| Publication | Date of Publication | Type |
|---|
Asymptotic results for compound sums in separable Banach spaces
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2025-01-23 | Paper |
Asymptotic results for sums and extremes
Journal of Applied Probability | 2024-11-15 | Paper |
Non-universal moderate deviation principle for the nodal length of arithmetic random waves
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
Theory of Probability and Mathematical Statistics | 2024-11-06 | Paper |
Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
Statistics \& Probability Letters | 2023-06-26 | Paper |
Some examples of noncentral moderate deviations for sequences of real random variables
Modern Stochastics. Theory and Applications | 2023-06-22 | Paper |
Asymptotic results for certain first-passage times and areas of renewal processes
Theory of Probability and Mathematical Statistics | 2023-05-17 | Paper |
Asymptotic results for compound sums in separable Banach spaces
| 2023-03-15 | Paper |
An inverse Sanov theorem for exponential families
Journal of Statistical Planning and Inference | 2023-01-09 | Paper |
Asymptotic results for sums and extremes
| 2022-10-05 | Paper |
Noncentral moderate deviations for fractional Skellam processes
| 2022-08-12 | Paper |
Asymptotic results for weighted means of linear combinations of independent Poisson random variables
Stochastics | 2022-07-05 | Paper |
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
Metrika | 2022-06-30 | Paper |
Asymptotic results for families of random variables having power series distributions
Modern Stochastics. Theory and Applications | 2022-06-13 | Paper |
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
| 2022-05-21 | Paper |
Large deviations for method-of-quantiles estimators of one-dimensional parameters
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Non-central moderate deviations for compound fractional Poisson processes
Statistics \& Probability Letters | 2022-04-22 | Paper |
Large deviations for a class of tempered subordinators and their inverse processes
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2021-12-16 | Paper |
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
Modern Stochastics. Theory and Applications | 2021-11-05 | Paper |
Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case
Annals of the Institute of Statistical Mathematics | 2021-09-28 | Paper |
Moderate deviation estimates for nodal lengths of random spherical harmonics
| 2021-01-19 | Paper |
Asymptotic results for families of power series distributions
| 2021-01-15 | Paper |
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Statistics \& Probability Letters | 2020-12-18 | Paper |
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Analysis of random walks on a hexagonal lattice
IMA Journal of Applied Mathematics | 2020-02-13 | Paper |
Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
Statistics \& Probability Letters | 2019-09-05 | Paper |
Asymptotic results for first-passage times of some exponential processes
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Large deviation results and applications to the generalized Cramér model
Mathematics | 2018-07-05 | Paper |
Large deviations for some logarithmic means in the case of random variables with thin tails
Statistics \& Probability Letters | 2018-06-20 | Paper |
Large deviations for risk measures in finite mixture models
Insurance Mathematics \& Economics | 2018-06-15 | Paper |
Asymptotic results for finite superpositions of Ornstein-Uhlenbeck processes
Stochastic Analysis and Applications | 2018-01-25 | Paper |
Asymptotic results for a multivariate version of the alternative fractional Poisson process
Statistics \& Probability Letters | 2017-12-22 | Paper |
Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
Large deviations for estimators of the parameters of a neuronal response latency model
Statistics \& Probability Letters | 2017-09-28 | Paper |
Asymptotic results for sums of independent random variables with alternating laws
Advances in Intelligent Systems and Computing | 2017-08-18 | Paper |
What About the Posterior Distributions When the Model is Non-dominated?
Springer Proceedings in Mathematics & Statistics | 2017-06-16 | Paper |
Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process
Modern Stochastics. Theory and Applications | 2017-04-18 | Paper |
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
Stochastics | 2017-04-11 | Paper |
Multivariate fractional Poisson processes and compound sums
Advances in Applied Probability | 2016-11-01 | Paper |
Asymptotic results for a class of triangular arrays of multivariate random variables with Bernoulli distributed components
Lithuanian Mathematical Journal | 2016-09-30 | Paper |
Asymptotic results for multivariate estimators of the mean density of random closed sets
Electronic Journal of Statistics | 2016-09-07 | Paper |
Large deviations for some non-standard telegraph processes
Statistics \& Probability Letters | 2016-04-22 | Paper |
Large deviations for estimators of some threshold parameters
Statistical Methods and Applications | 2016-03-17 | Paper |
Correlated fractional counting processes on a finite-time interval
Journal of Applied Probability | 2016-03-11 | Paper |
Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Large deviations for a damped telegraph process
EAA Series | 2015-10-15 | Paper |
Large deviations for a class of counting processes and some statistical applications
Statistics \& Probability Letters | 2015-08-19 | Paper |
Asymptotic results for empirical means of independent geometric distributed random variables
Stochastics | 2015-07-29 | Paper |
On large deviations for some sequences of weighted means of Gaussian processes
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Large deviations for proportions of observations which fall in random sets determined by order statistics
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Flooding time in edge-Markovian dynamic graphs
Proceedings of the twenty-seventh ACM symposium on Principles of distributed computing | 2014-12-12 | Paper |
Asymptotic results for runs and empirical cumulative entropies
Journal of Statistical Planning and Inference | 2014-11-24 | Paper |
On the asymptotic behavior of a sequence of random variables of interest in the classical occupancy problem
Theory of Probability and Mathematical Statistics | 2014-10-15 | Paper |
Extension of some large deviation results for posterior distributions
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Large deviations for empirical estimators of the stationary distribution of a semi-Markov process with finite state space
Communications in Statistics: Theory and Methods | 2014-07-30 | Paper |
On the asymptotic behavior of the hyperbolic Brownian motion
Journal of Statistical Physics | 2014-07-10 | Paper |
Asymptotic results for random walks in continuous time with alternating rates
Journal of Statistical Physics | 2014-07-10 | Paper |
Large deviation principles for sequences of maxima and minima
Communications in Statistics: Theory and Methods | 2014-06-06 | Paper |
Fractional discrete processes: compound and mixed Poisson representations
Journal of Applied Probability | 2014-05-14 | Paper |
Large deviation results on some estimators for stationary Gaussian processes
Statistics | 2014-03-12 | Paper |
Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
Annals of the Institute of Statistical Mathematics | 2013-11-11 | Paper |
Large deviation results for compound Markov renewal processes
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
Asymptotic results for random flights
| 2013-08-01 | Paper |
Large deviations for fractional Poisson processes
Statistics \& Probability Letters | 2013-05-13 | Paper |
On the large deviations of a class of modulated additive processes
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
Large deviations for some normalized sums of exponentially distributed random variables
| 2013-01-02 | Paper |
Alternative forms of compound fractional Poisson processes
Abstract and Applied Analysis | 2012-12-18 | Paper |
Large deviation principles for telegraph processes
Statistics \& Probability Letters | 2012-10-17 | Paper |
Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function
Probability and Mathematical Statistics | 2012-08-28 | Paper |
Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes
Communications in Statistics. Simulation and Computation | 2011-11-25 | Paper |
Risk processes with shot noise Cox claim number process and reserve dependent premium rate
Insurance Mathematics \& Economics | 2011-08-01 | Paper |
Flooding time of edge-Markovian evolving graphs
SIAM Journal on Discrete Mathematics | 2011-07-18 | Paper |
Sample Path Large Deviations for Order Statistics
Journal of Applied Probability | 2011-04-05 | Paper |
Large deviation principles for sequences of logarithmically weighted means
Journal of Mathematical Analysis and Applications | 2011-03-29 | Paper |
Large deviations for estimators of unknown probabilities, with applications in risk theory
Statistics \& Probability Letters | 2011-01-14 | Paper |
Mixtures of conjugate prior distributions and large deviations for level crossing probabilities
| 2010-08-13 | Paper |
Large deviations for Bayesian estimators in first-order autoregressive processes
Journal of Statistical Planning and Inference | 2010-06-03 | Paper |
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
Journal of Mathematical Analysis and Applications | 2010-05-10 | Paper |
Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
Communications in Statistics: Theory and Methods | 2009-09-18 | Paper |
Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
Statistics \& Probability Letters | 2009-03-04 | Paper |
Ruin probabilities of small noise jump‐diffusions with heavy tails
Applied Stochastic Models in Business and Industry | 2009-02-28 | Paper |
Large deviations for the time-integrated negative parts of some processes
Statistics \& Probability Letters | 2008-03-11 | Paper |
Lundberg parameters for non standard risk processes
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Large deviations for compound Markov renewal processes with dependent jump sizes and jump waiting times
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2007-09-25 | Paper |
Large deviations for risk processes with reinsurance
Journal of Applied Probability | 2007-08-23 | Paper |
On fluid model and averaged parameters model for Markov additive processes with finite environment's state space
Ricerche di Matematica | 2007-08-07 | Paper |
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
Queueing Systems | 2007-05-03 | Paper |
Asymptotic results for perturbed risk processes with delayed claims
Insurance Mathematics \& Economics | 2007-03-02 | Paper |
Large deviations estimates for some level crossing probabilities in Bayesian setting
| 2007-02-02 | Paper |
Sample path large deviations principles for Poisson shot noise processes, and applications
Electronic Journal of Probability | 2006-11-03 | Paper |
Large deviations for risk models in which each main claim induces a delayed claim
Stochastics | 2006-09-04 | Paper |
scientific article; zbMATH DE number 2226381 (Why is no real title available?)
| 2005-11-08 | Paper |
scientific article; zbMATH DE number 2216827 (Why is no real title available?)
| 2005-10-20 | Paper |
Large deviations for Markov chains in a random scenery with compact support
Boletín de la Sociedad Matemática Mexicana. Third Series | 2004-11-05 | Paper |
scientific article; zbMATH DE number 2060179 (Why is no real title available?)
| 2004-03-17 | Paper |
Large deviations for hitting times on some decreasing sets
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2004-01-22 | Paper |
scientific article; zbMATH DE number 1846919 (Why is no real title available?)
| 2002-12-17 | Paper |
Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift
Statistics \& Decisions | 2001-09-17 | Paper |
scientific article; zbMATH DE number 1522735 (Why is no real title available?)
| 2001-02-28 | Paper |
Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
Journal of Applied Probability | 2001-01-01 | Paper |
Bayes factor for non-dominated statistical models
Statistics \& Probability Letters | 2001-01-01 | Paper |
scientific article; zbMATH DE number 1330892 (Why is no real title available?)
| 2000-06-04 | Paper |
The maximal dominated subsets of a statistical experiment
Statistics \& Probability Letters | 1999-09-20 | Paper |
The ``statistical experiment-equivalence for prior distributions
Bulletin of the Belgian Mathematical Society - Simon Stevin | 1999-04-06 | Paper |
On prior distributions which give rise to a dominated Bayesian experiment
Bulletin of the Belgian Mathematical Society - Simon Stevin | 1999-04-05 | Paper |
scientific article; zbMATH DE number 1136509 (Why is no real title available?)
| 1998-04-01 | Paper |
scientific article; zbMATH DE number 992669 (Why is no real title available?)
| 1997-05-29 | Paper |
scientific article; zbMATH DE number 954818 (Why is no real title available?)
| 1997-05-25 | Paper |
scientific article; zbMATH DE number 913112 (Why is no real title available?)
| 1996-11-06 | Paper |
On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments
Statistics \& Probability Letters | 1996-08-21 | Paper |
scientific article; zbMATH DE number 823333 (Why is no real title available?)
| 1996-05-13 | Paper |
Non-Universal Moderate Deviation Principle for the Nodal Length of Arithmetic Random Waves
| N/A | Paper |
Noncentral moderate deviations for time-changed L\'evy processes with inverse of stable subordinators
| N/A | Paper |
Large and moderate deviations for Gaussian neural networks
| N/A | Paper |
