| Publication | Date of Publication | Type |
|---|
Almost sure growth of integrated supOU processes
Bernoulli | 2025-11-21 | Paper |
Dickman type stochastic processes with short- and long- range dependence
Stochastics | 2025-09-25 | Paper |
Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
Journal of Theoretical Probability | 2024-11-06 | Paper |
Intermittency and multiscaling in limit theorems
Fractals | 2022-11-09 | Paper |
Intermittency in the small-time behavior of Lévy processes
Statistics & Probability Letters | 2022-06-01 | Paper |
Multifractal processes: definition, properties and new examples
Chaos, Solitons and Fractals | 2022-03-31 | Paper |
Intermittency and infinite variance: the case of integrated supou processes
Electronic Journal of Probability | 2021-07-21 | Paper |
Incremental method for multiple line detection problem -- iterative reweighted approach
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
ESAIM: Probability and Statistics | 2020-11-24 | Paper |
The multifaceted behavior of integrated supOU processes: the infinite variance case
Journal of Theoretical Probability | 2020-10-30 | Paper |
BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES
Fractals | 2020-04-07 | Paper |
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
Stochastic Processes and their Applications | 2019-12-17 | Paper |
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
Stochastic Processes and their Applications | 2019-12-17 | Paper |
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Bernoulli | 2019-06-14 | Paper |
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes
Bernoulli | 2019-06-14 | Paper |
Intermittency of trawl processes
Statistics & Probability Letters | 2018-06-14 | Paper |
Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
Methodology and Computing in Applied Probability | 2018-03-01 | Paper |
Intermittency of superpositions of Ornstein-Uhlenbeck type processes
Journal of Statistical Physics | 2017-01-26 | Paper |
Detecting multifractal stochastic processes under heavy-tailed effects
Chaos, Solitons and Fractals | 2016-11-11 | Paper |
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
Statistics | 2016-01-04 | Paper |
Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
Journal of Statistical Physics | 2015-07-24 | Paper |
Almost sure growth of integrated supOU processes
(available as arXiv preprint) | N/A | Paper |
Tail behavior and sample path properties of positive supOU processes
(available as arXiv preprint) | N/A | Paper |
