| Publication | Date of Publication | Type |
|---|
Finite sample and asymptotic distributions of a statistic for sufficient follow-up in cure models
The Canadian Journal of Statistics | 2024-06-13 | Paper |
Mixture cure model methodology in survival analysis: some recent results for the one-sample case
Statistics Surveys | 2024-05-10 | Paper |
| Limiting Behaviour of Poisson-Dirichlet and Generalised Poisson-Dirichlet Distributions | 2023-09-01 | Paper |
Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator
Theory of Probability & Its Applications | 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
Bernoulli | 2022-09-28 | Paper |
Splitting the sample at the largest uncensored observation
Bernoulli | 2022-09-28 | Paper |
Extremes of censored and uncensored lifetimes in survival data
Extremes | 2022-05-09 | Paper |
Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up
Biometrika | 2022-02-15 | Paper |
A generalised Dickman distribution and the number of species in a negative binomial process model
Advances in Applied Probability | 2022-01-18 | Paper |
| Exact and Asymptotic Tests for Sufficient Followup in Censored Survival Data | 2021-09-06 | Paper |
Splitting the Sample at the Largest Uncensored Observation
(available as arXiv preprint) | 2021-03-01 | Paper |
Size biased sampling from the Dickman subordinator
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes
Journal of Theoretical Probability | 2020-10-30 | Paper |
Modelling life tables with advanced ages: an extreme value theory approach
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Compactness and continuity properties for a Lévy process at a two-sided exit time
Electronic Journal of Probability | 2020-05-29 | Paper |
Trimmed Lévy processes and their extremal components
Stochastic Processes and their Applications | 2020-04-07 | Paper |
Small time convergence of subordinators with regularly or slowly varying canonical measure
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Small-time almost-sure behaviour of extremal processes
Advances in Applied Probability | 2019-09-16 | Paper |
Convergence to stable limits for ratios of trimmed Lévy processes and their jumps
(available as arXiv preprint) | 2019-02-07 | Paper |
Ratios of ordered points of point processes with regularly varying intensity measures
Stochastic Processes and their Applications | 2018-12-28 | Paper |
Processes of \(r^{th}\) largest
Extremes | 2018-12-20 | Paper |
| Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex | 2018-11-30 | Paper |
Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
(available as arXiv preprint) | 2018-11-30 | Paper |
Functional laws for trimmed Lévy processes
Journal of Applied Probability | 2018-09-26 | Paper |
Matrix normalised stochastic compactness for a Lévy process at zero
Electronic Journal of Probability | 2018-08-24 | Paper |
Extensions of regularity for a Lévy process
Theory of Probability & Its Applications | 2018-08-15 | Paper |
Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing
Stochastic Processes and their Applications | 2017-06-22 | Paper |
| Small time almost sure comparisons between a Lévy process and its maximal jump processes | 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
Journal of Econometrics | 2016-07-27 | Paper |
Distributional representations and dominance of a Lévy process over its maximal jump processes
Bernoulli | 2016-07-14 | Paper |
Distributional representations and dominance of a Lévy process over its maximal jump processes
Bernoulli | 2016-07-14 | Paper |
Conditions for a Lévy process to stay positive near 0, in probability
Bernoulli | 2016-07-14 | Paper |
Conditions for a Lévy process to stay positive near 0, in probability
Bernoulli | 2016-07-14 | Paper |
Passage time and fluctuation calculations for subexponential Lévy processes
Bernoulli | 2016-05-12 | Paper |
Passage time and fluctuation calculations for subexponential Lévy processes
Bernoulli | 2016-05-12 | Paper |
Book review of: J. Beyersmann et al., Competing risks and multistate models with R
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
Strong laws at zero for trimmed Lévy processes
Electronic Journal of Probability | 2015-11-27 | Paper |
Matrix normalized convergence of a Lévy process to normality at zero
Stochastic Processes and their Applications | 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
Transactions of the American Mathematical Society | 2015-02-02 | Paper |
Finite time ruin probabilities for tempered stable insurance risk processes
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Insurance Mathematics & Economics | 2014-04-14 | Paper |
A generalized skewness statistic for stationary ergodic martingale differences
Mathematical Methods of Statistics | 2014-03-10 | Paper |
A characterization of small and large time limit laws for self-normalized Lévy processes
Springer Proceedings in Mathematics & Statistics | 2013-09-25 | Paper |
Small and large time stability of the time taken for a Lévy process to cross curved boundaries
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-19 | Paper |
Small and large time stability of the time taken for a Lévy process to cross curved boundaries
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-19 | Paper |
Path decomposition of ruinous behavior for a general Lévy insurance risk process
The Annals of Applied Probability | 2012-09-19 | Paper |
Path decomposition of ruinous behavior for a general Lévy insurance risk process
The Annals of Applied Probability | 2012-09-19 | Paper |
Stochastic compactness of Lévy processes
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
The time at which a Lévy process creeps
Electronic Journal of Probability | 2012-06-22 | Paper |
| The COGARCH: a review, with news on option pricing and statistical inference | 2011-12-01 | Paper |
On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case
Journal of Applied Probability | 2011-10-25 | Paper |
Stability of the exit time for Lévy processes
Advances in Applied Probability | 2011-10-10 | Paper |
The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2011-09-27 | Paper |
Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
Stochastic Processes and their Applications | 2011-01-14 | Paper |
Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
Transactions of the American Mathematical Society | 2010-04-13 | Paper |
Ornstein–Uhlenbeck Processes and Extensions
Handbook of Financial Time Series | 2009-11-27 | Paper |
Renewal theorems and stability for the reflected process
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Small-time versions of Strassen's law for Lévy processes
Proceedings of the London Mathematical Society | 2009-03-20 | Paper |
GARCH modelling in continuous time for irregularly spaced time series data
Bernoulli | 2009-03-02 | Paper |
| Survival analysis with long-term survivors | 2008-12-04 | Paper |
| Convergence in distribution of Lévy processes at small times with self-normalization | 2008-11-18 | Paper |
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
Advances in Applied Probability | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-10-16 | Paper |
On continuity properties of the law of integrals of Lévy processes
(available as arXiv preprint) | 2008-09-25 | Paper |
On the distribution tail of an integrated risk model: A numerical approach
Insurance Mathematics & Economics | 2008-08-22 | Paper |
Passage of Lévy processes across power law boundaries at small times
The Annals of Probability | 2008-01-22 | Paper |
Passage of Lévy processes across power law boundaries at small times
The Annals of Probability | 2008-01-22 | Paper |
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
Stochastic Processes and their Applications | 2007-09-26 | Paper |
Curve crossing for random walks reflected at their maximum
The Annals of Probability | 2007-07-12 | Paper |
Finiteness of integrals of functions of Lévy processes
Proceedings of the London Mathematical Society | 2007-04-23 | Paper |
Almost sure relative stability of the overshoot of power law boundaries
Journal of Theoretical Probability | 2007-04-19 | Paper |
A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS
Mathematical Finance | 2007-02-22 | Paper |
| scientific article; zbMATH DE number 5066273 (Why is no real title available?) | 2006-10-23 | Paper |
Asymptotics of regressions with stationary and nonstationary residuals.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Passage times of random walks and Lévy processes across power law boundaries
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-10-28 | Paper |
Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
Stochastic Processes and their Applications | 2005-10-10 | Paper |
Cramér's estimate for a reflected Lévy process
The Annals of Applied Probability | 2005-07-13 | Paper |
Drift to infinity and the strong law for subordinated random walks and Lévy processes
Journal of Theoretical Probability | 2005-06-14 | Paper |
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
Journal of Applied Probability | 2005-04-18 | Paper |
| scientific article; zbMATH DE number 2149876 (Why is no real title available?) | 2005-03-30 | Paper |
Ruin probabilities and overshoots for general Lévy insurance risk processes
The Annals of Applied Probability | 2005-03-21 | Paper |
Ruin probabilities and overshoots for general Lévy insurance risk processes
The Annals of Applied Probability | 2005-03-21 | Paper |
Some effects of trimming on the law of the iterated logarithm
Journal of Applied Probability | 2004-10-25 | Paper |
Moments of passage times for Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-08-04 | Paper |
Moments of passage times for Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-08-04 | Paper |
Estimating the Expected Total Number of Events in a Process
Journal of the American Statistical Association | 2004-06-10 | Paper |
Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
Econometrics Journal | 2003-08-07 | Paper |
New light on the portfolio allocation problem
Mathematical Methods of Operations Research | 2003-06-23 | Paper |
Stability of the overshoot for Lévy processes
The Annals of Probability | 2003-05-06 | Paper |
Stability of perpetuities
The Annals of Probability | 2003-05-06 | Paper |
Stability and attraction to normality for Lévy processes at zero and at infinity
Journal of Theoretical Probability | 2003-04-03 | Paper |
| scientific article; zbMATH DE number 1833043 (Why is no real title available?) | 2003-01-13 | Paper |
Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions
Advances in Applied Probability | 2002-01-02 | Paper |
| scientific article; zbMATH DE number 1405907 (Why is no real title available?) | 2000-11-06 | Paper |
Asymptotic properties of a class of mixture models for failure data: The interior and boundary cases
Annals of the Institute of Statistical Mathematics | 2000-10-29 | Paper |
On Compactness Properties of the Exit Position of a Random Walk From an Interval
Proceedings of the London Mathematical Society | 2000-06-22 | Paper |
Generalized densities of order statistics
Statistica Neerlandica | 2000-01-31 | Paper |
Stability and other limit laws for exit times of random walks from a strip or a halfplane
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-01-04 | Paper |
Stability and other limit laws for exit times of random walks from a strip or a halfplane
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2000-01-04 | Paper |
Random deletion does not affect asymptotic normality or quadratic negligibility
Journal of Multivariate Analysis | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1261202 (Why is no real title available?) | 1999-03-14 | Paper |
Random walks crossing high level curved boundaries
Journal of Theoretical Probability | 1999-01-03 | Paper |
On Compactness Properties of the Exit Position of a Random Walk From an Interval
Proceedings of the London Mathematical Society | 1998-08-11 | Paper |
On the rate of growth of the overshoot and the maximum partial sum
Advances in Applied Probability | 1998-06-02 | Paper |
Divergence of a random walk through deterministic and random subsequences
Journal of Theoretical Probability | 1998-03-19 | Paper |
Testing for the Presence of Immune or Cured Individuals in Censored Survival Data
Biometrics | 1997-11-09 | Paper |
A point-process approach to almost-sure behaviour of record values and order statistics
Advances in Applied Probability | 1997-07-20 | Paper |
The Likelihood Ratio Test for the Presence of Immunes in a Censored Sample
Statistics | 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
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-01-14 | Paper |
On the Studentisation of random vectors
Journal of Multivariate Analysis | 1996-07-15 | Paper |
The Effect of Trimming on the Strong Law of Large Numbers
Proceedings of the London Mathematical Society | 1996-03-26 | Paper |
ON A SHARED ALLELE TEST OF RANDOM MATING
Australian Journal of Statistics | 1996-02-13 | Paper |
Infinite limits and infinite limit points of random walks and trimmed sums
The Annals of Probability | 1995-07-06 | Paper |
Asymptotic Results for Exponential Mixture Models with Long-Term Survivors
Statistics | 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
Journal of Multivariate Analysis | 1995-02-06 | Paper |
The probability that the largest observation is censored
Journal of Applied Probability | 1994-02-17 | Paper |
Estimating the proportion of immunes in a censored sample
Biometrika | 1993-05-16 | Paper |
Quadratic negligibility and the asymptotic normality of operator normed sums
Journal of Multivariate Analysis | 1993-05-16 | Paper |
Ratios of trimmed sums and order statistics
The Annals of Probability | 1993-02-22 | Paper |
| scientific article; zbMATH DE number 48622 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 4215167 (Why is no real title available?) | 1991-01-01 | Paper |
Defining extremes and trimming by minimum covering sets
Stochastic Processes and their Applications | 1990-01-01 | Paper |
Regression with autoregressive errors-some asymptotic results
Statistics | 1989-01-01 | Paper |
Exact confidence regions for species assignment based on DNA markers
The Canadian Journal of Statistics | 1989-01-01 | Paper |
On the exponential model for survival
Biometrika | 1988-01-01 | Paper |
Asymptotic normality of trimmed means in higher dimensions
The Annals of Probability | 1988-01-01 | Paper |
A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Relating Cox's Proportional Hazard Model to the Exponential Model for Survival
Biometrical Journal | 1987-01-01 | Paper |
SOME ASYMPTOTIC PROPERTIES OF THE SIMPLE LOGLINEAR MODEL
Australian Journal of Statistics | 1986-01-01 | Paper |
Limiting Behaviour of Sums and the Term of Maximum Modulus
Proceedings of the London Mathematical Society | 1984-01-01 | Paper |
Relative stability of trimmed sums
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1984-01-01 | Paper |
Asymptotic normality of lightly trimmed means – a converse
Mathematical Proceedings of the Cambridge Philosophical Society | 1982-01-01 | Paper |
A Theorem on Products of Random Variables, With Application to Regression
Australian Journal of Statistics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3734847 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3692351 (Why is no real title available?) | 1980-01-01 | Paper |
A note on domains of partial attraction
The Annals of Probability | 1980-01-01 | Paper |
On the law of large numbers for stationary sequences
Stochastic Processes and their Applications | 1980-01-01 | Paper |
On one-sided boundedness of normed partial sums
Bulletin of the Australian Mathematical Society | 1980-01-01 | Paper |
Nucleotide excision repair gene XPD polymorphisms and genetic predisposition to melanoma
Carcinogenesis | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3615607 (Why is no real title available?) | 1979-01-01 | Paper |
Relative stability and the strong law of large numbers
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
A local limit theorem for independent random variables
Stochastic Processes and their Applications | 1978-01-01 | Paper |
On convergence rates and the expectation of sums of random variables
Stochastic Processes and their Applications | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3603547 (Why is no real title available?) | 1977-01-01 | Paper |
Sums of independent random variables and regular variation
Bulletin of the Australian Mathematical Society | 1977-01-01 | Paper |
On symmetric moments and local behavior of the characteristic function
The Annals of Probability | 1974-01-01 | Paper |
A remark on local behavior of characteristic functions
The Annals of Probability | 1974-01-01 | Paper |
