Ewa Damek

2008–2016

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Ewa Damek trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Quansheng Liu
2. Claudia Klüppelberg

Who trusts Ewa Damek overall

1. Mariusz Mirek

Papers from Ewa Damek's perspective

Ordered by how strongly the researchers Ewa Damek trusts endorse each paper. Same corpus, a different order for every researcher.

1. On generalized multiplicative cascades
2. The tail of the stationary distribution of a random coefficient AR(q) model
3. On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks (Ergodic Theory and Dynamical Systems)
4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
5. The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors
6. Markov Chains and Stochastic Stability
7. Statistical estimation : asymptotic theory
8. Regular variation of GARCH processes
9. WEIGHTED SUMS OF CERTAIN DEPENDENT RANDOM VARIABLES
10. On Bernstein-type inequalities for martingales

Their papers

• Stochastic Models with Power-Law Tails (2016) — 190 citations
• Stochastic Models with Power-Law Tails: The Equation X = Ax + B (2016) — 125 citations
• Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (2009) — 66 citations
• On the invariant measure of the random difference equation $X_n=A_n X_{n-1}+ B_n$ in the critical case (2008) — 50 citations