Gilles Stupfler - Publications, H-index & Citations

Gilles Stupfler

centre national de la recherche scientifique (cnrs)

17H指数

141论文数

865被引数

收录论文 8

发表时间

Enhancing financial crisis prediction: integrating change point detection for exogenous event identification 提升金融危机预测：整合变化点检测以识别外生事件

Applied Network Science

IF1.5

2026-01-08

PREAI

Bozhidarova, Malvina; Ball, Frank; Van Gennip, Yves; O'Dea, Reuben D.; Stupfler, Gilles

Extreme expectile estimation for short-tailed data 短尾数据的极端期望估计

JOURNAL OF ECONOMETRICS

IF4

2024-04-01

OAAI

Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles

INFERENCE FOR EXTREMAL REGRESSION WITH DEPENDENT HEAVY-TAILED DATA 依赖重尾数据的极值回归推断

ANNALS OF STATISTICS

IF3.7

2023-10-01

OAAI

Daouia, Abdelaati; Stupfler, Gilles; Usseglio-carleve, Antoine

EXTREME CONDITIONAL EXPECTILE ESTIMATION IN HEAVY-TAILED HETEROSCEDASTIC REGRESSION MODELS 重尾异方差回归模型的极端条件期望估计

ANNALS OF STATISTICS

IF3.7

2021-12-01

OAAI

Girard, Stephane; Stupfler, Gilles; Usseglio-Carleve, Antoine

Extremile Regression 极值回归

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2021-03-08

OAAI

Daouia, Abdelaati; Gijbels, Irene; Stupfler, Gilles

ExpectHill estimation, extreme risk and heavy tails 预期希尔估计、极端风险和重尾

JOURNAL OF ECONOMETRICS

IF4

2021-03-01

OAAI

Daouia, Abdelaati; Girard, Stephane; Stupfler, Gilles

Extremiles: A New Perspective on Asymmetric Least Squares

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2018-10-29

OAAI

Daouia, Abdelaati; Gijbels, Irene; Stupfler, Gilles

Estimation of tail risk based on extreme expectiles 基于极值预期的尾部风险估计

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

IF3.6

2017-10-10

OAAI

Daouia, Abdelaati; Girard, Stephane; Stupfler, Gilles

研究方向