| Publication | Date of Publication | Type |
|---|
Numerical analysis of extreme probabilities and the law of large numbers
Communications in Optimization Theory | 2025-04-07 | Paper |
Joseph Mark Gani, 1924--2016
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-10 | Paper |
Modelling and estimation for bivariate financial returns
International Statistical Review | 2024-07-19 | Paper |
Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation
International Statistical Review | 2024-07-18 | Paper |
Francesco Paolo Cantelli
International Statistical Review | 2024-07-18 | Paper |
Pearson's statistics in the Netherlands and the astronomer Kapteyn
International Statistical Review | 2024-07-17 | Paper |
Karl Pearson in Russian contexts
International Statistical Review | 2024-07-17 | Paper |
A theorem on the asymptotics of skew-normal type integrals
Statistics & Probability Letters | 2024-07-09 | Paper |
| scientific article; zbMATH DE number 7819030 (Why is no real title available?) | 2024-03-14 | Paper |
On familywise error rate cutoffs under pairwise exchangeability
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
| Tail asymptotics for the bivariate skew normal in the general case | 2022-10-03 | Paper |
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case
Statistics & Probability Letters | 2021-11-12 | Paper |
A generalized hyperbolic model for a risky asset with dependence
Statistics & Probability Letters | 2021-09-29 | Paper |
The cosine series and regular variation in the Karamata and Zygmund senses
Publications de l'Institut Math?matique (Belgrade) | 2021-04-24 | Paper |
| Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution | 2020-10-12 | Paper |
Peter Jagers: some reminiscences on his retirement
Advances in Applied Probability | 2020-02-05 | Paper |
The weak law of large numbers for nonnegative summands
Advances in Applied Probability | 2020-02-05 | Paper |
On the bicentenary in St. Petersburg of Jacob Bernoulli's theorem
International Statistical Review | 2019-07-16 | Paper |
The deviance information criterion in comparison of normal mixing models
International Statistical Review | 2019-07-16 | Paper |
Gumbel’s Identity, Binomial Moments, and Bonferroni Sums
International Statistical Review | 2019-06-20 | Paper |
Slowly varying functions in the Zygmund sense and generalized regular variation
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Quantile function expansion using regularly varying functions
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Contaminated variance-mean mixing model
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Markov chains as models in statistical mechanics
Statistical Science | 2018-10-02 | Paper |
Joseph Mark Gani AM, DSc, FAA, FASSA
Journal of Applied Probability | 2018-09-26 | Paper |
In memoriam: Ranko Bojanic November 12, 1924-February 21, 2017
Journal of Approximation Theory | 2018-05-15 | Paper |
Bivariate binomial moments and Bonferroni-type inequalities
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
A scalar-valued infinitely divisible random field with Pólya autocorrelation
Statistics & Probability Letters | 2017-01-16 | Paper |
Unique decomposition of low-order time series
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
| scientific article; zbMATH DE number 6542458 (Why is no real title available?) | 2016-02-18 | Paper |
Tail asymptotics for the bivariate skew normal
Journal of Multivariate Analysis | 2015-12-23 | Paper |
| scientific article; zbMATH DE number 6408802 (Why is no real title available?) | 2015-02-26 | Paper |
| Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition | 2015-02-20 | Paper |
Inhomogeneous Markov chains and ergodicity coefficients: John Hajnal (1924--2008)
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution
Journal of Multivariate Analysis | 2014-06-04 | Paper |
| Explicit Form of Coefficients in any MA(2) Process | 2014-05-27 | Paper |
Iterative aggregation: convergence rate
Economics Letters | 2013-10-24 | Paper |
A tricentenary history of the law of large numbers
Bernoulli | 2013-10-17 | Paper |
A tricentenary history of the law of large numbers
Bernoulli | 2013-10-17 | Paper |
Autocorrelation functions
International Statistical Review | 2013-06-21 | Paper |
An inverse gamma activity time process with noninteger parameters and a self-similar limit
Journal of Applied Probability | 2012-07-08 | Paper |
Obituary: Miloslav Jiřina
Journal of Applied Probability | 2012-07-08 | Paper |
Ján Sleszyński as a probabilist
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne | 2012-06-30 | Paper |
The bivariate normal copula function is regularly varying
Statistics & Probability Letters | 2011-10-28 | Paper |
Tail dependence and skew distributions
Quantitative Finance | 2011-04-28 | Paper |
Tail dependence for two skew t distributions
Statistics & Probability Letters | 2010-05-05 | Paper |
Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
Journal of Multivariate Analysis | 2009-11-27 | Paper |
OPTION PRICING WITH VG–LIKE MODELS
International Journal of Theoretical and Applied Finance | 2009-04-21 | Paper |
| scientific article; zbMATH DE number 5499190 (Why is no real title available?) | 2009-01-28 | Paper |
A characterisation of scale mixtures of the uniform distribution
Statistics & Probability Letters | 2008-11-25 | Paper |
Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA
Journal of Applied Probability | 2008-11-13 | Paper |
Variants of Karamata’s iteration theorem
Publications de l'Institut Math?matique (Belgrade) | 2008-07-02 | Paper |
A Gamma Activity Time Process with Noninteger Parameter and Self-Similar Limit
Journal of Applied Probability | 2008-03-07 | Paper |
Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments
International Statistical Review | 2008-03-06 | Paper |
Tailweight, quantiles and kurtosis: A study of competing distributions
Operations Research Letters | 2007-10-30 | Paper |
De Morgan in the Prehistory of Statistical Hypothesis Testing
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2007-09-13 | Paper |
Simple Stepwise Tests of Hypotheses and Multiple Comparisons
International Statistical Review | 2007-02-12 | Paper |
Normal characterization by zero correlations
Journal of the Australian Mathematical Society | 2007-01-31 | Paper |
Stationary-increment Student and variance-gamma processes
Journal of Applied Probability | 2006-11-16 | Paper |
A Fréchet-optimal strengthening of the Dawson-Sankoff lower bound
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
Duality between matrix variate \(t\) and matrix variate V.G. distributions
Journal of Multivariate Analysis | 2006-10-05 | Paper |
Non-negative matrices and Markov chains.
Springer Series in Statistics | 2006-05-31 | Paper |
A generator for explicit univariate lower bounds
Statistics & Probability Letters | 2006-04-28 | Paper |
| The problem of the broken rod and Ernesto Cesàro's early work in probability | 2006-02-21 | Paper |
Karamata's characterization theorem, feller and regular variation in probability theory
Publications de l'Institut Mathematique | 2006-02-13 | Paper |
In Memoriam: Emeritus Professor Henry Oliver Lancaster, AO FAA 1 February 1913 – 2 December 2001
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-11 | Paper |
Statistical Regularity and Free Will: L.A.J. Quetelet and P.A. Nekrasov
International Statistical Review | 2005-01-03 | Paper |
Mathematics, religion, and Marxism in the Soviet Union in the 1930s
Historia Mathematica | 2004-11-23 | Paper |
Fitting the variance-gamma model to financial data
Journal of Applied Probability | 2004-10-25 | Paper |
Characterization by orthogonal polynomial systems of finite Markov chains
Journal of Applied Probability | 2003-09-24 | Paper |
On explicit and Fréchet-optimal lower bounds
Journal of Applied Probability | 2003-02-19 | Paper |
| scientific article; zbMATH DE number 1862963 (Why is no real title available?) | 2003-02-03 | Paper |
M. V. Ostrogradskij as probabilist
Ukraïns'kyĭ Matematychnyĭ Zhurnal | 2002-04-24 | Paper |
The generalization of the Kac-Bernstein theorem
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Nineteenth-century developments in geometric probability: J. J. Sylvester, M. W. Crofton, J.-É. Barbier, and J. Bertrand
Archive for History of Exact Sciences | 2001-10-10 | Paper |
Multivariate Sobel-Uppuluri-Galambos-type bounds
Ukraïns'kyĭ Matematychnyĭ Zhurnal | 2001-07-11 | Paper |
A refinement of multivariate Bonferroni-type inequalities
Journal of Applied Probability | 2001-07-08 | Paper |
Lewis Carroll's ``pillow problems'': on the 1993 centenary
Statistical Science | 2001-02-07 | Paper |
On the comparison of two observed frequencies.
Biometrical Journal | 2001-01-01 | Paper |
Adjustment to Lancaster's mid-\(P\)
Methodology and Computing in Applied Probability | 2000-03-27 | Paper |
| scientific article; zbMATH DE number 1409937 (Why is no real title available?) | 2000-03-02 | Paper |
Lower Bounds for the Probability of Intersection of Several Unions of Events
Combinatorics, Probability and Computing | 2000-02-28 | Paper |
| scientific article; zbMATH DE number 1366701 (Why is no real title available?) | 1999-11-22 | Paper |
| scientific article; zbMATH DE number 1366702 (Why is no real title available?) | 1999-11-22 | Paper |
| scientific article; zbMATH DE number 1264854 (Why is no real title available?) | 1999-06-23 | Paper |
Early influences on probability and statistics in the Russian empire
Archive for History of Exact Sciences | 1999-03-11 | Paper |
Markov and the Birth of Chain Dependence Theory
International Statistical Review / Revue Internationale de Statistique | 1998-10-21 | Paper |
| scientific article; zbMATH DE number 1165684 (Why is no real title available?) | 1998-06-14 | Paper |
Complementation in Stochastic Matrices and the GTH Algorithm
SIAM Journal on Matrix Analysis and Applications | 1998-05-11 | Paper |
| scientific article; zbMATH DE number 1251546 (Why is no real title available?) | 1998-01-01 | Paper |
Quenouille-type theorem on autocorrelations
Annals of the Institute of Statistical Mathematics | 1997-11-18 | Paper |
Building an International Reputation: The Case of J. J. Sylvester (1814-1897)
The American Mathematical Monthly | 1997-10-12 | Paper |
Multivariate Bonferroni-type lower bounds
Journal of Applied Probability | 1997-07-17 | Paper |
| scientific article; zbMATH DE number 922974 (Why is no real title available?) | 1996-10-13 | Paper |
Peaks and Eulerian numbers in a random sequence
Journal of Applied Probability | 1996-09-16 | Paper |
Multivariate Identities, Permutation and Bonferroni Upper Bounds
Combinatorics, Probability and Computing | 1996-07-18 | Paper |
A note on bivariate Dawson-Sankoff-type bounds
Statistics & Probability Letters | 1996-03-11 | Paper |
| scientific article; zbMATH DE number 806833 (Why is no real title available?) | 1996-01-02 | Paper |
On the theory of Markov set-chains
Advances in Applied Probability | 1995-06-13 | Paper |
Carl Liebermeister's hypergeometric tails
Historia Mathematica | 1995-05-21 | Paper |
THE NUMBER OF PEAKS IN A STATIONARY SAMPLE AND ORTHANT PROBABILITIES
Journal of Time Series Analysis | 1995-03-01 | Paper |
