| Publication | Date of Publication | Type |
|---|
Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk
Bernoulli | 2024-03-26 | Paper |
Asymptotics of the distribution and harmonic moments for a supercritical branching process in a random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
Conditioned limit theorems for hyperbolic dynamical systems
Ergodic Theory and Dynamical Systems | 2023-12-15 | Paper |
| Conditioned local limit theorems for products of positive random matrices | 2023-10-11 | Paper |
Large deviation expansions for the coefficients of random walks on the general linear group
The Annals of Probability | 2023-07-18 | Paper |
A Kesten-Stigum type theorem for a supercritical multitype branching process in a random environment
The Annals of Applied Probability | 2023-06-05 | Paper |
Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
Stochastic Processes and their Applications | 2023-03-14 | Paper |
A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
A zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group
(available as arXiv preprint) | 2022-09-10 | Paper |
| Edgeworth expansion for the coefficients of random walks on the general linear group | 2022-09-08 | Paper |
| Edgeworth expansion and large deviations for the coefficients of products of positive random matrices | 2022-09-07 | Paper |
| The extremal position of a branching random walk in the general linear group | 2022-06-10 | Paper |
Berry-Esseen bound and precise moderate deviations for products of random matrices
Journal of the European Mathematical Society (JEMS) | 2022-05-06 | Paper |
Convergence in \(L^p\) for a supercritical multi-type branching process in a random environment
Proceedings of the Steklov Institute of Mathematics | 2022-05-04 | Paper |
Limit theorems for critical branching processes in a finite-state-space Markovian environment
Advances in Applied Probability | 2022-03-31 | Paper |
Poisson shot noise removal by an oracular non-local algorithm
Journal of Mathematical Imaging and Vision | 2021-11-24 | Paper |
| Limit theorems for the coefficients of random walks on the general linear group | 2021-11-20 | Paper |
Berry-Esseen bounds and moderate deviations for random walks on \(\mathrm{GL}_d(\mathbb{R})\)
Stochastic Processes and their Applications | 2021-11-03 | Paper |
| Conditioned local limit theorems for random walks on the real line | 2021-10-11 | Paper |
| Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices | 2020-10-01 | Paper |
Precise large deviation asymptotics for products of random matrices
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Self-normalized Cramér type moderate deviations for stationary sequences and applications
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
Journal of Theoretical Probability | 2020-05-19 | Paper |
Removing random-valued impulse noise with reliable weight
Inverse Problems and Imaging | 2020-05-05 | Paper |
Conditioned local limit theorems for random walks defined on finite Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-01-31 | Paper |
Self-normalized Cramér type moderate deviations for martingales
Bernoulli | 2019-09-25 | Paper |
Self-normalized Cramér type moderate deviations for martingales
Bernoulli | 2019-09-25 | Paper |
The survival probability of critical and subcritical branching processes in finite state space Markovian environment
Stochastic Processes and their Applications | 2019-06-28 | Paper |
Estimation of extreme survival probabilities with Cox model
Statistics | 2019-06-24 | Paper |
Nonlocal Means and Optimal Weights for Noise Removal
SIAM Journal on Imaging Sciences | 2018-10-17 | Paper |
Convergence theorems for the non-local means filter
Inverse Problems and Imaging | 2018-09-14 | Paper |
Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
The Annals of Probability | 2018-08-16 | Paper |
Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption
The Annals of Probability | 2018-08-16 | Paper |
Limit theorems for affine Markov walks conditioned to stay positive
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
| A survey on conditioned limit theorems for products of random matrices and affine random walks | 2018-03-08 | Paper |
| Bounds in the local limit theorem for a random walk conditioned to stay positive | 2018-03-08 | Paper |
Harmonic moments and large deviations for a supercritical branching process in a random environment
Electronic Journal of Probability | 2018-01-18 | Paper |
Martingale inequalities of type Dzhaparidze and van Zanten
Statistics | 2018-01-12 | Paper |
Conditioned limit theorems for products of random matrices
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2017-07-25 | Paper |
Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation
Statistics | 2017-07-14 | Paper |
Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
Stochastic Processes and their Applications | 2017-03-20 | Paper |
Deviation inequalities for martingales with applications
Journal of Mathematical Analysis and Applications | 2016-12-14 | Paper |
| Limit theorems for random walks in the general linear group | 2016-01-27 | Paper |
Sharp large deviation results for sums of independent random variables
Science China. Mathematics | 2015-10-26 | Paper |
Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
Extremes | 2015-09-24 | Paper |
Cramér large deviation expansions for martingales under Bernstein's condition
Stochastic Processes and their Applications | 2015-06-19 | Paper |
Exponential inequalities for martingales with applications
Electronic Journal of Probability | 2015-02-03 | Paper |
| Estimation of the extreme survival probabilities from censored data | 2015-02-02 | Paper |
A generalization of Cramér large deviations for martingales
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2014-11-04 | Paper |
A new Poisson noise filter based on weights optimization
Journal of Scientific Computing | 2014-10-10 | Paper |
Large deviation exponential inequalities for supermartingales
Electronic Communications in Probability | 2014-09-24 | Paper |
On the rate of convergence in the weak invariance principle for dependent random variables with applications to Markov chains
Colloquium Mathematicum | 2014-02-03 | Paper |
Sharp large deviations under Bernstein's condition
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-12-17 | Paper |
Hoeffding's inequality for supermartingales
Stochastic Processes and their Applications | 2012-09-12 | Paper |
Asymptotic equivalence of nonparametric autoregression and nonparametric regression
The Annals of Statistics | 2012-09-03 | Paper |
Asymptotic equivalence of nonparametric autoregression and nonparametric regression
The Annals of Statistics | 2012-09-03 | Paper |
| Sharp large deviation probabilities for sums of independent bounded random variables | 2012-06-12 | Paper |
Estimation of the survival probabilities by adjusting a Cox model to the tail
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2011-09-22 | Paper |
Statistics of extremes by oracle estimation
The Annals of Statistics | 2008-08-28 | Paper |
| Pareto approximation of the tail by local exponential modeling | 2007-11-13 | Paper |
An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
Journal of Theoretical Probability | 2006-10-31 | Paper |
Asymptotic theory for the Cox model with missing time-dependent covariate
The Annals of Statistics | 2006-08-03 | Paper |
Asymptotic normality of semiparametric estimators in the Cox model with nonignorable missing covariate
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-23 | Paper |
Generalized Estimating Equations (GEE) for Mixed Logistic Models
Communications in Statistics: Theory and Methods | 2003-04-07 | Paper |
A functional Hungarian construction for sums of independent random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
A functional Hungarian construction for sums of independent random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Asymptotic equivalence for nonparametric regression
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Large deviations for martingales via Cramér's method
Stochastic Processes and their Applications | 2002-08-29 | Paper |
| scientific article; zbMATH DE number 1747146 (Why is no real title available?) | 2002-05-29 | Paper |
Asymptotic equivalence for nonparametric generalized linear models
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-02-01 | Paper |
On moderate deviations for martingales
The Annals of Probability | 1998-01-26 | Paper |
The probabilities of large deviations for semimartingales
Stochastics and Stochastic Reports | 1997-02-24 | Paper |
On the rate of convergence in the central limit theorem for d-dimensional semimartingales
Stochastics and Stochastic Reports | 1995-02-02 | Paper |
| scientific article; zbMATH DE number 18817 (Why is no real title available?) | 1992-06-26 | Paper |
