| Publication | Date of Publication | Type |
|---|
Asymptotic results for compound sums in separable Banach spaces
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2025-01-23 | Paper |
Asymptotic results for sums and extremes
Journal of Applied Probability | 2024-11-15 | Paper |
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
Theory of Probability and Mathematical Statistics | 2024-11-06 | Paper |
Asymptotics for multifactor Volterra type stochastic volatility models
Stochastic Analysis and Applications | 2023-12-11 | Paper |
Asymptotic results for certain first-passage times and areas of renewal processes
Theory of Probability and Mathematical Statistics | 2023-05-17 | Paper |
Asymptotic results for compound sums in separable Banach spaces
| 2023-03-15 | Paper |
Asymptotic results for sums and extremes
| 2022-10-05 | Paper |
Large Deviations of continuous Gaussian processes: from small noise to small time
| 2022-07-25 | Paper |
Asymptotic results for weighted means of linear combinations of independent Poisson random variables
Stochastics | 2022-07-05 | Paper |
Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
Metrika | 2022-06-30 | Paper |
Asymptotic results for families of random variables having power series distributions
Modern Stochastics. Theory and Applications | 2022-06-13 | Paper |
Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
| 2022-05-21 | Paper |
Short-time asymptotics for non self-similar stochastic volatility models
| 2022-04-21 | Paper |
Large deviations for a class of tempered subordinators and their inverse processes
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2021-12-16 | Paper |
Pathwise asymptotics for Volterra type stochastic volatility models
Journal of Theoretical Probability | 2021-06-08 | Paper |
Some large deviations principles for time-changed Gaussian processes
Lithuanian Mathematical Journal | 2021-05-11 | Paper |
Optimal importance sampling for continuous Gaussian fields
Journal of Applied Analysis | 2021-05-07 | Paper |
Asymptotic results for families of power series distributions
| 2021-01-15 | Paper |
Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
Modern Stochastics. Theory and Applications | 2020-04-01 | Paper |
Large deviations for conditionally Gaussian processes: estimates of level crossing probability
Modern Stochastics. Theory and Applications | 2019-10-08 | Paper |
Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
Statistics \& Probability Letters | 2019-09-05 | Paper |
Large deviations for generalized conditioned Gaussian processes and their bridges
Probability and Mathematical Statistics | 2019-08-06 | Paper |
Asymptotic results for finite superpositions of Ornstein-Uhlenbeck processes
Stochastic Analysis and Applications | 2018-01-25 | Paper |
Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
Large deviations for estimators of the parameters of a neuronal response latency model
Statistics \& Probability Letters | 2017-09-28 | Paper |
Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process
Modern Stochastics. Theory and Applications | 2017-04-18 | Paper |
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
Stochastics | 2017-04-11 | Paper |
Large deviations for conditional Volterra processes
Stochastic Analysis and Applications | 2017-04-06 | Paper |
Large deviations for a class of counting processes and some statistical applications
Statistics \& Probability Letters | 2015-08-19 | Paper |
Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes
Methodology and Computing in Applied Probability | 2015-07-31 | Paper |
Asymptotic results for empirical means of independent geometric distributed random variables
Stochastics | 2015-07-29 | Paper |
On large deviations for some sequences of weighted means of Gaussian processes
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Large deviations for proportions of observations which fall in random sets determined by order statistics
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Asymptotic results for runs and empirical cumulative entropies
Journal of Statistical Planning and Inference | 2014-11-24 | Paper |
Large deviation estimates of the crossing probability for pinned Gaussian processes
Advances in Applied Probability | 2008-08-05 | Paper |
Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
Bernoulli | 2006-11-06 | Paper |
Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers
Monte Carlo Methods and Applications | 2003-03-20 | Paper |
Diffusion approximations for random walks on nilpotent Lie groups
Statistics \& Probability Letters | 1999-11-11 | Paper |
Numerical Approximation for Functionals of Reflecting Diffusion Processes
SIAM Journal on Applied Mathematics | 1998-05-10 | Paper |
Large and moderate deviations for Gaussian neural networks
| N/A | Paper |
