| Publication | Date of Publication | Type |
|---|
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
Journal of Statistical Planning and Inference | 2024-11-12 | Paper |
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
Metrika | 2024-08-29 | Paper |
Diffusion approximation of critical controlled multi-type branching processes
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2024-06-10 | Paper |
Comparison and equality of generalized $\psi$-estimators
| 2023-09-09 | Paper |
On distributions of jumps of multi-type CBI processes
| 2023-08-10 | Paper |
Limit theorems for deviation means of independent and identically distributed random variables
Journal of Theoretical Probability | 2023-08-04 | Paper |
On approximations of value at risk and expected shortfall involving kurtosis
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
On calculation of the exact Lyapunov exponent of affine Boole transformations
Dynamical Systems | 2023-06-26 | Paper |
Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration
Stochastic Processes and their Applications | 2023-05-17 | Paper |
Probability equivalent level of value at risk and higher-order expected shortfalls
Insurance Mathematics \& Economics | 2023-02-03 | Paper |
Existence and uniqueness of weighted generalized $\psi$-estimators
| 2022-11-11 | Paper |
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
| 2022-07-28 | Paper |
Convergence of partial sum processes to stable processes with application for aggregation of branching processes
Brazilian Journal of Probability and Statistics | 2022-06-13 | Paper |
A new example for a proper scoring rule
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
Aequationes Mathematicae | 2022-04-14 | Paper |
A note on asymptotic behavior of critical Galton-Watson processes with immigration
Involve | 2022-03-03 | Paper |
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
| 2022-02-20 | Paper |
On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
Mathematica Slovaca | 2021-12-03 | Paper |
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
Advances in Applied Probability | 2021-11-29 | Paper |
Random means generated by random variables: expectation and limit theorems
Results in Mathematics | 2021-11-10 | Paper |
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
Lithuanian Mathematical Journal | 2021-05-11 | Paper |
Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
Science China. Mathematics | 2021-05-05 | Paper |
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Stochastic Processes and their Applications | 2021-02-18 | Paper |
On tail behaviour of stationary second-order Galton-Watson processes with immigration
Modern Stochastics. Theory and Applications | 2021-01-14 | Paper |
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
| 2021-01-05 | Paper |
A multidimensional stable limit theorem
| 2020-12-08 | Paper |
Least-squares estimation for the subcritical Heston model based on continuous-time observations
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
Statistics | 2019-05-15 | Paper |
Karhunen-Loève expansion for a generalization of Wiener bridge
Lithuanian Mathematical Journal | 2019-02-22 | Paper |
Regularly varying non-stationary Galton-Watson processes with immigration
Statistics \& Probability Letters | 2018-06-21 | Paper |
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Journal of Statistical Planning and Inference | 2018-06-21 | Paper |
On aggregation of multitype Galton-Watson branching processes with immigration
Modern Stochastics. Theory and Applications | 2018-06-20 | Paper |
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
Stochastic Processes and their Applications | 2018-04-13 | Paper |
Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
Mathematica Slovaca | 2018-02-22 | Paper |
A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Parameter estimation for the subcritical Heston model based on discrete time observations
Acta Scientiarum Mathematicarum | 2017-03-31 | Paper |
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Journal of Mathematical Analysis and Applications | 2017-03-28 | Paper |
Moment formulas for multitype continuous state and continuous time branching process with immigration
Journal of Theoretical Probability | 2016-10-11 | Paper |
Statistical inference for critical continuous state and continuous time branching processes with immigration
Metrika | 2016-09-16 | Paper |
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations
Statistics | 2016-07-19 | Paper |
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
Stochastics and Dynamics | 2016-06-03 | Paper |
A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions
Optimization | 2016-05-23 | Paper |
On convergence properties of infinitesimal generators of scaled multitype CBI processes
Lithuanian Mathematical Journal | 2016-05-12 | Paper |
Yamada-Watanabe results for stochastic differential equations with jumps
International Journal of Stochastic Analysis | 2016-04-25 | Paper |
General alpha-Wiener bridges
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Dilatively stable stochastic processes and aggregate similarity
Aequationes Mathematicae | 2016-03-02 | Paper |
Operator scaled Wiener bridges
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
| 2015-05-07 | Paper |
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
Brazilian Journal of Probability and Statistics | 2014-11-12 | Paper |
Stationarity and ergodicity for an affine two-factor model
Advances in Applied Probability | 2014-09-25 | Paper |
Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes
| 2014-09-25 | Paper |
Parameter estimation for a subcritical affine two factor model
Journal of Statistical Planning and Inference | 2014-06-12 | Paper |
Jump type SDEs for self-similar processes
Electronic Journal of Probability | 2014-01-15 | Paper |
Representations of multidimensional linear process bridges
Random Operators and Stochastic Equations | 2013-07-26 | Paper |
On parameter estimation for critical affine processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
On entire moments of self-similar Markov processes
Stochastic Analysis and Applications | 2013-04-26 | Paper |
Additive outliers in INAR(1) models
Statistical Papers | 2013-01-03 | Paper |
Path properties of dilatively stable processes and singularity of their distributions
Stochastic Analysis and Applications | 2012-11-09 | Paper |
Functional limit theorems for Lévy processes satisfying Cramér's condition
Electronic Journal of Probability | 2012-06-22 | Paper |
Asymptotic behavior of CLS estimators for unstable INAR(2) models
| 2012-02-08 | Paper |
A Jump Type SDE Approach to Positive Self-Similar Markov Processes
| 2011-11-14 | Paper |
Asymptotic behavior of unstable INAR(\(p\)) processes
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
Journal of Mathematical Analysis and Applications | 2011-05-16 | Paper |
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
Central European Journal of Mathematics | 2011-03-15 | Paper |
Innovational Outliers in INAR(1) Models
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
Stochastic Analysis and Applications | 2010-07-20 | Paper |
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
| 2010-06-23 | Paper |
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
Limit theorems on locally compact Abelian groups
Mathematische Nachrichten | 2008-12-22 | Paper |
Weakly infinitely divisible measures on some locally compact Abelian groups
Lithuanian Mathematical Journal | 2008-09-24 | Paper |
Portmanteau theorem for unbounded measures
Statistics \& Probability Letters | 2006-11-15 | Paper |
Fourier transform of a Gaussian measure on the Heisenberg group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-27 | Paper |
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes
Periodica Mathematica Hungarica | 2006-06-27 | Paper |
Linear maps on the space of all bounded observables preserving maximal deviation.
Journal of Functional Analysis | 2004-02-03 | Paper |
scientific article; zbMATH DE number 2016904 (Why is no real title available?)
| 2003-12-14 | Paper |
Local automorphisms of the sets of states and effects on a Hilbert space
Reports on Mathematical Physics | 2003-03-26 | Paper |
Diffusion approximation of critical controlled multi-type branching processes
| N/A | Paper |
Basic properties of generalized $\psi$-estimators
| N/A | Paper |
Determining classes for generalized $\psi$-estimators
| N/A | Paper |
