| Publication | Date of Publication | Type |
|---|
Moments for self-normalized partial sums
Stochastic Processes and their Applications | 2025-12-09 | Paper |
Self-normalized partial sums of heavy-tailed time series
Stochastic Processes and their Applications | 2025-10-29 | Paper |
Convolution closure properties of subexponential densities
Journal of Mathematical Analysis and Applications | 2025-01-27 | Paper |
| On convolution closure properties of subexponentiality approaching from densities | 2023-08-31 | Paper |
| Mle-equivariance, data transformations and invariant tests of fit | 2023-07-07 | Paper |
Subexponentialiy of densities of infinitely divisible distributions
Electronic Journal of Probability | 2023-07-04 | Paper |
Subexponentialiy of densities of infinitely divisible distributions
Electronic Journal of Probability | 2023-07-04 | Paper |
| Self-normalized partial sums of heavy-tailed time series | 2023-03-30 | Paper |
| Asymptotics of densities of first passage times for spectrally negative L\'evy processes | 2023-03-15 | Paper |
| Local subexponentiality and infinitely divisible distributions | 2023-02-15 | Paper |
| Trigonometrically approximated maximum likelihood estimation for stable law | 2022-09-19 | Paper |
Distance covariance for random fields
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Tails of bivariate stochastic recurrence equation with triangular matrices
Stochastic Processes and their Applications | 2022-06-20 | Paper |
Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Characterization of the tail behavior of a class of BEKK processes: a stochastic recurrence equation approach
Econometric Theory | 2022-03-21 | Paper |
Tail indices for \(AX+B\) recursion with triangular matrices
Journal of Theoretical Probability | 2021-11-17 | Paper |
Distance covariance for discretized stochastic processes
Bernoulli | 2020-10-07 | Paper |
Distance covariance for discretized stochastic processes
Bernoulli | 2020-10-07 | Paper |
The extremogram and the cross-extremogram for a bivariate GARCH(1,1) process
Advances in Applied Probability | 2019-09-23 | Paper |
Componentwise different tail solutions for bivariate stochastic recurrence equations with application to \(\text{GARCH}(1,1)\) processes
Colloquium Mathematicum | 2019-01-30 | Paper |
| Distance covariance for stochastic processes | 2018-08-08 | Paper |
Distance covariance for stochastic processes
(available as arXiv preprint) | 2018-08-08 | Paper |
Prediction in a Poisson cluster model with multiple cluster processes
Scandinavian Actuarial Journal | 2018-07-10 | Paper |
Applications of distance correlation to time series
Bernoulli | 2018-03-27 | Paper |
Applications of distance correlation to time series
Bernoulli | 2018-03-27 | Paper |
Prediction of components in random sums
Methodology and Computing in Applied Probability | 2017-08-14 | Paper |
| Arrival times of Cox process with independent increment with application to prediction problems | 2017-07-01 | Paper |
| Log-convexity and the cycle index polynomials with relation to compound Poisson distributions | 2016-09-22 | Paper |
Prediction in a mixed Poisson cluster model
Stochastic Models | 2016-08-08 | Paper |
Fractional absolute moments of heavy tailed distributions
Brazilian Journal of Probability and Statistics | 2016-06-09 | Paper |
Fractional absolute moments of heavy tailed distributions
Brazilian Journal of Probability and Statistics | 2016-06-09 | Paper |
Generalized fractional Lévy processes with fractional Brownian motion limit
Advances in Applied Probability | 2016-02-12 | Paper |
Prediction in a non-homogeneous Poisson cluster model
Insurance Mathematics & Economics | 2014-09-22 | Paper |
The Lamperti transforms of self-similar Gaussian processes and their exponentials
Stochastic Models | 2014-05-02 | Paper |
On the exponential process associated with a CARMA-type process
Stochastics | 2014-04-17 | Paper |
Estimation of the tail index for lattice-valued sequences
Extremes | 2014-04-08 | Paper |
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Bernoulli | 2013-01-17 | Paper |
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Bernoulli | 2013-01-17 | Paper |
Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
Tokyo Journal of Mathematics | 2011-03-25 | Paper |
Prediction in a Poisson cluster model
Journal of Applied Probability | 2010-07-20 | Paper |
On the exponentials of fractional Ornstein-Uhlenbeck processes
Electronic Journal of Probability | 2009-11-20 | Paper |
On the exponentials of fractional Ornstein-Uhlenbeck processes
Electronic Journal of Probability | 2009-11-20 | Paper |
The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
Statistics & Probability Letters | 2009-09-30 | Paper |
Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach
Test | 2009-06-02 | Paper |
Integral representations of one-dimensional projections for multivariate stable densities
Journal of Multivariate Analysis | 2009-02-09 | Paper |
Arma and fractional Arima models with infinitely divisible innovations
(available as arXiv preprint) | 2008-12-11 | Paper |
| Skewness and kurtosis as locally best invariant tests of normality | 2006-08-20 | Paper |
Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives
Communications in Statistics: Theory and Methods | 2006-04-19 | Paper |
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
Annals of the Institute of Statistical Mathematics | 2006-03-09 | Paper |
| Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution | 2005-02-26 | Paper |
