| Publication | Date of Publication | Type |
|---|
| Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator | 2023-03-30 | Paper |
| No-tie conditions for large values of extremal processes | 2022-10-07 | Paper |
| Splitting the sample at the largest uncensored observation | 2022-09-28 | Paper |
| Extremes of censored and uncensored lifetimes in survival data | 2022-05-09 | Paper |
| Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up | 2022-02-15 | Paper |
| A generalised Dickman distribution and the number of species in a negative binomial process model | 2022-01-18 | Paper |
| Size biased sampling from the Dickman subordinator | 2021-02-18 | Paper |
| Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes | 2020-10-30 | Paper |
| Modelling life tables with advanced ages: an extreme value theory approach | 2020-08-03 | Paper |
| Compactness and continuity properties for a Lévy process at a two-sided exit time | 2020-05-29 | Paper |
| Trimmed Lévy processes and their extremal components | 2020-04-07 | Paper |
| Small time convergence of subordinators with regularly or slowly varying canonical measure | 2019-09-19 | Paper |
| Small-time almost-sure behaviour of extremal processes | 2019-09-16 | Paper |
| Convergence to stable limits for ratios of trimmed Levy processes and their jumps | 2019-02-07 | Paper |
| Ratios of ordered points of point processes with regularly varying intensity measures | 2018-12-28 | Paper |
| Processes of \(r^{th}\) largest | 2018-12-20 | Paper |
| Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex | 2018-11-30 | Paper |
| Functional laws for trimmed Lévy processes | 2018-09-26 | Paper |
| Matrix normalised stochastic compactness for a Lévy process at zero | 2018-08-24 | Paper |
| Extensions of Regularity for a Lévy Process | 2018-08-15 | Paper |
| Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing | 2017-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2971288 | 2017-04-04 | Paper |
| Generalised Poisson-Dirichlet Distributions and the Negative Binomial Point Process | 2016-11-29 | Paper |
| The large-sample distribution of the maximum Sharpe ratio with and without short sales | 2016-07-27 | Paper |
| Conditions for a Lévy process to stay positive near 0, in probability | 2016-07-14 | Paper |
| Distributional representations and dominance of a Lévy process over its maximal jump processes | 2016-07-14 | Paper |
| Passage time and fluctuation calculations for subexponential Lévy processes | 2016-05-12 | Paper |
| Competing Risks and Multistate Models with R. By J. Beyersmann, M. Schumacher A. Allignol. New York, NY: Springer. 2012. 245 pages. €49.95 (hardback). ISBN 978-1-4614-2034-7. | 2016-04-27 | Paper |
| Strong laws at zero for trimmed Lévy processes | 2015-11-27 | Paper |
| Matrix normalized convergence of a Lévy process to normality at zero | 2015-04-28 | Paper |
| Thin and Thick Strip Passage Times for L\'evy Flights and L\'evy Processes | 2015-04-24 | Paper |
| Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing | 2015-02-13 | Paper |
| Laws of the iterated logarithm for self-normalised Lévy processes at zero | 2015-02-02 | Paper |
| Finite time ruin probabilities for tempered stable insurance risk processes | 2015-01-28 | Paper |
| Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases | 2014-04-14 | Paper |
| A generalized skewness statistic for stationary ergodic martingale differences | 2014-03-10 | Paper |
| A Characterization of Small and Large Time Limit Laws for Self-normalized Lévy Processes | 2013-09-25 | Paper |
| Small and large time stability of the time taken for a Lévy process to cross curved boundaries | 2013-03-19 | Paper |
| Path decomposition of ruinous behavior for a general Lévy insurance risk process | 2012-09-19 | Paper |
| Stochastic compactness of Lévy processes | 2012-07-26 | Paper |
| The time at which a Lévy process creeps | 2012-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099667 | 2011-12-01 | Paper |
| On the ruin probability of the generalised Ornstein–Uhlenbeck process in the cramér case | 2011-10-25 | Paper |
| Stability of the exit time for Lévy processes | 2011-10-10 | Paper |
| The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component | 2011-09-27 | Paper |
| Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise | 2011-01-14 | Paper |
| Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes | 2010-04-13 | Paper |
| Ornstein–Uhlenbeck Processes and Extensions | 2009-11-27 | Paper |
| Renewal theorems and stability for the reflected process | 2009-05-06 | Paper |
| Small-time versions of Strassen's law for Lévy processes | 2009-03-20 | Paper |
| GARCH modelling in continuous time for irregularly spaced time series data | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3543784 | 2008-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539468 | 2008-11-18 | Paper |
| Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes | 2008-11-13 | Paper |
| An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications | 2008-10-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3526632 | 2008-09-25 | Paper |
| On the distribution tail of an integrated risk model: A numerical approach | 2008-08-22 | Paper |
| Passage of Lévy processes across power law boundaries at small times | 2008-01-22 | Paper |
| Finite approximation schemes for Lévy processes, and their application to optimal stopping problems | 2007-09-26 | Paper |
| Curve crossing for random walks reflected at their maximum | 2007-07-12 | Paper |
| Finiteness of integrals of functions of Lévy processes | 2007-04-23 | Paper |
| Almost sure relative stability of the overshoot of power law boundaries | 2007-04-19 | Paper |
| A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS | 2007-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493557 | 2006-10-23 | Paper |
| Asymptotics of regressions with stationary and nonstationary residuals. | 2005-11-29 | Paper |
| Passage times of random walks and Lévy processes across power law boundaries | 2005-10-28 | Paper |
| Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes | 2005-10-10 | Paper |
| Cramér's estimate for a reflected Lévy process | 2005-07-13 | Paper |
| Drift to infinity and the strong law for subordinated random walks and Lévy processes | 2005-06-14 | Paper |
| A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour | 2005-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662397 | 2005-03-30 | Paper |
| Ruin probabilities and overshoots for general Lévy insurance risk processes | 2005-03-21 | Paper |
| Some effects of trimming on the law of the iterated logarithm | 2004-10-25 | Paper |
| Moments of passage times for Lévy processes | 2004-08-04 | Paper |
| Estimating the Expected Total Number of Events in a Process | 2004-06-10 | Paper |
| Testing for reduction to random walk in autoregressive conditional heteroskedasticity models | 2003-08-07 | Paper |
| New light on the portfolio allocation problem | 2003-06-23 | Paper |
| Stability of perpetuities | 2003-05-06 | Paper |
| Stability of the overshoot for Lévy processes | 2003-05-06 | Paper |
| Stability and attraction to normality for Lévy processes at zero and at infinity | 2003-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780490 | 2003-01-13 | Paper |
| Random walks crossing curved boundaries: a functional limit theorem, stability and asymptotic distributions for exit times and positions | 2002-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938903 | 2000-11-06 | Paper |
| Asymptotic properties of a class of mixture models for failure data: The interior and boundary cases | 2000-10-29 | Paper |
| On Compactness Properties of the Exit Position of a Random Walk From an Interval | 2000-06-22 | Paper |
| Generalized densities of order statistics | 2000-01-31 | Paper |
| Stability and other limit laws for exit times of random walks from a strip or a halfplane | 2000-01-04 | Paper |
| Random deletion does not affect asymptotic normality or quadratic negligibility | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231632 | 1999-03-14 | Paper |
| Random walks crossing high level curved boundaries | 1999-01-03 | Paper |
| On Compactness Properties of the Exit Position of a Random Walk From an Interval | 1998-08-11 | Paper |
| On the rate of growth of the overshoot and the maximum partial sum | 1998-06-02 | Paper |
| Divergence of a random walk through deterministic and random subsequences | 1998-03-19 | Paper |
| Testing for the Presence of Immune or Cured Individuals in Censored Survival Data | 1997-11-09 | Paper |
| A point-process approach to almost-sure behaviour of record values and order statistics | 1997-07-20 | Paper |
| The Likelihood Ratio Test for the Presence of Immunes in a Censored Sample | 1997-06-03 | Paper |
| The Likelihood Ratio Test for Poisson Versus Binomial Distributions | 1997-04-27 | Paper |
| Two renewal theorems for general random walks tending to infinity | 1997-01-14 | Paper |
| On the Studentisation of random vectors | 1996-07-15 | Paper |
| The Effect of Trimming on the Strong Law of Large Numbers | 1996-03-26 | Paper |
| ON A SHARED ALLELE TEST OF RANDOM MATING | 1996-02-13 | Paper |
| Infinite limits and infinite limit points of random walks and trimmed sums | 1995-07-06 | Paper |
| Asymptotic Results for Exponential Mixture Models with Long-Term Survivors | 1995-02-28 | Paper |
| Testing for Sufficient Follow-Up and Outliers in Survival Data | 1995-02-23 | Paper |
| Exponential mixture models with long-term survivors and covariates | 1995-02-06 | Paper |
| The probability that the largest observation is censored | 1994-02-17 | Paper |
| Quadratic negligibility and the asymptotic normality of operator normed sums | 1993-05-16 | Paper |
| Estimating the proportion of immunes in a censored sample | 1993-05-16 | Paper |
| Ratios of trimmed sums and order statistics | 1993-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997497 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361716 | 1991-01-01 | Paper |
| Defining extremes and trimming by minimum covering sets | 1990-01-01 | Paper |
| Exact confidence regions for species assignment based on DNA markers | 1989-01-01 | Paper |
| Regression with autoregressive errors-some asymptotic results | 1989-01-01 | Paper |
| A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution | 1988-01-01 | Paper |
| Asymptotic normality of trimmed means in higher dimensions | 1988-01-01 | Paper |
| On the exponential model for survival | 1988-01-01 | Paper |
| Relating Cox's Proportional Hazard Model to the Exponential Model for Survival | 1987-01-01 | Paper |
| SOME ASYMPTOTIC PROPERTIES OF THE SIMPLE LOGLINEAR MODEL | 1986-01-01 | Paper |
| Limiting Behaviour of Sums and the Term of Maximum Modulus | 1984-01-01 | Paper |
| Relative stability of trimmed sums | 1984-01-01 | Paper |
| Asymptotic normality of lightly trimmed means – a converse | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3921896 | 1981-01-01 | Paper |
| A Theorem on Products of Random Variables, With Application to Regression | 1981-01-01 | Paper |
| On the law of large numbers for stationary sequences | 1980-01-01 | Paper |
| A note on domains of partial attraction | 1980-01-01 | Paper |
| On one-sided boundedness of normed partial sums | 1980-01-01 | Paper |
| Nucleotide excision repair gene XPD polymorphisms and genetic predisposition to melanoma | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3886575 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4179589 | 1979-01-01 | Paper |
| Relative stability and the strong law of large numbers | 1978-01-01 | Paper |
| A local limit theorem for independent random variables | 1978-01-01 | Paper |
| On convergence rates and the expectation of sums of random variables | 1978-01-01 | Paper |
| Sums of independent random variables and regular variation | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4169564 | 1977-01-01 | Paper |
| A remark on local behavior of characteristic functions | 1974-01-01 | Paper |
| On symmetric moments and local behavior of the characteristic function | 1974-01-01 | Paper |
