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Holger Rootzén - University of Gothenburg, Sweden Till startsida
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Holger Rootzén

Professor

Holger Rootzén
Professor
holger.rootzen@gu.se
+46 31-772 3578

Visiting Address: Chalmers tvärgata 3 , 41296 Göteborg


Applied Mathematics and Statistics at Department of Mathematical Sciences (More Information)
412 96 Göteborg
Visiting Address: Chalmers Tvärgata 3 , 412 96 Göteborg

About Holger Rootzén

My research is about random processes. High-dimensional statistics for extreme episodes and the "shape" of extreme episodes in non-differentiable Gaussian processes is what I think most about right now. I try to contribute to mitigation of the impact of extreme floods, windstorms, and heat waves caused by climate change, and to using naturalistic driving studies to prevent car crashes. Journal editing takes up a not so small part of my life: I’m co-editor for the Scandinavian Journal of Statistics; associate editor for Annals of Statistics; earlier editor for Bernoulli and for Extremes. I lead a Wallenberg project Big Data and Big Systems.

Personal homepage: http://www.math.chalmers.se/~rootzen/

See also: http://www.chalmers.se/en/Staff/Pages/hrootzen.aspx

Latest publications

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
A. Kiriliouk, Holger Rootzén, J. Segers, J. L. Wadsworth
Technometrics, Journal article 2019
Journal article

Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Journal of Multivariate Analysis, Journal article 2018
Journal article

Multivariate peaks over thresholds models
Holger Rootzén, J. Segers, J. L. Wadsworth
Extremes, Journal article 2018
Journal article

Human life is unlimited - but short
Holger Rootzén, Dmitrii Zholud
Extremes, Journal article 2017
Journal article

Tail estimation for window censored processes
Holger Rootzén, Dmitrii Zholud
Technometrics, Journal article 2016
Journal article

An interview with Ross Leadbetter
T. L. Hsing, Holger Rootzén
Extremes, Magazine article 2015
Magazine article

Showing 31 - 33 of 33

2002

A network traffic model with random transmission rate
Krishanu Maulik, Sidney Resnick, Holger Rootzén
Advances in Applied Probability, Journal article 2002
Journal article

1998

1975

Weak convergence of high level crossings and maxima for one or more Gaussian processes
Georg Lindgren, Jacques de Maré, Holger Rootzén
The Annals of Probability, Journal article 1975
Journal article

Showing 31 - 33 of 33

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