| Publication | Date of Publication | Type |
|---|
| Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times | 2023-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6155224 | 2023-06-12 | Paper |
| RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS | 2022-11-22 | Paper |
| APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS | 2022-11-18 | Paper |
| Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals | 2022-05-20 | Paper |
| CQR-based inference for the infinite-variance nearly nonstationary autoregressive models | 2022-03-14 | Paper |
| Precise large deviations in a bidimensional risk model with arbitrary dependence between claim-size vectors and waiting times | 2022-03-04 | Paper |
| Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors | 2022-01-07 | Paper |
| Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims | 2021-11-12 | Paper |
| Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model | 2021-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4983929 | 2021-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5142741 | 2021-01-14 | Paper |
| A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES | 2020-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5210139 | 2020-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383635 | 2019-06-21 | Paper |
| Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model | 2019-06-20 | Paper |
| On a two-dimensional risk model with time-dependent claim sizes and risky investments | 2018-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4642969 | 2018-05-25 | Paper |
| Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals | 2018-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5367710 | 2017-10-20 | Paper |
| Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments | 2017-10-06 | Paper |
| Moderate deviations for sums of dependent claims in a size-dependent renewal risk model | 2017-07-27 | Paper |
| Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model | 2017-05-02 | Paper |
| Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims | 2016-08-10 | Paper |
| Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance | 2016-07-15 | Paper |
| Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns | 2016-05-30 | Paper |
| On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims | 2016-05-11 | Paper |
| A self-normalized law of the iterated logarithm for the geometrically weighted random series | 2016-04-07 | Paper |
| Limit law of the iterated logarithm for \(B\)-valued trimmed sums | 2015-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257431 | 2015-06-29 | Paper |
| Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations | 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 | 2015-01-28 | Paper |
| Asymptotics for the distribution function estimators of the errors in semi-parametric regression models | 2015-01-27 | Paper |
| LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance | 2014-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5166175 | 2014-06-30 | Paper |
| Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails | 2014-06-25 | Paper |
| Asymptotic of theLr-norm of density estimators in the autoregressive time series | 2014-03-14 | Paper |
| Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations | 2014-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399234 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399516 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2860174 | 2013-11-19 | Paper |
| Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces | 2013-07-25 | Paper |
| An almost sure invariance principle for trimmed sums of random vectors | 2013-07-17 | Paper |
| A nonclassical LIL for geometrically weighted series in Banach space | 2013-07-16 | Paper |
| Precise asymptotics for complete moment convergence in Hilbert spaces | 2013-07-08 | Paper |
| A note on the strong approximation for long memory processes and its application | 2013-06-25 | Paper |
| A Hoffmann-Jørgensen inequality of NA random variables with applications to the convergence rate | 2013-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900472 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900784 | 2013-01-24 | Paper |
| An Application ofU-Statistics to Nonparametric Functional Data Analysis | 2012-10-31 | Paper |
| Asymptotic properties for the loglog laws under positive association | 2012-10-16 | Paper |
| A strong approximation theorem for positively dependent Gaussian sequences and its applications | 2012-08-30 | Paper |
| The weak convergence for self-normalized \(U\)-statistics with dependent samples | 2012-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886493 | 2012-06-01 | Paper |
| Invariance Principles for Products ofU-Statistics Without Variance | 2012-05-18 | Paper |
| Generalized LIL for geometrically weighted random series in Banach spaces | 2012-02-11 | Paper |
| Asymptotic Properties of theR/SStatistics for Linear Processes | 2011-11-18 | Paper |
| A general strong approximation theorem for dependent \(\mathbb R^d\)-valued random vectors | 2011-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3170124 | 2011-09-29 | Paper |
| Asymptotics of kernel error density estimators in nonlinear autoregressive models | 2011-07-21 | Paper |
| Convergence rates of the LIL for random fields in Hilbert spaces | 2011-07-15 | Paper |
| LIL behavior for B-valued strong mixing random variables | 2011-07-01 | Paper |
| Exact Moment Convergence Rates ofU-Statistics | 2011-06-17 | Paper |
| Strong approximation for sums of asymptotically negatively dependent Gaussian sequences with applications | 2011-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071694 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072960 | 2011-02-05 | Paper |
| A note on almost sure central limit theorem in the joint version for the maxima and sums | 2010-12-06 | Paper |
| Convergence rates of tail probabilities for sums under dependence assumptions | 2010-11-17 | Paper |
| A note on strong laws of large numbers for dependent random sets and fuzzy random sets | 2010-06-24 | Paper |
| PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE | 2010-06-21 | Paper |
| Characterization of LIL Behavior for Non-DegenerateB-ValuedU-Statistics | 2010-06-08 | Paper |
| Asymptotics for the moment convergence of \(U\)-statistics in LIL | 2010-04-07 | Paper |
| MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES | 2010-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402932 | 2010-02-12 | Paper |
| Some Limit Theorems for Linear Processes Generated by Symmetrically Exchangeable Random Variables | 2010-02-10 | Paper |
| A general LIL for trimmed sums of random fields in Banach spaces | 2009-12-29 | Paper |
| Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces | 2009-11-11 | Paper |
| Strong limit theorems for random sets and fuzzy random sets with slowly varying weights | 2009-10-30 | Paper |
| Moment convergence rates in the law of the logarithm for dependent sequences | 2009-10-15 | Paper |
| Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random sets | 2009-08-28 | Paper |
| Precise asymptotics in complete moment convergence of the associated counting process | 2009-08-05 | Paper |
| Exact rates in log law for positively associated random variables | 2009-06-10 | Paper |
| Precise rates in the law of the logarithm for negatively associated random variables | 2009-03-10 | Paper |
| A weak invariance principle for self-normalized products of sums of mixing sequences | 2009-03-06 | Paper |
| A LIL for independent non-identically distributed random variables in Banach space and its applications | 2008-06-25 | Paper |
| Precise asymptotics for the first moment of the error variance estimator in linear models | 2008-05-21 | Paper |
| On the moment convergence rates of LIL in Hilbert space | 2008-05-08 | Paper |
| Precise asymptotics in the law of the logarithm for random fields in Hilbert space | 2007-09-03 | Paper |
