 (2017)
A stochastic volatility model with flexible extremal dependence structure
A Janssen, H Drees
Bernoulli 22 (3), 1448-1490 (2016)
Joint extremal behavior of hidden and observable time series with applications to GARCH processes
A Ehlert, UR Fiebig, A Jan��en, M Schlather
Extremes 18 (1), 109-140 (2015)
Markov tail chains
A Janssen, J Segers
Journal of Applied Probability 51 (4), 1133-1153 (2014)
Limit laws for power sums and norms of iid samples
A Jan��en
Probability theory and related fields 146 (3), 515-533 (2010)
On Some connections between light tails, regular variation and extremes
A Jan��en
Nieders��chsische Staats-und Universit��tsbibliothek G��ttingen (2010)