| Publication | Date of Publication | Type |
|---|
On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
Probability and Mathematical Statistics | 2024-10-16 | Paper |
The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
Open Mathematics | 2024-08-29 | Paper |
On the maxima of non stationary random fields subject to missing observations
Communications in Statistics. Theory and Methods | 2024-08-16 | Paper |
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Acta Mathematica Scientia. Series B. (English Edition) | 2024-03-11 | Paper |
The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
Applied Mathematics. Series B (English Edition) | 2024-02-12 | Paper |
| The limit theorems on extreme order statistics and partial sums of i.i.d. random variables | 2023-12-14 | Paper |
| On the maxima of nonstationary random fields subject to missing observations | 2023-06-24 | Paper |
| On the extreme order statistics for stationary Gaussian sequences subject to random missing observations | 2023-06-24 | Paper |
| The asymptotic distribution of maxima of stationary random sequences under random replacing | 2023-06-23 | Paper |
| scientific article; zbMATH DE number 7679401 (Why is no real title available?) | 2023-04-27 | Paper |
On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
Almost sure central limit theorems for the maxima of Gaussian functions
Communications in Statistics: Theory and Methods | 2022-09-14 | Paper |
Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
Statistics & Probability Letters | 2022-08-30 | Paper |
Almost sure limit theorems for the maxima of stochastic volatility models
Stochastics | 2022-07-06 | Paper |
Almost sure central limit theorem for the location and height of extreme order statistics and high values
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
On the maxima of continuous and discrete time Gaussian order statistics processes
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields
Communications in Statistics: Theory and Methods | 2022-02-16 | Paper |
Almost sure limit theorem for the order statistics of stationary Gaussian sequences
Filomat | 2022-02-16 | Paper |
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
Statistics & Probability Letters | 2021-11-12 | Paper |
Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
Journal of Theoretical Probability | 2020-10-30 | Paper |
| The point process of upcrossings formed by storage process with fractional Brownian motion as input | 2020-10-27 | Paper |
| On the distributional expansions of powered extremes from Maxwell distribution | 2020-03-08 | Paper |
The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
Statistics & Probability Letters | 2019-09-05 | Paper |
Asymptotics for the solutions to defective renewal equations
Abstract and Applied Analysis | 2019-02-14 | Paper |
Limit laws on extremes of nonhomogeneous Gaussian random fields
Journal of Applied Probability | 2018-09-26 | Paper |
| Extreme value theory of mixture generalized order statistics | 2018-09-26 | Paper |
Approximation of the maximum of storage process with fractional Brownian motion as input
Statistics & Probability Letters | 2018-06-21 | Paper |
Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model
Statistics and Its Interface | 2018-05-08 | Paper |
Extremes on different grids and continuous time of stationary processes
Journal of Mathematical Analysis and Applications | 2018-03-22 | Paper |
Almost sure convergence for the maximum of nonstationary random fields
Journal of Theoretical Probability | 2017-10-23 | Paper |
On the maxima and sums of homogeneous Gaussian random fields
Statistics & Probability Letters | 2017-10-06 | Paper |
Approximation of maximum of Gaussian random fields
Journal of Mathematical Analysis and Applications | 2017-09-25 | Paper |
Some limit results on supremum of Shepp statistics for fractional Brownian motion
Applied Mathematics. Series B (English Edition) | 2017-07-14 | Paper |
| The limit theorems of upcrossing point processes of stationary strongly dependent Gaussian processes | 2017-01-06 | Paper |
On maxima of chi-processes over threshold dependent grids
Statistics | 2016-07-19 | Paper |
Maxima and sum for discrete and continuous time Gaussian processes
Frontiers of Mathematics in China | 2016-03-09 | Paper |
Some asymptotic results on extremes of incomplete samples
Extremes | 2016-01-25 | Paper |
The maxima and sums of multivariate non-stationary Gaussian sequences
Applied Mathematics. Series B (English Edition) | 2016-01-15 | Paper |
| The asymptotic relations between the maxima and sums of discrete and continuous time strongly dependent Gaussian processes | 2015-10-28 | Paper |
| Some asymptotic results on extremes of Shepp statistics for Gaussian random walk | 2015-10-28 | Paper |
Extremes of Shepp statistics for fractional Brownian motion
Science China. Mathematics | 2015-09-25 | Paper |
Almost sure central limit theorem for exceedance point processes of stationary sequences
Brazilian Journal of Probability and Statistics | 2015-08-14 | Paper |
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
Statistics | 2015-07-20 | Paper |
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
Statistics | 2015-07-20 | Paper |
On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
Journal of Mathematical Analysis and Applications | 2015-05-27 | Paper |
Limit laws for the maxima of stationary chi-processes under random index
Test | 2015-04-29 | Paper |
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
Journal of Mathematical Analysis and Applications | 2015-02-27 | Paper |
A note on the almost sure central limit theorem for the product of some partial sums
Journal of Inequalities and Applications | 2015-02-26 | Paper |
The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
Applied Mathematics. Series B (English Edition) | 2015-02-11 | Paper |
Finite-time ruin probability of aggregate Gaussian processes
(available as arXiv preprint) | 2015-01-26 | Paper |
The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
Stochastics | 2014-08-14 | Paper |
The limit theorems for maxima of stationary Gaussian processes with random index
Acta Mathematica Sinica, English Series | 2014-06-11 | Paper |
Almost sure asymptotics for extremes of non-stationary Gaussian random fields
Chinese Annals of Mathematics. Series B | 2014-04-30 | Paper |
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
Stochastic Processes and their Applications | 2014-04-28 | Paper |
On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
Large deviations of Shepp statistics for fractional Brownian motion
Statistics & Probability Letters | 2014-02-19 | Paper |
An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
Statistics & Probability Letters | 2014-02-11 | Paper |
Extremes values of discrete and continuous time strongly dependent Gaussian processes
Communications in Statistics. Theory and Methods | 2013-11-07 | Paper |
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
Lithuanian Mathematical Journal | 2013-08-08 | Paper |
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
Extremes | 2013-06-25 | Paper |
The limit theorems on extremes for Gaussian random fields
Statistics & Probability Letters | 2013-05-13 | Paper |
Asymptotics of maxima of strongly dependent Gaussian processes
Journal of Applied Probability | 2013-01-19 | Paper |
Asymptotics of maxima of strongly dependent Gaussian processes
Journal of Applied Probability | 2013-01-19 | Paper |
Precise asymptotics for products of sums and \(U\)-statistics
Brazilian Journal of Probability and Statistics | 2013-01-11 | Paper |
On the infinite sums of deflated Gaussian products
Electronic Communications in Probability | 2012-10-23 | Paper |
Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence
Applied Mathematics. Series B (English Edition) | 2012-06-01 | Paper |
The asymptotic property of an exceedance point process and the sum for a kind of nonstationary Gaussian sequences
Journal of Systems Science and Mathematical Sciences | 2012-06-01 | Paper |
| Joint asymptotic distribution of exceedances point processes and partial sums of strong dependent non-stationary Gaussian sequences | 2012-01-27 | Paper |
| Joint asymptotic distributions of exceedances point process and partial sum of non-stationary Gaussian sequence | 2011-09-29 | Paper |
Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
Journal of the Korean Statistical Society | 2011-08-17 | Paper |
| The almost sure central limit theorem for the product of partial sums | 2011-02-05 | Paper |
Almost sure central limit theorem for the products of \(U\)-statistics
Metrika | 2011-02-03 | Paper |
Almost sure convergence for non-stationary random sequences
Statistics & Probability Letters | 2009-04-15 | Paper |
