| Publication | Date of Publication | Type |
|---|
| A note on randomly stopped sums with zero mean increments | 2024-04-30 | Paper |
| On the distribution-tail behaviour of the product of normal random variables | 2023-11-30 | Paper |
| Aggregation of network traffic and anisotropic scaling of random fields | 2023-05-17 | Paper |
| On the non-closure under convolution for strong subexponential distributions | 2023-01-11 | Paper |
| A note on product-convolution for generalized subexponential distributions | 2022-11-09 | Paper |
| Asymptotic normality in linear regression with approximately sparse structure | 2022-03-08 | Paper |
| Group testing: Revisiting the ideas | 2021-06-10 | Paper |
| Aggregation and long memory: recent developments | 2021-06-02 | Paper |
| Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure | 2021-03-18 | Paper |
| The Lithuanian Mathematical Society and mathematical life in the country | 2021-02-23 | Paper |
| Estimating Long Memory in Panel Random‐Coefficient AR(1) Data | 2020-09-16 | Paper |
| On a closure property of convolution equivalent class of distributions | 2020-06-17 | Paper |
| An integer-valued autoregressive process for seasonality | 2020-04-28 | Paper |
| Tails of higher-order moments with dominatedly varying summands | 2019-12-03 | Paper |
| Sample covariances of random-coefficient AR(1) panel model | 2019-11-26 | Paper |
| A copula-based bivariate integer-valued autoregressive process with application | 2019-10-08 | Paper |
| A note on the tail behavior of randomly weighted and stopped dependent sums | 2019-07-12 | Paper |
| Bounds for the Clayton copula | 2019-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4691162 | 2018-10-18 | Paper |
| On the random max-closure for heavy-tailed random variables | 2017-08-31 | Paper |
| Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data | 2016-12-15 | Paper |
| Weak max-sum equivalence for dependent heavy-tailed random variables | 2016-05-12 | Paper |
| Asymptotics for randomly weighted and stopped dependent sums | 2016-05-04 | Paper |
| Renewal regime switching and stable limit laws | 2016-04-01 | Paper |
| Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels | 2016-03-30 | Paper |
| Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model | 2015-11-06 | Paper |
| In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | Paper |
| DETECTION OF NONCONSTANT LONG MEMORY PARAMETER | 2014-06-20 | Paper |
| Closure property and maximum of randomly weighted sums with heavy-tailed increments | 2014-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412160 | 2014-04-25 | Paper |
| Stability of random coefficient ARCH models and aggregation schemes | 2014-03-07 | Paper |
| Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails | 2014-01-15 | Paper |
| Asymptotics of partial sums of linear processes with changing memory parameter | 2013-08-08 | Paper |
| Precise large deviations for compound random sums in the presence of dependence structures | 2013-07-25 | Paper |
| Closure of some heavy-tailed distribution classes under random convolution | 2013-03-21 | Paper |
| Tail probability of randomly weighted sums of subexponential random variables under a dependence structure | 2012-09-18 | Paper |
| On the ruin probability in a dependent discrete time risk model with insurance and financial risks | 2012-05-14 | Paper |
| Finite-horizon ruin probability asymptotics in the compound discrete-time risk model | 2011-12-01 | Paper |
| Uniform estimates for the finite-time ruin probability in the dependent renewal risk model | 2011-07-18 | Paper |
| Tail behavior of sums and maxima of sums of dependent subexponential random variables | 2011-05-25 | Paper |
| Asymptotic behaviour of the finite-time ruin probability in renewal risk models | 2011-02-22 | Paper |
| Effect of aggregation on estimators in AR(1) sequence | 2011-01-22 | Paper |
| Local precise large deviations for sums of random variables with \(O\)-regularly varying densities | 2010-09-01 | Paper |
| Asymptotic normality of the mixture density estimator in a disaggregation scheme | 2010-06-18 | Paper |
| AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS | 2010-04-23 | Paper |
| Second-order asymptotics of ruin probabilities for semiexponential claims | 2010-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400722 | 2010-02-05 | Paper |
| A property of the renewal counting process with application to the finite-time ruin probability | 2009-12-02 | Paper |
| ARCH(∞) Models and Long Memory Properties | 2009-11-27 | Paper |
| Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications | 2009-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607562 | 2009-03-02 | Paper |
| Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model | 2009-02-28 | Paper |
| Precise large deviation results for the total claim amount under subexponential claim sizes | 2008-08-08 | Paper |
| On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme | 2008-02-22 | Paper |
| Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes | 2007-05-23 | Paper |
| A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS | 2007-04-23 | Paper |
| Time series aggregation, disaggregation and long memory | 2007-02-27 | Paper |
| Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework | 2006-11-28 | Paper |
| On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise | 2006-11-16 | Paper |
| Orthogonal series density estimation in a disaggregation scheme | 2006-06-30 | Paper |
| A mathematical model for the bond market. | 2005-08-09 | Paper |
| Random coefficient autoregression, regime switching and long memory | 2004-06-10 | Paper |
| Long memory and stochastic trend. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407611 | 2004-03-02 | Paper |
| On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives | 2003-12-09 | Paper |
| A new theorem on the existence of invariant distributions with applications to ARCH processes | 2003-12-07 | Paper |
| Aggregation in ARCH models | 2003-05-19 | Paper |
| ON STATIONARITY IN THE ARCH(∞) MODEL | 2003-05-18 | Paper |
| Rescaled variance and related tests for long memory in volatility and levels | 2003-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769691 | 2002-11-24 | Paper |
| Change-point estimation in ARCH models | 2002-11-14 | Paper |
| Testing for long memory in the presence of a general trend | 2002-06-26 | Paper |
| STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM | 2002-05-23 | Paper |
| Testing for parameter changes in ARCH models | 2001-11-19 | Paper |
| Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518942 | 2001-05-11 | Paper |
| Security price modelling by a binomial tree | 2001-01-07 | Paper |
| Change-point in the mean of dependent observations | 2000-05-08 | Paper |
| Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. | 2000-01-01 | Paper |
| The change-point problem for dependent observations | 1996-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874059 | 1996-08-04 | Paper |
| A generalized fractionally differencing approach in long-memory modeling | 1996-02-25 | Paper |
| Testing and estimating in the change-point problem of the spectral function | 1994-07-19 | Paper |
| Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977931 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4711917 | 1992-06-25 | Paper |
| Weak convergence of two-parameter empirical fields in change-point problems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827404 | 1988-01-01 | Paper |
