J. Istas
2000–2005
A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom J. Istas trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Istas overall
Papers from J. Istas's perspective
Ordered by how strongly the researchers J. Istas trusts endorse each paper. Same corpus, a different order for every researcher.
- Ten Lectures on Wavelets
- Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
- Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
- Extreme Values in Finance, Telecommunications, and the Environment
- Modelling Extremal Events for Insurance and Finance
- Extremal behavior of regularly varying stochastic processes
- Time Series: Theory and Methods
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Probabilistic Risk Analysis
Their papers
- On roughness indices for fractional fields (2004) — 69 citations
- Identification of the Hurst Index of a Step Fractional Brownian Motion (2000) — 72 citations
- Spherical and Hyperbolic Fractional Brownian Motion (2005) — 62 citations