| Publication | Date of Publication | Type |
|---|
| Convolution closure properties of subexponential densities | 2025-01-27 | Paper |
| On convolution closure properties of subexponentiality approaching from densities | 2023-08-31 | Paper |
| Mle-equivariance, data transformations and invariant tests of fit | 2023-07-07 | Paper |
| Subexponentialiy of densities of infinitely divisible distributions | 2023-07-04 | Paper |
| Self-normalized partial sums of heavy-tailed time series | 2023-03-30 | Paper |
| Asymptotics of densities of first passage times for spectrally negative L\'evy processes | 2023-03-15 | Paper |
| Local subexponentiality and infinitely divisible distributions | 2023-02-15 | Paper |
| Trigonometrically approximated maximum likelihood estimation for stable law | 2022-09-19 | Paper |
| Distance covariance for random fields | 2022-06-20 | Paper |
| Tails of bivariate stochastic recurrence equation with triangular matrices | 2022-06-20 | Paper |
| Asymptotics of maximum likelihood estimation for stable law with continuous parameterization | 2022-05-23 | Paper |
| CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH | 2022-03-21 | Paper |
| Tail indices for \(AX+B\) recursion with triangular matrices | 2021-11-17 | Paper |
| Distance covariance for discretized stochastic processes | 2020-10-07 | Paper |
| The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process | 2019-09-23 | Paper |
| Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes | 2019-01-30 | Paper |
| Distance covariance for stochastic processes | 2018-08-08 | Paper |
| Prediction in a Poisson cluster model with multiple cluster processes | 2018-07-10 | Paper |
| Applications of distance correlation to time series | 2018-03-27 | Paper |
| Prediction of components in random sums | 2017-08-14 | Paper |
| Arrival times of Cox process with independent increment with application to prediction problems | 2017-07-01 | Paper |
| Log-convexity and the cycle index polynomials with relation to compound Poisson distributions | 2016-09-22 | Paper |
| Prediction in a mixed Poisson cluster model | 2016-08-08 | Paper |
| Fractional absolute moments of heavy tailed distributions | 2016-06-09 | Paper |
| Generalized fractional Lévy processes with fractional Brownian motion limit | 2016-02-12 | Paper |
| Prediction in a non-homogeneous Poisson cluster model | 2014-09-22 | Paper |
| The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials | 2014-05-02 | Paper |
| On the exponential process associated with a CARMA-type process | 2014-04-17 | Paper |
| Estimation of the tail index for lattice-valued sequences | 2014-04-08 | Paper |
| Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions | 2013-01-17 | Paper |
| Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions | 2011-03-25 | Paper |
| Prediction in a Poisson cluster model | 2010-07-20 | Paper |
| On the exponentials of fractional Ornstein-Uhlenbeck processes | 2009-11-20 | Paper |
| The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes | 2009-09-30 | Paper |
| Goodness-of-fit tests for symmetric stable distributions-empirical characteristic function approach | 2009-06-02 | Paper |
| Integral representations of one-dimensional projections for multivariate stable densities | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3548326 | 2008-12-11 | Paper |
| Skewness and kurtosis as locally best invariant tests of normality | 2006-08-20 | Paper |
| Some Improvements in Numerical Evaluation of Symmetric Stable Density and Its Derivatives | 2006-04-19 | Paper |
| Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE | 2006-03-09 | Paper |
| Fisher Information Matrix of General Stable Distributions Close to the Normal Distribution | 2005-02-26 | Paper |
