| Publication | Date of Publication | Type |
|---|
On Lamperti transformation and AR(1) type characterisations of discrete random fields
Theory of Probability and Mathematical Statistics | 2024-11-06 | Paper |
On extreme quantile region estimation under heavy-tailed elliptical distributions
Journal of Multivariate Analysis | 2024-05-13 | Paper |
On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Journal of Theoretical Probability | 2024-04-02 | Paper |
Multivariate Hill Estimators
International Statistical Review | 2023-11-10 | Paper |
| Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes | 2023-07-07 | Paper |
| On Lamperti transformation and characterisations of discrete random fields | 2023-01-04 | Paper |
Note on asymptotic behavior of spatial sign autocovariance matrices
Statistics & Probability Letters | 2022-12-02 | Paper |
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation
Scandinavian Journal of Statistics | 2022-10-06 | Paper |
| Flexible transition probability model for assessing cost-effectiveness of breast cancer screening | 2022-09-02 | Paper |
| On optimal prediction of missing functional data with memory | 2022-08-21 | Paper |
Integrated shape-sensitive functional metrics
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Modeling temporally uncorrelated components of complex-valued stationary processes
Modern Stochastics. Theory and Applications | 2022-01-20 | Paper |
Fast tensorial JADE
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
Integrated shape-sensitive functional metrics
(available as arXiv preprint) | 2021-06-14 | Paper |
Oscillating Gaussian processes
Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
On the ARCH model with stationary liquidity
Metrika | 2021-02-10 | Paper |
Flexible integrated functional depths
Bernoulli | 2020-12-07 | Paper |
Flexible multivariate Hill estimators
Journal of Econometrics | 2020-06-18 | Paper |
| Latent Model Extreme Value Index Estimation | 2020-03-23 | Paper |
Pareto depth for functional data
Statistics | 2020-02-03 | Paper |
Note on AR(1)-characterisation of stationary processes and model fitting
Modern Stochastics. Theory and Applications | 2019-10-08 | Paper |
On invariant coordinate system (ICS) functionals
International Statistical Review | 2019-06-20 | Paper |
On multivariate separating Hill estimator under estimated location and scatter
Statistics | 2019-04-29 | Paper |
| On generalized ARCH model with stationary liquidity | 2018-06-22 | Paper |
| Positive definite functions on semilattices | 2018-04-09 | Paper |
On model Fitting and estimation of strictly stationary processes
Modern Stochastics. Theory and Applications | 2018-02-15 | Paper |
Multivariate moment based extreme value index estimators
Computational Statistics | 2018-02-07 | Paper |
Generalized eigenvalue problems for meet and join matrices on semilattices
Linear Algebra and its Applications | 2017-10-27 | Paper |
| On modeling weakly stationary processes | 2017-07-29 | Paper |
| Computation of extremal eigenvalues of high-dimensional lattice-theoretic tensors via tensor-train decompositions | 2017-05-15 | Paper |
Minimum distance index for complex valued ICA
Statistics & Probability Letters | 2016-09-13 | Paper |
On meet hypermatrices and their eigenvalues
Linear and Multilinear Algebra | 2016-05-12 | Paper |
| On Asymptotic Properties of the Separating Hill Estimator | 2015-11-27 | Paper |
On asymptotic properties of the scatter matrix based estimates for complex valued independent component analysis
Statistics & Probability Letters | 2013-05-13 | Paper |
Semiparametrically efficient inference based on signed ranks in symmetric independent component models
The Annals of Statistics | 2012-02-21 | Paper |
Smith meets Smith: Smith normal form of Smith matrix
Linear and Multilinear Algebra | 2011-06-20 | Paper |
Characteristics of multivariate distributions and the invariant coordinate system
Statistics & Probability Letters | 2010-12-20 | Paper |
On unitary analogs of GCD reciprocal LCM matrices
Linear and Multilinear Algebra | 2010-09-20 | Paper |
On eigenvalues of meet and join matrices associated with incidence functions
Linear Algebra and its Applications | 2008-07-10 | Paper |
