| Publication | Date of Publication | Type |
|---|
On functional processes with multiple discontinuities
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Spectral Density Estimation of Function-Valued Spatial Processes
| 2023-02-04 | Paper |
Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails
| 2022-11-29 | Paper |
A functional-data approach to the Argo data
The Annals of Applied Statistics | 2022-05-06 | Paper |
Tangent fields, intrinsic stationarity, and self similarity
Electronic Journal of Probability | 2022-03-30 | Paper |
Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory)
| 2020-10-27 | Paper |
Hurst function estimation
The Annals of Statistics | 2020-08-28 | Paper |
Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
The Annals of Applied Statistics | 2019-12-19 | Paper |
Local intrinsic stationarity and its inference
The Annals of Statistics | 2016-11-18 | Paper |
An interview with Ross Leadbetter
Extremes | 2015-12-08 | Paper |
Theoretical foundations of functional data analysis, with an introduction to linear operators
Wiley Series in Probability and Statistics | 2015-05-22 | Paper |
Linear prediction in functional data analysis
Stochastic Processes and their Applications | 2012-10-10 | Paper |
Nonparametric estimation of the variogram and its spectrum
Biometrika | 2011-12-28 | Paper |
Spectral density estimation through a regularized inverse problem
STATISTICA SINICA | 2011-10-21 | Paper |
Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
The Annals of Statistics | 2011-01-19 | Paper |
Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data
The Annals of Statistics | 2010-11-15 | Paper |
Multivariate intrinsic random functions for cokriging
Mathematical Geosciences | 2010-01-18 | Paper |
An RKHS formulation of the inverse regression dimension-reduction problem
The Annals of Statistics | 2009-06-04 | Paper |
Canonical correlation for stochastic processes
Stochastic Processes and their Applications | 2008-09-29 | Paper |
On rates of convergence in functional linear regression
Journal of Multivariate Analysis | 2008-03-05 | Paper |
Extremes on trees
The Annals of Probability | 2006-08-03 | Paper |
The broken sample problem
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-04-28 | Paper |
On weighted \(U\)-statistics for stationary processes.
The Annals of Probability | 2004-09-15 | Paper |
scientific article; zbMATH DE number 1944309 (Why is no real title available?)
| 2004-01-20 | Paper |
Linear processes, long-range dependence and asymptotic expansions
Statistical Inference for Stochastic Processes | 2001-08-17 | Paper |
On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages
The Annals of Probability | 2001-05-28 | Paper |
Nearest neighbor inverse regression
The Annals of Statistics | 2000-03-21 | Paper |
On multiple-level excursions by stationary processes with deterministic peaks
Stochastic Processes and their Applications | 2000-03-01 | Paper |
On the excursion random measure of stationary processes
The Annals of Probability | 2000-02-01 | Paper |
On the Hausdorff distance between a convex set and an interior random convex hull
Advances in Applied Probability | 1999-05-10 | Paper |
Limit theorems for functionals of moving averages
The Annals of Probability | 1999-01-05 | Paper |
On the area and perimeter of a random convex hull in a bounded convex set
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1998-10-13 | Paper |
scientific article; zbMATH DE number 1057895 (Why is no real title available?)
| 1997-09-04 | Paper |
On the asymptotic expansion of the empirical process of long-memory moving averages
The Annals of Statistics | 1997-05-29 | Paper |
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables
Journal of Applied Probability | 1997-01-27 | Paper |
The extremes of a triangular array of normal random variables
The Annals of Applied Probability | 1997-01-14 | Paper |
On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
Stochastic Processes and their Applications | 1996-10-08 | Paper |
Point process and partial sum convergence for weakly dependent random variables with infinite variance
The Annals of Probability | 1996-05-20 | Paper |
A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables
The Annals of Probability | 1995-09-17 | Paper |
Limit theorems for stable processes with application to spectral density estimation
Stochastic Processes and their Applications | 1995-05-23 | Paper |
On the asymptotic distribution of the area outside a random convex hull in a disk
The Annals of Applied Probability | 1994-10-13 | Paper |
On some estimates based on sample behavior near high level excursions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-05-18 | Paper |
Extremal index estimation for a weakly dependent stationary sequence
The Annals of Statistics | 1994-04-18 | Paper |
An asymptotic theory for sliced inverse regression
The Annals of Statistics | 1992-09-27 | Paper |
Calculating the extremal index for a class of stationary sequences
Advances in Applied Probability | 1992-06-26 | Paper |
On tail index estimation using dependent data
The Annals of Statistics | 1992-06-26 | Paper |
Limit theorems for strongly mixing stationary random measures
Stochastic Processes and their Applications | 1992-06-25 | Paper |
Estimating the parameters of rare events
Stochastic Processes and their Applications | 1991-01-01 | Paper |
Extremal properties of shot noise processes
Advances in Applied Probability | 1989-01-01 | Paper |
Extreme value theory for multivariate stationary sequences
Journal of Multivariate Analysis | 1989-01-01 | Paper |
On a loss of memory property of the maximum
Statistics & Probability Letters | 1989-01-01 | Paper |
A sequential procedure for monitoring the mean of a shot noise process
Sequential Analysis | 1989-01-01 | Paper |
On the exceedance point process for a stationary sequence
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
On the extreme order statistics for a stationary sequence
Stochastic Processes and their Applications | 1988-01-01 | Paper |
On the characterization of certain point processes
Stochastic Processes and their Applications | 1987-01-01 | Paper |
On the intensity of crossings by a shot noise process
Advances in Applied Probability | 1987-01-01 | Paper |
Extreme value theory for suprema of random variables with regularly varying tail probabilities
Stochastic Processes and their Applications | 1986-01-01 | Paper |
