| On multidimensional Mandelbrot cascades D Buraczewski, E Damek, Y Guivarc'h, S Mentemeier Journal of Difference Equations and Applications 20 (11), 1523-1567, 2014 | 59 | 2014 |
| Tail behaviour of stationary solutions of random difference equations: the case of regular matrices G Alsmeyer, S Mentemeier Journal of Difference Equations and Applications 18 (8), 1305-1332, 2012 | 36 | 2012 |
| Precise large deviation results for products of random matrices D Buraczewski, S Mentemeier | 29 | 2016 |
| The fixed points of the multivariate smoothing transform S Mentemeier Probability Theory and Related Fields 164 (1), 401-458, 2016 | 25 | 2016 |
| Heavy tailed solutions of multivariate smoothing transforms D Buraczewski, E Damek, S Mentemeier, M Mirek Stochastic Processes and Their Applications 123 (6), 1947-1986, 2013 | 24 | 2013 |
| Precise tail index of fixed points of the two-sided smoothing transform G Alsmeyer, E Damek, S Mentemeier Random Matrices and Iterated Random Functions: Münster, October 2011, 229-251, 2013 | 23 | 2013 |
| Solutions to complex smoothing equations M Meiners, S Mentemeier Probability Theory and Related Fields 168, 199-268, 2017 | 16 | 2017 |
| Large excursions and conditioned laws for recursive sequences generated by random matrices JF Collamore, S Mentemeier The Annals of Probability 46 (4), 2064-2120, 2018 | 13 | 2018 |
| Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices E Damek, S Mentemeier, M Mirek, J Zienkiewicz Potential Analysis 38 (3), 683-697, 2013 | 8 | 2013 |
| On Multivariate Stochastic Fixed Point Equations: The Smoothing Transform and Randon Difference Equations S Mentemeier Verlag nicht ermittelbar, 2013 | 7 | 2013 |
| Absolute continuity of complex martingales and of solutions to complex smoothing equations E Damek, S Mentemeier | 6 | 2018 |
| Asymptotic Independence ex machina--Extreme Value Theory for the Diagonal BEKK-ARCH (1) Model S Mentemeier, O Wintenberger arXiv preprint arXiv:1907.10379, 2019 | 4 | 2019 |
| Zeitreihenanalyse mit R M Schneider, S Mentemeier Institut für Mathematische Statistik. Universität Münster, 2016 | 4 | 2016 |
| Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model S Mentemeier, O Wintenberger Journal of Time Series Analysis 43 (5), 750-780, 2022 | 3 | 2022 |
| Computing the substantial-gain–loss-ratio J Voelzke, S Mentemeier Computational Economics 54 (2), 613-624, 2019 | 3 | 2019 |
| The extremal position of a branching random walk in the general linear group I Grama, S Mentemeier, H Xiao arXiv preprint arXiv:2206.04941, 2022 | 2 | 2022 |
| A note on Kesten's Choquet-Deny lemma S Mentemeier | 2 | 2013 |
| Analysing heavy-tail properties of Stochastic Gradient Descent by means of Stochastic Recurrence Equations E Damek, S Mentemeier arXiv preprint arXiv:2403.13868, 2024 | 1 | 2024 |
| Limit theorems for first passage times of multivariate perpetuity sequences S Mentemeier, H Xiao arXiv preprint arXiv:2307.04985, 2023 | 1 | 2023 |
| Precise tail asymptotics for attracting fixed points of multivariate smoothing transformations D Buraczewski, S Mentemeier arXiv preprint arXiv:1502.02397, 2015 | 1 | 2015 |
