Applications of distance correlation to time series RA Davis, M Matsui, T Mikosch, P Wan | 75 | 2018 |
Nonstandard regular variation of in-degree and out-degree in the preferential attachment model G Samorodnitsky, S Resnick, D Towsley, R Davis, A Willis, P Wan Journal of Applied Probability 53 (1), 146-161, 2016 | 55 | 2016 |
Fitting the linear preferential attachment model P Wan, T Wang, RA Davis, SI Resnick | 40 | 2017 |
Are extreme value estimation methods useful for network data? P Wan, T Wang, RA Davis, SI Resnick Extremes 23, 171-195, 2020 | 33 | 2020 |
-means clustering of extremes A Janßen, P Wan | 20 | 2020 |
Threshold selection for multivariate heavy-tailed data P Wan, RA Davis Extremes 22 (1), 131-166, 2019 | 18 | 2019 |
Forecasting the urban skyline with extreme value theory J Auerbach, P Wan International Journal of Forecasting 36 (3), 814-828, 2020 | 17 | 2020 |
Goodness-of-fit testing for time series models via distance covariance P Wan, RA Davis Journal of Econometrics 227 (1), 4-24, 2022 | 9 | 2022 |
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks JJ Cai, P Wan, G Ozel Extremes 24, 199-214, 2021 | 8 | 2021 |
Graphical lasso for extremes P Wan, C Zhou arXiv preprint arXiv:2307.15004, 2023 | 7 | 2023 |
Supplement to “Applications of distance correlation to time series.” RA Davis, M Matsui, T Mikosch, P Wan DOI, 2017 | 1 | 2017 |
Forecasting the urban skyline with extreme value theor (vol 36, pg 814, 2020) J Auerbach, P Wan INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1331-1331, 2021 | | 2021 |
Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks P Wan Columbia University, 2018 | | 2018 |