Concepedia

Marie Kratz

MK

Statistics

Publications

16

Citations

502

H-Index

12

Active since

1996

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

CY Cergy Paris Université

Université Paris Cité

Central University of Venezuela

Département Mathématiques et Informatique Appliquées

Marie Kratz is an author at École Supérieure des Sciences Économiques et Commerciales specializing in engineering, statistics, and risk management.

ORCID

Top concepts

Publications per year

1996–2023

16

Publications

16

Level crossings and other level functionals of stationary Gaussian processes

Marie Kratz · Probability Surveys · 2006 · 81 citations · Full text

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Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall

Marie Kratz, Yen H. Lok, Alexander J. McNeil · Journal of Banking & Finance · 2018 · 67 citations · Full text

Central Limit Theorems for Level Functionals of Stationary Gaussian Processes and Fields

Marie Kratz, José R. León · Journal of Theoretical Probability · 2001 · 63 citations

Multinomial VAR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall

Marie Kratz, Yen H. Lok · SSRN Electronic Journal · 2016 · 54 citations · Full text

Parameter estimation for moving averages with positive innovations

Paul D. Feigin, Marie Kratz, Sidney I. Resnick · The Annals of Applied Probability · 1996 · 40 citations · Full text

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