| Publication | Date of Publication | Type |
|---|
Asymptotic properties of the global self-weighted M-estimator for ARMA( p , q ) models with infinite variance
Communications in Statistics. Theory and Methods | 2026-03-16 | Paper |
Asymptotics of the composite quantile regression estimator for nonlinear autoregressive models
Lithuanian Mathematical Journal | 2025-12-08 | Paper |
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times
Communications in Statistics. Theory and Methods | 2024-07-12 | Paper |
Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
| scientific article; zbMATH DE number 7694531 (Why is no real title available?) | 2023-06-12 | Paper |
Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
CQR-based inference for the infinite-variance nearly nonstationary autoregressive models
Lithuanian Mathematical Journal | 2022-03-14 | Paper |
Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times
Statistics & Probability Letters | 2022-03-04 | Paper |
Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors
Statistical Papers | 2022-01-07 | Paper |
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
Statistics & Probability Letters | 2021-11-12 | Paper |
Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model
Acta Mathematicae Applicatae Sinica. English Series | 2021-08-17 | Paper |
| scientific article; zbMATH DE number 7338494 (Why is no real title available?) | 2021-04-26 | Paper |
| Asymptotics for the self-weighted M-estimation of nonlinear autoregressive models with heavy-tailed errors | 2021-01-14 | Paper |
A particular bidimensional time-dependent renewal risk model with constant interest rates
Probability in the Engineering and Informational Sciences | 2020-05-27 | Paper |
| Asymptotic distribution for the self-weighted estimation of the error variance in GRCA(1) models | 2020-01-22 | Paper |
| scientific article; zbMATH DE number 7070761 (Why is no real title available?) | 2019-06-21 | Paper |
Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
Applied Mathematics. Series B (English Edition) | 2019-06-20 | Paper |
On a two-dimensional risk model with time-dependent claim sizes and risky investments
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
| Asymptotic estimates for the bidimensional time-dependent risk model with investments and by-claims | 2018-05-25 | Paper |
Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals
Communications in Statistics: Theory and Methods | 2018-04-27 | Paper |
| Composite quantile estimation for moderate deviations from a unit root model with possibly infinite variance errors | 2017-10-20 | Paper |
Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
Statistics & Probability Letters | 2017-10-06 | Paper |
Moderate deviations for sums of dependent claims in a size-dependent renewal risk model
Communications in Statistics: Theory and Methods | 2017-07-27 | Paper |
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
Applied Mathematics. Series B (English Edition) | 2016-08-10 | Paper |
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
Journal of Computational and Applied Mathematics | 2016-05-30 | Paper |
On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims
Journal of Mathematical Analysis and Applications | 2016-05-11 | Paper |
A self-normalized law of the iterated logarithm for the geometrically weighted random series
Acta Mathematica Sinica, English Series | 2016-04-07 | Paper |
Limit law of the iterated logarithm for \(B\)-valued trimmed sums
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2015-07-27 | Paper |
| A general strong approximation theorem for the long memory process generated by \(\varphi\)-mixing sequences | 2015-06-29 | Paper |
Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Asymptotics for the distribution function estimators of the errors in semi-parametric regression models
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
| Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims | 2014-06-30 | Paper |
Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails
Stochastic Models | 2014-06-25 | Paper |
Asymptotic of the \(L_r\)-norm of density estimators in the autoregressive time series
Statistics | 2014-03-14 | Paper |
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
Statistics & Probability Letters | 2014-03-05 | Paper |
| scientific article; zbMATH DE number 6263391 (Why is no real title available?) | 2014-02-28 | Paper |
| A note on strong approximation for trimmed sums | 2014-02-28 | Paper |
Bootstrap inference for nearly nonstationary autoregressive models with heavy-tailed innovations
Applied Mathematics. Series A (Chinese Edition) | 2013-11-19 | Paper |
Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces
Computers & Mathematics with Applications | 2013-07-25 | Paper |
An almost sure invariance principle for trimmed sums of random vectors
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2013-07-17 | Paper |
A nonclassical LIL for geometrically weighted series in Banach space
Acta Mathematica Sinica, English Series | 2013-07-16 | Paper |
Precise asymptotics for complete moment convergence in Hilbert spaces
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2013-07-08 | Paper |
A note on the strong approximation for long memory processes and its application
Statistics | 2013-06-25 | Paper |
A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate
Mathematical Inequalities & Applications | 2013-03-06 | Paper |
| A generalization of Strassen's LIL for \(\varphi\)-mixing sequences and its application | 2013-01-24 | Paper |
| A generalized law of the iterated logarithm for geometrically weighted series of B-valued strong mixing random variables | 2013-01-24 | Paper |
An Application ofU-Statistics to Nonparametric Functional Data Analysis
Communications in Statistics: Theory and Methods | 2012-10-31 | Paper |
Asymptotic properties for the loglog laws under positive association
Mathematica Slovaca | 2012-10-16 | Paper |
A strong approximation theorem for positively dependent Gaussian sequences and its applications
Journal of Mathematical Analysis and Applications | 2012-08-30 | Paper |
The weak convergence for self-normalized \(U\)-statistics with dependent samples
Applied Mathematics Letters | 2012-06-14 | Paper |
Complete moment convergence for positively associated sequences
Journal of Yunnan University. Natural Sciences Edition | 2012-06-01 | Paper |
Invariance principles for products of \(U\)-statistics without variance
Communications in Statistics. Theory and Methods | 2012-05-18 | Paper |
Generalized LIL for geometrically weighted random series in Banach spaces
Journal of Mathematical Analysis and Applications | 2012-02-11 | Paper |
Asymptotic properties of the \(R/S\) statistics for linear processes
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors
Journal of Mathematical Analysis and Applications | 2011-10-10 | Paper |
| Limit theorems of Chung-type law of the logarithm for PA sequences | 2011-09-29 | Paper |
Asymptotics of kernel error density estimators in nonlinear autoregressive models
Journal of Mathematical Chemistry | 2011-07-21 | Paper |
Convergence rates of the LIL for random fields in Hilbert spaces
Mathematica Slovaca | 2011-07-15 | Paper |
LIL behavior for B-valued strong mixing random variables
Science China. Mathematics | 2011-07-01 | Paper |
Exact moment convergence rates of U-statistics
Communications in Statistics: Theory and Methods | 2011-06-17 | Paper |
Strong approximation for sums of asymptotically negatively dependent Gaussian sequences with applications
Acta Mathematica Hungarica | 2011-02-08 | Paper |
| Precise asymptotics for the complete moment of self-normalized partial sums | 2011-02-05 | Paper |
| On complete convergence for NA arrays | 2011-02-05 | Paper |
A note on almost sure central limit theorem in the joint version for the maxima and sums
Journal of Inequalities and Applications | 2010-12-06 | Paper |
Convergence rates of tail probabilities for sums under dependence assumptions
Acta Mathematica Sinica, English Series | 2010-11-17 | Paper |
A note on strong laws of large numbers for dependent random sets and fuzzy random sets
Journal of Inequalities and Applications | 2010-06-24 | Paper |
PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE
Bulletin of the Korean Mathematical Society | 2010-06-21 | Paper |
Characterization of LIL behavior for non-degenerate \(B\)-valued \(U\)-statistics
Communications in Statistics: Theory and Methods | 2010-06-08 | Paper |
Asymptotics for the moment convergence of \(U\)-statistics in LIL
Journal of Inequalities and Applications | 2010-04-07 | Paper |
MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES
Journal of the Korean Mathematical Society | 2010-03-11 | Paper |
| On Chung-Teicher type strong laws of large numbers in Banach space | 2010-02-12 | Paper |
Some limit theorems for linear processes generated by symmetrically exchangeable random variables
Stochastic Analysis and Applications | 2010-02-10 | Paper |
A general LIL for trimmed sums of random fields in Banach spaces
Acta Mathematica Hungarica | 2009-12-29 | Paper |
Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces
Acta Mathematica Sinica, English Series | 2009-11-11 | Paper |
Strong limit theorems for random sets and fuzzy random sets with slowly varying weights
Information Sciences | 2009-10-30 | Paper |
Moment convergence rates in the law of the logarithm for dependent sequences
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2009-10-15 | Paper |
Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random sets
Fuzzy Sets and Systems | 2009-08-28 | Paper |
Precise asymptotics in complete moment convergence of the associated counting process
Journal of Mathematical Analysis and Applications | 2009-08-05 | Paper |
Exact rates in log law for positively associated random variables
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
Precise rates in the law of the logarithm for negatively associated random variables
Computers & Mathematics with Applications | 2009-03-10 | Paper |
A weak invariance principle for self-normalized products of sums of mixing sequences
Applied Mathematics. Series B (English Edition) | 2009-03-06 | Paper |
A LIL for independent non-identically distributed random variables in Banach space and its applications
Science in China. Series A | 2008-06-25 | Paper |
Precise asymptotics for the first moment of the error variance estimator in linear models
Applied Mathematics Letters | 2008-05-21 | Paper |
On the moment convergence rates of LIL in Hilbert space
Mathematical and Computer Modelling | 2008-05-08 | Paper |
Precise asymptotics in the law of the logarithm for random fields in Hilbert space
Journal of Zhejiang University. Science A | 2007-09-03 | Paper |
