| Publication | Date of Publication | Type |
|---|
| q-Algebraic Equations, their power series solutions, and the asymptotic behavior of their coefficients | 2020-06-16 | Paper |
Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence
Extremes | 2016-01-25 | Paper |
| Some Tauberian theory for the q-Lagrange inversion | 2013-12-24 | Paper |
| On q-algebraic equations and their power series solutions | 2013-11-21 | Paper |
Estimation for non-negative time series with heavy-tail innovations
Journal of Time Series Analysis | 2013-10-09 | 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 |
| q-Catalan bases and their dual coefficients | 2012-11-26 | Paper |
The point process approach for fractionally differentiated random walks under heavy traffic
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations
Extremes | 2011-11-27 | Paper |
| Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution | 2011-02-18 | Paper |
| Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation for fractionally integrated random walks in the domain of attraction of a nonGaussian stable distribution | 2011-01-23 | 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 |
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
Memoirs of the American Mathematical Society | 2009-03-24 | 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 |
The Pricing Problem
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
An Analysis of Poisson Moving-Average Processes
Probability in the Engineering and Informational Sciences | 2006-09-22 | 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 |
| Asymptotic expansions for distributions of compound sums of light subexponential random variables | 2006-04-17 | 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 |
Limiting properties of Poisson shot noise processes
Journal of Applied Probability | 2005-04-18 | Paper |
Confidence bands in generalized linear models.
The Annals of Statistics | 2002-11-14 | Paper |
Asymptotic distribution for the sum and maximum of Gaussian processes
Journal of Applied Probability | 2002-05-23 | Paper |
Asymptotic distribution of sum and maximum for Gaussian processes
Journal of Applied Probability | 2001-05-08 | Paper |
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence
Journal of Statistical Planning and Inference | 2000-08-10 | Paper |
Nonlinear Autoregression with Positive Innovations
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 1999-10-31 | Paper |
Inference for the tail parameters of a linear process with heavy tail innovations
Annals of the Institute of Statistical Mathematics | 1999-01-06 | Paper |
Extremes for shot noise processes with heavy tailed amplitudes
Journal of Applied Probability | 1998-02-18 | Paper |
| Bootstrap Inference for a First-Order Autoregression with Positive Innovations | 1997-08-11 | Paper |
| scientific article; zbMATH DE number 854578 (Why is no real title available?) | 1996-04-22 | Paper |
Weak limit results for the extremes of a class of shot noise processes
Journal of Applied Probability | 1996-03-12 | Paper |
Correction
Journal of Applied Probability | 1995-03-20 | Paper |
Some continuous Edgeworth expansions for Markov chains with applications to bootstrap
Journal of Multivariate Analysis | 1995-02-02 | Paper |
Sums and maxima of discrete stationary processes
Journal of Applied Probability | 1994-08-11 | Paper |
Tail areas for randomly stopped sums defined on a Markov chain
Communications in Statistics. Stochastic Models | 1994-01-30 | Paper |
| scientific article; zbMATH DE number 431649 (Why is no real title available?) | 1994-01-02 | Paper |
Regeneration-based bootstrap for Markov chains
The Canadian Journal of Statistics | 1994-01-02 | Paper |
Distributional properties of jaccard’s index of similarity
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER
Journal of Time Series Analysis | 1993-06-29 | Paper |
On the first-order Edgeworth expansion for a Markov chain
Journal of Multivariate Analysis | 1993-05-16 | Paper |
A complete poisson convergence result for a strongly dependent isotropic gaussian random field
Communications in Statistics. Stochastic Models | 1993-05-16 | Paper |
Asymptotic analysis of extremes from autoregressive negative binomial processes
Journal of Applied Probability | 1993-04-01 | Paper |
Asymptotic reliability of consecutive k-out-of-n systems
Journal of Applied Probability | 1992-08-13 | Paper |
A conditional limit law result on the location of the maximum of Brownian motion
Statistics & Probability Letters | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 35196 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 35195 (Why is no real title available?) | 1992-06-28 | Paper |
Calculating the extremal index for a class of stationary sequences
Advances in Applied Probability | 1992-06-26 | Paper |
Bootstrapping unstable first-order autoregressive processes
The Annals of Statistics | 1991-01-01 | Paper |
Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
Communications in Statistics: Theory and Methods | 1991-01-01 | Paper |
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
Stochastic Processes and their Applications | 1990-01-01 | Paper |
Estimation for first-order autoregressive processes with positive or bounded innovations
Stochastic Processes and their Applications | 1989-01-01 | Paper |
Bootstrapping explosive autoregressive processes
The Annals of Statistics | 1989-01-01 | Paper |
Extreme value theory for processes with periodic variances
Communications in Statistics. Stochastic Models | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4131496 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4111688 (Why is no real title available?) | 1989-01-01 | Paper |
Approximating the distribution of an extreme value statistic based on estimates from a generating function
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Strong consistency of the MLE for sequential design problems
Statistics & Probability Letters | 1988-01-01 | Paper |
Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
A weak convergence result for the maxima of consecutive minima for stationary processes
Communications in Statistics. Stochastic Models | 1987-01-01 | Paper |
Weak and strong law results for a function of the spacings
Journal of Applied Probability | 1985-01-01 | Paper |
Exact and limiting distribution of sustained maxima
Journal of Applied Probability | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3828944 (Why is no real title available?) | 1983-01-01 | Paper |
An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes
The Annals of Probability | 1980-01-01 | Paper |
Weak convergence for the maxima of stationary Gaussian processes using random normalization
The Annals of Probability | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3796892 (Why is no real title available?) | 1980-01-01 | Paper |
