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 modelling microscopic structures of soft materials. Journal editing takes up a not so small part of my life: I’m associate editor for Annals of Statistics and for Extremes; earlier co-editor for the Scandinavian Journal of Statistics, editor for Bernoulli, and editor for Extremes. I lead a Wallenberg project Big Data and Big Systems.Personal homepage: http://www.math.chalmers.se/~rootzen/

There might be more projects where Holger Rootzen participates, but you have to be logged in as a Chalmers employee to see them.

Technometrics. Vol. 58 (1)

Extremes. Vol. 18 (4), p. 529-561

Biometrika. Vol. 102 (3), p. 695-704

Accident Analysis and Prevention. Vol. 62, p. 102-109

Water Resources Research. Vol. 49 (9), p. 5964-5972

Proceedings of the 3rd Conference of Driver Distraction and Inattention, Gothenbrug, 4-6 September, 2013

The Annals of Applied Probability. Vol. 23 (2), p. 834-857

Annals of statistics. Vol. 38 (4), p. 2145-2186

Scandinavinan Journal of Statistics. Vol. 36, p. 42- 59

Stoch. Proc. Appl.. Vol. 119 (2), p. 468-490

Insurance: Mathematics and Economics. Vol. 44 (2), p. 345-356

Journal of Computational Finance. Vol. 12 (1), p. 49-78

Bernoulli. Vol. 5 (5), p. 917-930

Computational Statistics . Vol. 21, p. 431-444

Technometrics. Vol. 48 (2), p. 262-272

Theoretical and Applied Climatology, . Vol. 85 (4), p. 203-215

Annals of Probability. Vol. 33 (1), p. 413-444

Acta Materialia 53

Stochastic models. Vol. 19, p. 156-196

Advances in Applied Probability. Vol. 39, p. 671-699

Annals of Applied Probabability. Vol. 12, p. 23-68

The Annals of Probability