| Publication | Date of Publication | Type |
|---|
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators
Bernoulli | 2024-11-12 | Paper |
How Do We Perform a Paired t-Test When We Don’t Know How to Pair?
The American Statistician | 2024-06-27 | Paper |
Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
Statistics and Computing | 2024-02-06 | Paper |
Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes
Statistics and Computing | 2022-12-09 | Paper |
A zero-one law for Markov chains
Stochastics | 2022-08-03 | Paper |
Discrete tempered stable distributions
Methodology and Computing in Applied Probability | 2022-07-28 | Paper |
Estimation and simulation for multivariate tempered stable distributions
Journal of Statistical Computation and Simulation | 2022-03-24 | Paper |
Estimation of value-at-risk using single index quantile regression
Journal of Applied Statistics | 2022-02-24 | Paper |
Estimation of the minimum probability of a multinomial distribution
Journal of Statistical Theory and Practice | 2021-11-09 | Paper |
On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes
Computational Statistics | 2021-06-16 | Paper |
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
Statistics & Probability Letters | 2021-03-18 | Paper |
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
Statistics & Probability Letters | 2021-03-01 | Paper |
On the simulation of general tempered stable Ornstein–Uhlenbeck processes
Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
| The alloy model: phase transitions and diagrams for a random energy model with mixtures | 2020-01-31 | Paper |
Rejection sampling for tempered Lévy processes
Statistics and Computing | 2019-10-18 | Paper |
Nonparametric estimation of Kullback-Leibler divergence
Neural Computation | 2019-06-20 | Paper |
On the Simulation of General Tempered Stable Ornstein-Uhlenbeck Processes
(available as arXiv preprint) | 2019-04-14 | Paper |
Limit Theorems for Random Exponentials: The Bounded Support Case
Theory of Probability & Its Applications | 2019-02-07 | Paper |
Domains of attraction for positive and discrete tempered stable distributions
Journal of Applied Probability | 2018-09-26 | Paper |
Asymptotic normality for plug-in estimators of diversity indices on countable alphabets
Journal of Nonparametric Statistics | 2018-09-17 | Paper |
| A random variable that does not belong to a domain of attraction, but its absolute value does | 2018-09-17 | Paper |
Finite sample properties of the mean occupancy counts and probabilities
Bernoulli | 2018-02-15 | Paper |
Finite sample properties of the mean occupancy counts and probabilities
Bernoulli | 2018-02-15 | Paper |
Asymptotic properties of Turing's formula in relative error
Machine Learning | 2018-02-02 | Paper |
On the performance of Turing's formula: a simulation study
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Entropic representation and estimation of diversity indices
Journal of Nonparametric Statistics | 2016-11-04 | Paper |
On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes
Statistical Inference for Stochastic Processes | 2016-04-04 | Paper |
Three upsilon transforms related to tempered stable distributions
Electronic Communications in Probability | 2015-12-01 | Paper |
Tempered stable distributions. Stochastic models for multiscale processes
SpringerBriefs in Mathematics | 2015-10-08 | Paper |
Limit theorems and phase transitions for two models of summation of independent identically distributed random variables with a parameter
Theory of Probability & Its Applications | 2015-06-15 | Paper |
Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes
Journal of Theoretical Probability | 2015-05-26 | Paper |
Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Annals of Finance | 2014-12-12 | Paper |
Bias adjustment for a nonparametric entropy estimator
Entropy | 2014-09-19 | Paper |
Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters
Doklady Mathematics | 2013-11-18 | Paper |
On a new class of tempered stable distributions: moments and regular variation
Journal of Applied Probability | 2013-01-19 | Paper |
On a new class of tempered stable distributions: moments and regular variation
Journal of Applied Probability | 2013-01-19 | Paper |
| Limit Theorems For Sequences of Tempered Stable and Related Distributions | 2012-01-28 | Paper |
Do financial returns have finite or infinite variance? A paradox and an explanation
Quantitative Finance | 2010-12-15 | Paper |
On the Small Jumps of L\'evy Processes and the Multivariate Dickman Distribution
(available as arXiv preprint) | N/A | Paper |
