| Publication | Date of Publication | Type |
|---|
Estimating a gradual parameter change in an AR(1)-process
Metrika | 2022-08-25 | Paper |
On preserving the limit points of corresponding objects
Journal of Mathematical Analysis and Applications | 2020-07-03 | Paper |
Pseudo-regularly varying functions and generalized renewal processes
Probability Theory and Stochastic Modelling | 2018-10-04 | Paper |
Erdős-Rényi-Type Functional Limit Laws for Renewal Processes
High Dimensional Probability VII | 2017-01-11 | Paper |
Monitoring risk in a ruin model perturbed by diffusion
Metrika | 2015-10-14 | Paper |
Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Reaction times of monitoring schemes for ARMA time series
Bernoulli | 2015-06-15 | Paper |
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes
Theory of Probability and Mathematical Statistics | 2014-10-15 | Paper |
Robust monitoring of CAPM portfolio betas. II
Journal of Multivariate Analysis | 2014-10-08 | Paper |
Precise asymptotics -- a general approach
Acta Mathematica Hungarica | 2014-07-21 | Paper |
Pseudo-regularly varying functions and generalized renewal processes
| 2014-03-26 | Paper |
scientific article; zbMATH DE number 6258010 (Why is no real title available?)
| 2014-02-17 | Paper |
Functional data analysis with increasing number of projections
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Convergence rates in precise asymptotics. II.
| 2013-08-06 | Paper |
Delay time in monitoring jump changes in linear models
Statistics | 2013-06-25 | Paper |
Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme
Extremes | 2013-06-25 | Paper |
Equivalent monotone versions of PRV functions
Journal of Mathematical Analysis and Applications | 2013-04-22 | Paper |
Some limit theorems via Lévy distance
| 2013-04-05 | Paper |
Testing the equality of covariance operators in functional samples
Scandinavian Journal of Statistics | 2013-03-20 | Paper |
Robust monitoring of CAPM portfolio betas
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Sequentiel testing for the stability of high-frequency portfolio betas
Econometric Theory | 2012-08-30 | Paper |
Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
Theory of Stochastic Processes | 2012-07-16 | Paper |
On the reaction time of moving sum detectors
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Convergence rates in precise asymptotics
Journal of Mathematical Analysis and Applications | 2012-03-29 | Paper |
On the convergence to infinity of positive increasing functions
Ukrainian Mathematical Journal | 2011-07-18 | Paper |
Sequential testing of gradual changes in the drift of a stochastic process
Journal of Statistical Planning and Inference | 2011-05-23 | Paper |
An inequality for the Lévy distance between two distribution functions and its applications
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Asymptotics for increments of stopped renewal processes
Statistics \& Probability Letters | 2010-04-01 | Paper |
On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations
| 2009-08-08 | Paper |
On some properties of asymptotic quasi-inverse functions
| 2009-08-08 | Paper |
Monitoring shifts in mean: asymptotic normality of stopping times
Test | 2009-06-02 | Paper |
Truncated sequential change-point detection based on renewal counting processes. II
Journal of Statistical Planning and Inference | 2009-04-08 | Paper |
Asymptotics of renewal processes: Some recent developments
| 2008-11-18 | Paper |
On Probabilities of Small Deviations for Compound Renewal Processes
Theory of Probability & Its Applications | 2008-08-21 | Paper |
On the Performance of the Fluctuation Test for Structural Change
Sequential Analysis | 2008-08-07 | Paper |
On some extensions of Karamata’s theory and their applications
Publications de l'Institut Math?matique (Belgrade) | 2008-07-02 | Paper |
On the detection of changes in autoregressive time series. II: Resampling procedures
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
A two-step sequential procedure for detecting an epidemic change
Extremes | 2007-12-16 | Paper |
PRV property and the asymptotic behaviour of solutions of stochastic differential equations
| 2007-12-16 | Paper |
scientific article; zbMATH DE number 5220413 (Why is no real title available?)
| 2007-12-16 | Paper |
Rescaled range analysis in the presence of stochastic trend
Statistics \& Probability Letters | 2007-08-23 | Paper |
On sequential detection of parameter changes in linear regression
Statistics \& Probability Letters | 2007-07-16 | Paper |
Estimation in Random Coefficient Autoregressive Models
Journal of Time Series Analysis | 2007-05-29 | Paper |
scientific article; zbMATH DE number 5138740 (Why is no real title available?)
| 2007-03-29 | Paper |
On the detection of changes in autoregressive time series. I: Asymptotics.
Journal of Statistical Planning and Inference | 2007-03-27 | Paper |
On Vervaat and Vervaat-error-type processes for partial sums and renewals
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Law of the iterated logarithm for self-normalized sums and their increments
Studia Scientiarum Mathematicarum Hungarica | 2007-01-08 | Paper |
PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations
| 2006-12-08 | Paper |
On a semiparametric regression model whose errors form a linear process with negatively associated innovations
Statistics | 2006-11-07 | Paper |
Self-normalized LIL for Hanson-Russo type increments
Journal of Theoretical Probability | 2006-10-31 | Paper |
Some properties of asymptotic quasi-inverse functions and their applications. II.
| 2006-09-19 | Paper |
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
Statistics & Decisions | 2006-06-29 | Paper |
Permutation principles for the change analysis of stochastic processes under strong invariance
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
scientific article; zbMATH DE number 2208893 (Why is no real title available?)
| 2005-09-27 | Paper |
Limit theorems for maxima of sums and renewal processes
Journal of Mathematical Sciences (New York) | 2005-06-23 | Paper |
scientific article; zbMATH DE number 2169733 (Why is no real title available?)
| 2005-05-20 | Paper |
scientific article; zbMATH DE number 2152207 (Why is no real title available?)
| 2005-04-04 | Paper |
On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points
Analysis Mathematica | 2005-02-14 | Paper |
EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process
Sequential Analysis | 2005-01-18 | Paper |
Monitoring changes in linear models
Journal of Statistical Planning and Inference | 2004-11-29 | Paper |
Applications of permutations to the simulations of critical values
Journal of Nonparametric Statistics | 2004-09-27 | Paper |
Truncated Sequential Change‐point Detection based on Renewal Counting Processes
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
scientific article; zbMATH DE number 1995696 (Why is no real title available?)
| 2003-10-22 | Paper |
Variance estimation in the change analysis of a linear regression model
Metrika | 2003-03-25 | Paper |
scientific article; zbMATH DE number 1775007 (Why is no real title available?)
| 2002-12-15 | Paper |
Limit theorems for a class of tests of gradual changes
Journal of Statistical Planning and Inference | 2002-11-27 | Paper |
scientific article; zbMATH DE number 1833737 (Why is no real title available?)
Ukrainian Mathematical Journal | 2002-11-21 | Paper |
scientific article; zbMATH DE number 1804019 (Why is no real title available?)
| 2002-11-14 | Paper |
A note on estimating the change-point of a gradually changing stochastic process
Statistics \& Probability Letters | 2002-09-05 | Paper |
Approximations for weighted bootstrap processes with an application
Statistics \& Probability Letters | 2002-04-08 | Paper |
Testing for changes in the mean or variance of a stochastic process under weak invariance
Journal of Statistical Planning and Inference | 2002-02-18 | Paper |
Some remarks on the testing of smooth changes in the linear drift of a stochastic process
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2001-09-16 | Paper |
Strong laws for the maximal gain over increasing runs
Statistics \& Probability Letters | 2001-08-23 | Paper |
Testing for changes in multivariate dependent observations with an application to temperature changes
Journal of Multivariate Analysis | 2001-06-17 | Paper |
On Chung's LIL and Csáki's law for renewal processes
Periodica Mathematica Hungarica | 2001-06-13 | Paper |
Strong laws for \(L_p\)-norms of empirical and related processes
Periodica Mathematica Hungarica | 2001-06-13 | Paper |
scientific article; zbMATH DE number 1894351 (Why is no real title available?)
| 2001-01-01 | Paper |
On the best approximation for bootstrapped empirical processes
Statistics \& Probability Letters | 2000-08-30 | Paper |
scientific article; zbMATH DE number 1336730 (Why is no real title available?)
| 1999-09-14 | Paper |
scientific article; zbMATH DE number 1323348 (Why is no real title available?)
| 1999-08-10 | Paper |
scientific article; zbMATH DE number 1301692 (Why is no real title available?)
| 1999-06-16 | Paper |
scientific article; zbMATH DE number 1261113 (Why is no real title available?)
| 1999-03-14 | Paper |
scientific article; zbMATH DE number 1244320 (Why is no real title available?)
| 1999-01-24 | Paper |
scientific article; zbMATH DE number 1069355 (Why is no real title available?)
| 1998-08-24 | Paper |
scientific article; zbMATH DE number 1167587 (Why is no real title available?)
| 1998-06-23 | Paper |
scientific article; zbMATH DE number 1165690 (Why is no real title available?)
| 1998-06-14 | Paper |
Equivalences in strong limit theorems for renewal counting processes
Statistics \& Probability Letters | 1998-04-01 | Paper |
Detecting changes in a multivariate renewal process
Metrika | 1997-08-07 | Paper |
Variance Estimation Based on Invariance Principles
Statistics | 1997-06-03 | Paper |
scientific article; zbMATH DE number 922964 (Why is no real title available?)
| 1996-10-13 | Paper |
scientific article; zbMATH DE number 878351 (Why is no real title available?)
| 1996-09-16 | Paper |
Extreme value asymptotics for multivariate renewal processes
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
Insurance Mathematics \& Economics | 1996-02-06 | Paper |
On extreme value asymptotics for increments of renewal processes
Journal of Statistical Planning and Inference | 1996-01-25 | Paper |
scientific article; zbMATH DE number 503320 (Why is no real title available?)
| 1995-05-04 | Paper |
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors
Metrika | 1995-01-26 | Paper |
On a weighted embedding for pontograms
Stochastic Processes and their Applications | 1994-01-19 | Paper |
Note on the strong limiting behaviour of busy periods in GI/G/1 queues under heavy traffic
Journal of Applied Probability | 1993-08-30 | Paper |
On Some alternative estimates of the adjustment coefficient in risk theory
Scandinavian Actuarial Journal | 1992-06-28 | Paper |
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
Statistics \& Probability Letters | 1992-06-28 | Paper |
Strong laws for small increments of renewal processes
The Annals of Probability | 1992-06-27 | Paper |
On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
Insurance Mathematics \& Economics | 1991-01-01 | Paper |
On the sample path behavior of the first passage time process of a Brownian motion with drift
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1990-01-01 | Paper |
Invariance principles in queueing theory
Journal of Applied Probability | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4121134 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4161827 (Why is no real title available?)
| 1989-01-01 | Paper |
Sharp rates for increments of renewal processes
The Annals of Probability | 1989-01-01 | Paper |
Invariance principles for renewal processes when only moments of low order exist
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic
Stochastic Processes and their Applications | 1988-01-01 | Paper |
On the optimality of strong approximation rates for compound renewal processes
Statistics \& Probability Letters | 1988-01-01 | Paper |
NOTE ON A LIMIT THEOREM FOR CHARACTERISTIC FUNCTIONS
Analysis | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4078386 (Why is no real title available?)
| 1987-01-01 | Paper |
Invariance principles for renewal processes
The Annals of Probability | 1987-01-01 | Paper |
Exact convergence rates in strong approximation laws for large increments of partial sums
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Almost Sure Convergence of Delayed Renewal Processes
Journal of the London Mathematical Society | 1987-01-01 | Paper |
Exact convergence rates in Erdős-Rényi type theorems for renewal processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4048767 (Why is no real title available?)
| 1987-01-01 | Paper |
Exact convergence rate of an Erdös-Rényi strong law for moving quantiles
Journal of Applied Probability | 1986-01-01 | Paper |
Improved Erdős-Rényi and strong approximation laws for increments of renewal processes
The Annals of Probability | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3956115 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3969769 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4058531 (Why is no real title available?)
| 1985-01-01 | Paper |
On an improved Erdő-Rényi-type law for increments of partial sums
The Canadian Journal of Statistics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3907471 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3868440 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3925881 (Why is no real title available?)
| 1984-01-01 | Paper |
On the increments of partial sum processes with multidimensional indices
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
The stochastic geyser problem for first-passage times
Journal of Applied Probability | 1981-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:3886572 On general versions of Erd?s-R�nyi laws]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3748135 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3762112 (Why is no real title available?)
| 1981-01-01 | Paper |
Improved Erdoes-Renyi and strong approximation laws for increments of partial sums
The Annals of Probability | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3703736 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3680844 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3564007 (Why is no real title available?)
| 1978-01-01 | Paper |
Convergence rates of large deviation probabilities in the multidimensional case
The Annals of Probability | 1978-01-01 | Paper |
A strong law of Erdös-Rényi type for cumulative processes in renewal theory
Journal of Applied Probability | 1978-01-01 | Paper |
On a Necessary Condition for the Erdos-Renyi Law of Large Numbers
Proceedings of the American Mathematical Society | 1978-01-01 | Paper |
A genearalization of a result of chernoff in large sample theory
Series Statistics | 1977-01-01 | Paper |
Exponential convergence properties of linear estimators under exponential and uniform distribution
Metrika | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3669529 (Why is no real title available?)
| 1976-01-01 | Paper |
A theorem about probabilities of large deviations with an application to queuing theory
Periodica Mathematica Hungarica | 1975-01-01 | Paper |
