Stilian Stoev

Economics, Econometrics and Finance · University of Michigan

Established · publishing since 1966

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Statistical Methods and Inference Stochastic processes and financial applications Statistical Distribution Estimation and Applications

Publications

131

Citations

2,145

Est. group size

Recurring co-author estimate

Active years

Publishing since 1966

In context

Among 233 established Economics, Econometrics and Finance PIs within our index

Citations: 2,145cohort median 2,253

Publications / year (recent): 3.2cohort median 2.2

Typically publishes in teams of ~3 · 77% small-team papers (≤3 authors) · across 24 venues

Publication cadence

Publications per year over the last 10 years — averaging 3.2/year recently

Collaborators per year

Distinct co-authors at University of Michigan each year — a rough indication of whether the group around this researcher has been growing or contracting. An estimate from co-authorship, not a roster: collaborators are not necessarily lab members, and recent years can be under-counted while indexing catches up.

Recent publications

Multivariate Matérn Models—a Spectral Approach
Statistical Science · 2026
On the Optimal Prediction of Extreme Events in Heavy‐Tailed Time Series With Applications to Solar Flare Forecasting
Journal of Time Series Analysis · 2025
A functional regression model for heterogeneous BioGeoChemical Argo data in the Southern Ocean
Journal of the Royal Statistical Society Series C (Applied Statistics) · 2025
Mathematics, Statistics, and Geometry of Extreme Events in High Dimensions
Oberwolfach Reports · 2025
Towards unbiased inference of Internet broadband availability based on observational speed test data
SSRN Electronic Journal · 2025
Spectral density estimation of function-valued spatial processes
The Annals of Statistics · 2025
On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
arXiv (Cornell University) · 2024
Tail-dependence, exceedance sets, and metric embeddings
Extremes · 2023
Spectral Density Estimation of Function-Valued Spatial Processes
arXiv (Cornell University) · 2023
Multivariate Matérn Models -- A Spectral Approach
arXiv (Cornell University) · 2023
Tangent fields, intrinsic stationarity, and self similarity
Electronic Journal of Probability · 2022
A functional regression model for heterogeneous BioGeoChemical Argo data in the Southern Ocean
arXiv (Cornell University) · 2022
A functional-data approach to the Argo data
The Annals of Applied Statistics · 2022
Detection of Sparse Anomalies in High-Dimensional Network Telescope Signals
arXiv (Cornell University) · 2022
Tail-dependence, exceedance sets, and metric embeddings
arXiv (Cornell University) · 2022

Publishes in

arXiv (Cornell University)×14
SpringerBriefs in probability and mathematical statistics×8
Extremes×4
Bernoulli×2
Carolina Digital Repository (University of North Carolina at Chapel Hill)×2

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 25, 2026.

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