Person:205843: Difference between revisions

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Person:205843
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m AuthorDisambiguator moved page Eugene Seneta to Eugene Seneta: Duplicate
 
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Latest revision as of 04:27, 9 December 2023

Available identifiers

zbMath Open seneta.eugeneDBLP04/43WikidataQ5407751 ScholiaQ5407751MaRDI QIDQ205843

List of research outcomes





PublicationDate of PublicationType
Joseph Mark Gani, 1924--20162025-01-10Paper
Modelling and estimation for bivariate financial returns2024-07-19Paper
Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation2024-07-18Paper
Francesco Paolo Cantelli2024-07-18Paper
Pearson's statistics in the Netherlands and the astronomer Kapteyn2024-07-17Paper
Karl Pearson in Russian contexts2024-07-17Paper
A theorem on the asymptotics of skew-normal type integrals2024-07-09Paper
https://portal.mardi4nfdi.de/entity/Q61965662024-03-14Paper
On familywise error rate cutoffs under pairwise exchangeability2023-07-25Paper
Tail asymptotics for the bivariate skew normal in the general case2022-10-03Paper
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case2021-11-12Paper
A generalized hyperbolic model for a risky asset with dependence2021-09-29Paper
The cosine series and regular variation in the Karamata and Zygmund senses2021-04-24Paper
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution2020-10-12Paper
Peter Jagers: some reminiscences on his retirement2020-02-05Paper
The weak law of large numbers for nonnegative summands2020-02-05Paper
On the Bicentenary in St. Petersburg of Jacob Bernoulli's Theorem2019-07-16Paper
The Deviance Information Criterion in Comparison of Normal Mixing Models2019-07-16Paper
Gumbel’s Identity, Binomial Moments, and Bonferroni Sums2019-06-20Paper
Slowly varying functions in the Zygmund sense and generalized regular variation2019-05-10Paper
Quantile function expansion using regularly varying functions2019-04-26Paper
Contaminated variance-mean mixing model2018-11-02Paper
Markov chains as models in statistical mechanics2018-10-02Paper
Joseph Mark Gani AM, DSc, FAA, FASSA2018-09-26Paper
In memoriam: Ranko Bojanic November 12, 1924-February 21, 20172018-05-15Paper
Bivariate binomial moments and Bonferroni-type inequalities2017-03-30Paper
A scalar-valued infinitely divisible random field with Pólya autocorrelation2017-01-16Paper
Unique decomposition of low-order time series2016-07-15Paper
https://portal.mardi4nfdi.de/entity/Q57445272016-02-18Paper
Tail asymptotics for the bivariate skew normal2015-12-23Paper
https://portal.mardi4nfdi.de/entity/Q51765192015-02-26Paper
Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition2015-02-20Paper
Inhomogeneous Markov Chains and Ergodicity Coefficients: John Hajnal (1924–2008)2014-06-11Paper
Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution2014-06-04Paper
Explicit Form of Coefficients in any MA(2) Process2014-05-27Paper
Iterative aggregation: convergence rate2013-10-24Paper
A tricentenary history of the law of large numbers2013-10-17Paper
Autocorrelation Functions2013-06-21Paper
An inverse gamma activity time process with noninteger parameters and a self-similar limit2012-07-08Paper
Obituary: Miloslav Jiřina2012-07-08Paper
Ján Sleszyński as a probabilist2012-06-30Paper
The bivariate normal copula function is regularly varying2011-10-28Paper
Tail dependence and skew distributions2011-04-28Paper
Tail dependence for two skew \(t\) distributions2010-05-05Paper
Extending the multivariate generalised \(t\) and generalised \(VG\) distributions2009-11-27Paper
OPTION PRICING WITH VG–LIKE MODELS2009-04-21Paper
https://portal.mardi4nfdi.de/entity/Q55061802009-01-28Paper
A characterisation of scale mixtures of the uniform distribution2008-11-25Paper
Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA2008-11-13Paper
Variants of Karamata’s iteration theorem2008-07-02Paper
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit2008-03-07Paper
Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments2008-03-06Paper
Tailweight, quantiles and kurtosis: A study of competing distributions2007-10-30Paper
De Morgan in the Prehistory of Statistical Hypothesis Testing2007-09-13Paper
Simple Stepwise Tests of Hypotheses and Multiple Comparisons2007-02-12Paper
Normal characterization by zero correlations2007-01-31Paper
Stationary-increment Student and variance-gamma processes2006-11-16Paper
A Fréchet-optimal strengthening of the Dawson-Sankoff lower bound2006-10-27Paper
Duality between matrix variate \(t\) and matrix variate V.G. distributions2006-10-05Paper
Non-negative matrices and Markov chains.2006-05-31Paper
A generator for explicit univariate lower bounds2006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q33715512006-02-21Paper
Karamata's characterization theorem, feller and regular variation in probability theory2006-02-13Paper
In Memoriam: Emeritus Professor Henry Oliver Lancaster, AO FAA 1 February 1913 – 2 December 20012005-04-11Paper
Statistical Regularity and Free Will: L.A.J. Quetelet and P.A. Nekrasov2005-01-03Paper
Mathematics, religion, and Marxism in the Soviet Union in the 1930s2004-11-23Paper
Fitting the variance-gamma model to financial data2004-10-25Paper
Characterization by orthogonal polynomial systems of finite Markov chains2003-09-24Paper
On explicit and Fréchet-optimal lower bounds2003-02-19Paper
https://portal.mardi4nfdi.de/entity/Q47918242003-02-03Paper
M. V. Ostrogradskij as probabilist2002-04-24Paper
The generalization of the Kac-Bernstein theorem2002-02-18Paper
Nineteenth-century developments in geometric probability: J. J. Sylvester, M. W. Crofton, J.-É. Barbier, and J. Bertrand2001-10-10Paper
Multivariate Sobel-Uppuluri-Galambos-type bounds2001-07-11Paper
A refinement of multivariate Bonferroni-type inequalities2001-07-08Paper
Lewis Carroll's ``pillow problems: on the 1993 centenary2001-02-07Paper
On the comparison of two observed frequencies.2001-01-01Paper
Adjustment to Lancaster's mid-\(P\)2000-03-27Paper
https://portal.mardi4nfdi.de/entity/Q49403612000-03-02Paper
Lower Bounds for the Probability of Intersection of Several Unions of Events2000-02-28Paper
https://portal.mardi4nfdi.de/entity/Q42707361999-11-22Paper
https://portal.mardi4nfdi.de/entity/Q42707371999-11-22Paper
https://portal.mardi4nfdi.de/entity/Q42337991999-06-23Paper
Early influences on probability and statistics in the Russian empire1999-03-11Paper
Markov and the Birth of Chain Dependence Theory1998-10-21Paper
https://portal.mardi4nfdi.de/entity/Q43963931998-06-14Paper
Complementation in Stochastic Matrices and the GTH Algorithm1998-05-11Paper
https://portal.mardi4nfdi.de/entity/Q42310161998-01-01Paper
Quenouille-type theorem on autocorrelations1997-11-18Paper
Building an International Reputation: The Case of J. J. Sylvester (1814-1897)1997-10-12Paper
Multivariate Bonferroni-type lower bounds1997-07-17Paper
https://portal.mardi4nfdi.de/entity/Q48935441996-10-13Paper
Peaks and Eulerian numbers in a random sequence1996-09-16Paper
Multivariate Identities, Permutation and Bonferroni Upper Bounds1996-07-18Paper
A note on bivariate Dawson-Sankoff-type bounds1996-03-11Paper
https://portal.mardi4nfdi.de/entity/Q48506401996-01-02Paper
On the theory of Markov set-chains1995-06-13Paper
Carl Liebermeister's hypergeometric tails1995-05-21Paper
THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES1995-03-01Paper
Equivalence of certain entropy contraction coefficients1994-11-22Paper
A probabilistic ``new principle of the 19th century1994-09-08Paper
Explicit forms for ergodicity coefficients of stochastic matrices1994-04-17Paper
https://portal.mardi4nfdi.de/entity/Q42827921994-04-10Paper
https://portal.mardi4nfdi.de/entity/Q42735681994-04-06Paper
Sensitivity of finite Markov chains under perturbation1993-12-15Paper
Ergodicity for products of infinite stochastic matrices1993-11-11Paper
Maximum-likelihood estimation for galton-watson processes1993-10-11Paper
Relative entropy under mappings by stochastic matrices1993-05-16Paper
I.J. Bienaymé: Family Information and Proof of the Criticality Theorem1993-02-04Paper
On the history of the strong law of large numbers and Boole's inequality1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39766641992-06-26Paper
Some results for quasi-stationary distributions of birth-death processes1992-06-26Paper
On the monotonicity of the labour-capital ratio in Sraffa's model1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33565601990-01-01Paper
A note on semigroups of regular stochastic matrices1990-01-01Paper
Bonferroni-type inequalities and the methods of indicators and polynomials1990-01-01Paper
A Bonferroni-Type Identity and Permutation Bounds1990-01-01Paper
Perturbation of the stationary distribution measured by ergodicity coefficients1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38089381988-01-01Paper
Products of independent, normally attracted random variables1988-01-01Paper
Sensitivity to perturbation of the stationary distribution: Some refinements1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34832441988-01-01Paper
Monotone infinite stochastic matrices and their augmented truncations1987-01-01Paper
Bortkiewicz's Data and the Law of Small Numbers1987-01-01Paper
Simulation of Estimates Using the Empirical Characteristic Function1987-01-01Paper
Augmented truncations of infinite stochastic matrices1987-01-01Paper
Bonferroni-type inequalities1987-01-01Paper
Chuprov on finite exchangeability, expectation of ratios, and measures of association1987-01-01Paper
Multivariate Probability in Terms of Marginal Probability and Correlation Coefficient1987-01-01Paper
An inequality from genetics1986-01-01Paper
A Generalization of Slowly Varying Functions1986-01-01Paper
MODELLING EXAMINATION MARKS1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36763781985-01-01Paper
A Sketch of the History of Survey Sampling in Russia1985-01-01Paper
The critical branching process with immigration stopped at zero1985-01-01Paper
Moments for stationary and quasi-stationary distributions of markov chains1985-01-01Paper
Explicit forms for ergodicity coefficients and spectrum localization1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33294251984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33425101984-01-01Paper
A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\)1984-01-01Paper
On the limiting set of nonnegative matrix products1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51858871984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33427001984-01-01Paper
THE WEIGHTED MEDIAN AND MULTIPLE REGRESSION11983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33087561983-01-01Paper
Spectrum localization by ergodicity coefficients for stochastic matrices1983-01-01Paper
A note on models using the branching process with immigration stopped at zero1983-01-01Paper
Some stochastic models for plasmid copy number1983-01-01Paper
On Arnold's treatment of Moran's bounds1983-01-01Paper
The genetic balance between varying population size and selective neutrality1983-01-01Paper
Ergodicity for countable inhomogeneous Markov chains1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39637681982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39653231982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39546181982-01-01Paper
Non-negative matrices and Markov chains. 2nd ed1981-01-01Paper
Strong ergodicity of nonnegative matrix products1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47481081981-01-01Paper
Computing the stationary distribution for infinite Markov chains1980-01-01Paper
Another look at independence of hitting place and time for the simple random walk1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39360501980-01-01Paper
Coefficients of ergodicity: structure and applications1979-01-01Paper
ROUND THE HISTORICAL WORK ON BIENAYME1979-01-01Paper
A relaxation view of a genetic problem1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41871221978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41467031977-01-01Paper
Towards consensus: some convergence theorems on repeated averaging1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41673561977-01-01Paper
A note on simple branching processes with infinite mean1977-01-01Paper
Regularly varying functions1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41091311976-01-01Paper
The local limit theorem for the Galton-Watson process1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41334661976-01-01Paper
On a functional equation with asymptotically unique continuous solutions1976-01-01Paper
Some supplementary notes on one-type continuous-state branching processes1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41261141976-01-01Paper
The genetic balance between random sampling and random population size1975-01-01Paper
Record Times1975-01-01Paper
Normed-convergence theory for supercritical branching processes1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40742951975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41164081975-01-01Paper
Notes on “Estimation theory for growth and immigration rates in a multiplicative process”1974-01-01Paper
Regularly varying functions in the theory of simple branching processes1974-01-01Paper
Computation of the stationary distribution of an infinite stochastic matrix of special form1974-01-01Paper
A unified theory of regularly varying sequences1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44053011973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51796071973-01-01Paper
The simple branching process with infinite mean. I1973-01-01Paper
Regularly Varying Sequences1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56853241973-01-01Paper
On strong ergodicity of inhomogeneous products of finite stochastic matrices1973-01-01Paper
A Tauberian theorem of E. Landau and W. Feller1973-01-01Paper
Computation of the stationary distribution of an infinite Markov matrix1973-01-01Paper
Estimation theory for growth and immigration rates in a multiplicative process1972-01-01Paper
Population Projection Variances and Path Analysis1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56705901972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56391021972-01-01Paper
Slowly varying functions and asymptotic relations1971-01-01Paper
Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration1971-01-01Paper
SEQUENTIAL CRITERIA FOR REGULAR VARIATION1971-01-01Paper
On invariant measures for simple branching processes1971-01-01Paper
On the supercritical Galton-Watson process with immigration1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55956181970-01-01Paper
On invariant measures for simple branching processes (Summary)1970-01-01Paper
A note on the supercritical Galton-Watson process with immigraiton1970-01-01Paper
Functional equations and the Galton-Watson process1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40742151969-01-01Paper
THE THEORY OF NON‐NEGATIVE MATRICES IN A DYNAMIC PROGRAMMING PROBLEM1969-01-01Paper
On a problem of M. Jiřina concerning continuous state branching processes1969-01-01Paper
A LIMIT THEOREM FOR THE GALTON‐WATSON PROCESS WITH IMMIGRATION1969-01-01Paper
On Koenigs' ratios for iterates of real functions1969-01-01Paper
On the asymptotic behaviour of subcritical branching processes with continuous state space1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55395331968-01-01Paper
On Recent Theorems Concerning the Supercritical Galton-Watson Process1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55394811968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55938771968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56548381968-01-01Paper
On asymptotic properties of sub-critical branching processes1968-01-01Paper
On quasi-stationary distributions in absorbing continuous-time finite Markov chains1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55507651967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55675961967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55648471967-01-01Paper
On the transient behaviour of a Poisson branching process1967-01-01Paper
The Galton-Watson process with mean one1967-01-01Paper
A Refinement of Two Theorems in the Theory of Branching Processes1967-01-01Paper
ON THE MAXIMA OF ABSORBING MARKOV CHAINS1967-01-01Paper
On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states1966-01-01Paper
QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55283811966-01-01Paper
Inequalities for branching processes1966-01-01Paper
On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains1965-01-01Paper

Research outcomes over time

This page was built for person: Eugene Seneta