| Publication | Date of Publication | Type |
|---|
On renewal theory for cluster processes
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
Permutation test of tail dependence
Statistical Methods and Applications | 2024-07-29 | Paper |
On extremes of random clusters and marked renewal cluster processes
Journal of Applied Probability | 2023-05-08 | Paper |
Limit theorems for branching processes with immigration in a random environment
Extremes | 2022-11-08 | Paper |
| On renewal theory for cluster processes | 2022-11-07 | Paper |
| Extremal behavior of stationary marked point processes | 2022-10-04 | Paper |
Importance sampling for maxima on trees
Stochastic Processes and their Applications | 2022-04-28 | Paper |
Compound Poisson approximation for regularly varying fields with application to sequence alignment
Bernoulli | 2021-07-09 | Paper |
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Stochastic Processes and their Applications | 2021-02-18 | Paper |
On the total claim amount for marked Poisson cluster models
Advances in Applied Probability | 2019-12-09 | Paper |
On the total claim amount for marked Poisson cluster models
Advances in Applied Probability | 2019-12-09 | Paper |
A note on vague convergence of measures
Statistics & Probability Letters | 2019-09-05 | Paper |
An invariance principle for sums and record times of regularly varying stationary sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-11-21 | Paper |
A complete convergence theorem for stationary regularly varying multivariate time series
Extremes | 2017-02-08 | Paper |
On randomly spaced observations and continuous-time random walks
Journal of Applied Probability | 2016-12-09 | Paper |
Limits of renewal processes and Pitman-Yor distribution
Electronic Communications in Probability | 2015-08-17 | Paper |
Efficient estimation in the semiparametric normal regression-copula model with a focus on QTL mapping
Institute of Mathematical Statistics Collections | 2015-07-30 | Paper |
A multivariate functional limit theorem in weak \(M_1\) topology
Journal of Theoretical Probability | 2015-05-26 | Paper |
Extremes of random variables observed in renewal times
Statistics & Probability Letters | 2015-05-06 | Paper |
| Extremes of moving averages and moving maxima on a regular lattice | 2014-06-20 | Paper |
A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Heavy-tailed branching process with immigration
Stochastic Models | 2014-01-30 | Paper |
A functional limit theorem for dependent sequences with infinite variance stable limits
The Annals of Probability | 2012-11-29 | Paper |
A functional limit theorem for dependent sequences with infinite variance stable limits
The Annals of Probability | 2012-11-29 | Paper |
Erratum to: ``Regularly varying multivariate time series''
Stochastic Processes and their Applications | 2011-06-15 | Paper |
Limit Theorems for the Inductive Mean on Metric Trees
Journal of Applied Probability | 2011-01-13 | Paper |
Regularly varying multivariate time series
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Regular variation of GARCH processes.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
A characterization of multivariate regular variation.
The Annals of Applied Probability | 2003-05-06 | Paper |
The sample ACF of a simple bilinear process
Stochastic Processes and their Applications | 2002-08-29 | Paper |
