| Publication | Date of Publication | Type |
|---|
A Critical Reanalysis of Maryland State Police Searches
The American Statistician | 2023-02-02 | Paper |
| Time-frequency representation of nonstationary signals: the IMFogram | 2022-04-04 | Paper |
Time-frequency representation of nonstationary signals: the IMFogram
(available as arXiv preprint) | 2022-04-04 | Paper |
Simulation in exponential families
ACM Transactions on Modeling and Computer Simulation | 2018-07-13 | Paper |
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values
Extremes | 2017-02-08 | Paper |
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-28 | Paper |
| scientific article; zbMATH DE number 6108728 (Why is no real title available?) | 2012-11-20 | Paper |
| scientific article; zbMATH DE number 6108681 (Why is no real title available?) | 2012-11-20 | Paper |
The point process approach for fractionally differentiated random walks under heavy traffic
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations
Extremes | 2011-11-27 | Paper |
| A central limit theorem for the mean in rejective sampling | 2010-08-12 | Paper |
An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
Stochastic Processes and their Applications | 2010-07-08 | Paper |
On the Tail Behavior of Sums of Dependent Risks
ASTIN Bulletin | 2009-06-15 | Paper |
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
Memoirs of the American Mathematical Society | 2009-03-24 | Paper |
| An elementary approach to extreme values theory | 2008-11-05 | Paper |
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-04-03 | Paper |
Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution
Journal of Applied Probability | 2008-02-05 | Paper |
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
Stochastic Processes and their Applications | 2007-12-17 | Paper |
On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
Theory of Probability & Its Applications | 2006-06-09 | Paper |
Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics
Extremes | 2006-05-24 | Paper |
Second-order expansion for the maximum of some stationary Gaussian sequences.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Asymptotic expansions of convolutions of regularly varying distributions
Journal of the Australian Mathematical Society | 2005-10-05 | Paper |
Blowing number of a distribution for a statistics and loyal estimators
Statistics & Probability Letters | 2005-04-21 | Paper |
| Approximation of integrals over asymptotic sets with applications to probability and statistics | 2003-12-05 | Paper |
Large deviation principle for sequential rank processes
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Large-deviation probability and the local dimension of sets
Journal of Mathematical Sciences (New York) | 2000-11-14 | Paper |
Last passage time for the empirical mean of some mixing processes
Statistics & Probability Letters | 2000-09-04 | Paper |
Statistical analysis of mixtures and the empirical probability measure
Acta Applicandae Mathematicae | 1999-06-21 | Paper |
| scientific article; zbMATH DE number 1226320 (Why is no real title available?) | 1998-11-23 | Paper |
Note on functional large deviation principle for fractional ARIMA processes
Statistical Inference for Stochastic Processes | 1998-01-01 | Paper |
Bootstrapping the renewal spacings processes
Journal of Statistical Planning and Inference | 1997-11-06 | Paper |
Functional Erdős-Rényi laws for processes indexed by sets
Journal of Mathematical Sciences (New York) | 1997-09-08 | Paper |
On Kendall's process
Journal of Multivariate Analysis | 1997-05-25 | Paper |
Limiting distribution of the minimal spacing
Mathematical Methods of Statistics | 1995-11-06 | Paper |
Joint approximation of processes based on spacings and order statistics
Stochastic Processes and their Applications | 1995-06-06 | Paper |
On the distribution function for the spacings
Statistics | 1995-04-10 | Paper |
The weighted bootstrap
Lecture Notes in Statistics | 1995-04-05 | Paper |
| scientific article; zbMATH DE number 597681 (Why is no real title available?) | 1995-01-15 | Paper |
Weighted approximation of the renewal spacing processes
Journal of Multivariate Analysis | 1994-05-19 | Paper |
Limiting distribution of the maximal spacing when the density function admits a positive minimum
Statistics & Probability Letters | 1992-12-14 | Paper |
