| Publication | Date of Publication | Type |
|---|
Applications of inverse tempered stable subordinators
Computers & Mathematics with Applications | 2019-03-12 | Paper |
Implicit extremes and implicit max-stable laws
Extremes | 2017-11-02 | Paper |
Clustered continuous-time random walks: diffusion and relaxation consequences
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-06-07 | Paper |
Limit theorems and governing equations for Lévy walks
Stochastic Processes and their Applications | 2015-08-24 | Paper |
Extreme value theory with operator norming
Extremes | 2014-04-08 | Paper |
Parameter estimation for operator scaling random fields
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Fractional governing equations for coupled random walks
Computers & Mathematics with Applications | 2013-07-25 | Paper |
Tauberian theorems for matrix regular variation
Transactions of the American Mathematical Society | 2013-07-05 | Paper |
Simulation of infinitely divisible random fields
Communications in Statistics. Simulation and Computation | 2013-06-21 | Paper |
Stochastic solution of space-time fractional diffusion equations
Physical Review E. Third Series | 2012-08-09 | Paper |
Limit theorems for coupled continuous time random walks
The Annals of Probability | 2012-05-11 | Paper |
Multi-operator scaling random fields
Stochastic Processes and their Applications | 2011-10-11 | Paper |
Cluster continuous time random walks
Studia Mathematica | 2011-07-21 | Paper |
Erratum to ``Triangular array limits for continuous time random walks [Stochastic process. Appl. 118 (9) (2008) 1606-1633]
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator
| 2009-10-08 | Paper |
Derivation of an upper bound of the constant in the error bound for a near best m-term approximation
| 2009-10-07 | Paper |
Triangular array limits for continuous time random walks
Stochastic Processes and their Applications | 2008-09-29 | Paper |
Fourier series approximation of linear fractional stable motion
The Journal of Fourier Analysis and Applications | 2008-05-05 | Paper |
Operator scaling stable random fields
Stochastic Processes and their Applications | 2007-02-26 | Paper |
Stochastic model for ultraslow diffusion
Stochastic Processes and their Applications | 2006-10-05 | Paper |
On using random walks to solve the space-fractional advection-dispersion equations
Journal of Statistical Physics | 2006-06-28 | Paper |
A second-order accurate numerical approximation for the fractional diffusion equation
Journal of Computational Physics | 2006-04-28 | Paper |
Finite difference methods for two-dimensional fractional dispersion equation
Journal of Computational Physics | 2005-11-04 | Paper |
On multiple-particle continuous-time random walks
Journal of Applied Mathematics | 2005-10-31 | Paper |
scientific article; zbMATH DE number 2211879 (Why is no real title available?)
| 2005-10-04 | Paper |
scientific article; zbMATH DE number 2208488 (Why is no real title available?)
| 2005-09-27 | Paper |
scientific article; zbMATH DE number 2199612 (Why is no real title available?)
| 2005-08-26 | Paper |
scientific article; zbMATH DE number 2188829 (Why is no real title available?)
| 2005-07-27 | Paper |
Limit theorems for continuous-time random walks with infinite mean waiting times
Journal of Applied Probability | 2005-04-18 | Paper |
Limit theorems for continuous time random walks with slowly varying waiting times
Statistics \& Probability Letters | 2005-03-08 | Paper |
Operator geometric stable laws
Journal of Multivariate Analysis | 2005-02-23 | Paper |
scientific article; zbMATH DE number 2133883 (Why is no real title available?)
| 2005-02-14 | Paper |
Limit theorem for continuous-time random walks with two time scales
Journal of Applied Probability | 2004-09-24 | Paper |
Limit theorems for coupled continuous time random walks.
The Annals of Probability | 2004-09-15 | Paper |
Precise asymptotics in Spitzer and Baum-Katz's law of large numbers: The semistable case.
Journal of Mathematical Analysis and Applications | 2004-01-26 | Paper |
Hausdorff dimension of operator stable sample paths
Monatshefte für Mathematik | 2003-12-16 | Paper |
scientific article; zbMATH DE number 2015749 (Why is no real title available?)
| 2003-12-09 | Paper |
Multivariate R-O varying measures. II: Individual bounds
Journal of Mathematical Sciences (New York) | 2003-04-27 | Paper |
Spectral decomposition for operator self-similar processes and their generalized domains of attraction
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Multivariate R-O varying measures. I: Uniform bounds
Proceedings of the London Mathematical Society. Third Series | 2002-01-28 | Paper |
Norming operators for generalized domains of semistable attraction
Publicationes Mathematicae Debrecen | 2001-11-05 | Paper |
Sample cross-correlations for moving averages with regularly varying tails
Journal of Time Series Analysis | 2001-10-09 | Paper |
Limit distributions for sums of independent random vectors. Heavy tails in theory and practice
Wiley Series in Probability and Mathematical Statistics | 2001-06-24 | Paper |
Limit laws for symmetric \(k\)-tensors of regularly varying measures
Journal of Multivariate Analysis | 2001-06-13 | Paper |
On estimation of the spectral measure of certain nonnormal operator stable laws
Statistics \& Probability Letters | 2001-06-05 | Paper |
Moving averages of random vectors with regularly varying tails
Journal of Time Series Analysis | 2001-03-01 | Paper |
Multivariable Regular Variation of Functions and Measures
Journal of Applied Analysis | 2001-02-09 | Paper |
A law of the iterated logarithm for randomly stopped sums of heavy tailed random vectors
Monatshefte für Mathematik | 2001-02-06 | Paper |
Moment estimator for random vectors with heavy tails
Journal of Multivariate Analysis | 2000-12-27 | Paper |
Domains of Attraction on Sturm–Liouville Hypergroups of Polynomial Growth
Journal of Applied Analysis | 2000-12-03 | Paper |
A law of the iterated logarithm for heavy-tailed random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-05-07 | Paper |
Series representation for operator semistable laws and domains of normal attraction
Journal of Mathematical Sciences (New York) | 2000-04-25 | Paper |
Strongly \(\tau\)-decomposable and selfdecomposable laws on simply connected nilpotent Lie groups
Monatshefte für Mathematik | 2000-04-10 | Paper |
A simple robust estimation method for the thickness of heavy tails
Journal of Statistical Planning and Inference | 2000-02-21 | Paper |
scientific article; zbMATH DE number 1404399 (Why is no real title available?)
| 2000-02-21 | Paper |
Sample covariance matrix for random vectors with heavy tails
Journal of Theoretical Probability | 2000-02-13 | Paper |
scientific article; zbMATH DE number 1211698 (Why is no real title available?)
| 1999-05-04 | Paper |
scientific article; zbMATH DE number 1244306 (Why is no real title available?)
| 1999-01-24 | Paper |
The structure of generalized domains of semistable attraction
Statistics \& Probability Letters | 1999-01-18 | Paper |
A law of the iterated logarithm for semistable laws on vector spaces and homogeneous groups
Journal of Mathematical Sciences (New York) | 1998-11-24 | Paper |
scientific article; zbMATH DE number 1054303 (Why is no real title available?)
| 1998-02-03 | Paper |
Series representation for semistable laws and their domains of semistable attraction
Journal of Theoretical Probability | 1997-11-10 | Paper |
Generalized Domains of Semistable Attraction of Nonnormal Laws
Journal of Applied Analysis | 1997-10-01 | Paper |
Spectral decomposition for generalized domains of semistable attraction
Journal of Theoretical Probability | 1997-09-01 | Paper |
scientific article; zbMATH DE number 920770 (Why is no real title available?)
| 1997-04-22 | Paper |
scientific article; zbMATH DE number 896423 (Why is no real title available?)
| 1996-12-02 | Paper |
Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups
Monatshefte für Mathematik | 1996-10-08 | Paper |
Moments of measures attracted to operator semi-stable laws
Statistics \& Probability Letters | 1995-11-26 | Paper |
scientific article; zbMATH DE number 815125 (Why is no real title available?)
| 1995-11-13 | Paper |
scientific article; zbMATH DE number 772921 (Why is no real title available?)
| 1995-07-12 | Paper |
Domains of semi-stable attraction of nonnormal semi-stable laws
Journal of Multivariate Analysis | 1995-01-16 | Paper |
\({\mathcal D}\)-domains of attraction of stable measures on stratified Lie groups
Journal of Theoretical Probability | 1994-11-14 | Paper |
The domains of partial attraction of probabilities on groups and on vector spaces
Journal of Theoretical Probability | 1993-05-16 | Paper |
