| 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 | 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 | 2013-10-09 | Paper |
| Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution | 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 | 2012-10-26 | Paper |
| Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution | 2012-06-01 | Paper |
| Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations | 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 | 2010-07-08 | Paper |
| Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications | 2009-03-24 | Paper |
| Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions | 2008-04-03 | Paper |
| Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution | 2008-02-05 | Paper |
| Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments | 2007-12-17 | Paper |
| The Pricing Problem | 2007-01-19 | Paper |
| An Analysis of Poisson Moving-Average Processes | 2006-09-22 | Paper |
| Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics | 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. | 2005-11-29 | Paper |
| Asymptotic expansions of convolutions of regularly varying distributions | 2005-10-05 | Paper |
| Limiting properties of Poisson shot noise processes | 2005-04-18 | Paper |
| Confidence bands in generalized linear models. | 2002-11-14 | Paper |
| Asymptotic distribution for the sum and maximum of Gaussian processes | 2002-05-23 | Paper |
| Asymptotic distribution of sum and maximum for Gaussian processes | 2001-05-08 | Paper |
| A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence | 2000-08-10 | Paper |
| Nonlinear Autoregression with Positive Innovations | 1999-10-31 | Paper |
| Inference for the tail parameters of a linear process with heavy tail innovations | 1999-01-06 | Paper |
| Extremes for shot noise processes with heavy tailed amplitudes | 1998-02-18 | Paper |
| Bootstrap Inference for a First-Order Autoregression with Positive Innovations | 1997-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869550 | 1996-04-22 | Paper |
| Weak limit results for the extremes of a class of shot noise processes | 1996-03-12 | Paper |
| Correction | 1995-03-20 | Paper |
| Some continuous Edgeworth expansions for Markov chains with applications to bootstrap | 1995-02-02 | Paper |
| Sums and maxima of discrete stationary processes | 1994-08-11 | Paper |
| Tail areas for randomly stopped sums defined on a Markov chain | 1994-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138426 | 1994-01-02 | Paper |
| Regeneration-based bootstrap for Markov chains | 1994-01-02 | Paper |
| Distributional properties of jaccard’s index of similarity | 1993-10-11 | Paper |
| ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER | 1993-06-29 | Paper |
| On the first-order Edgeworth expansion for a Markov chain | 1993-05-16 | Paper |
| A complete poisson convergence result for a strongly dependent isotropic gaussian random field | 1993-05-16 | Paper |
| Asymptotic analysis of extremes from autoregressive negative binomial processes | 1993-04-01 | Paper |
| Asymptotic reliability of consecutive k-out-of-n systems | 1992-08-13 | Paper |
| A conditional limit law result on the location of the maximum of Brownian motion | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989807 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989806 | 1992-06-28 | Paper |
| Calculating the extremal index for a class of stationary sequences | 1992-06-26 | Paper |
| Bootstrapping unstable first-order autoregressive processes | 1991-01-01 | Paper |
| Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes | 1991-01-01 | Paper |
| Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes | 1990-01-01 | Paper |
| Estimation for first-order autoregressive processes with positive or bounded innovations | 1989-01-01 | Paper |
| Bootstrapping explosive autoregressive processes | 1989-01-01 | Paper |
| Extreme value theory for processes with periodic variances | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033162 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3834788 | 1989-01-01 | Paper |
| Approximating the distribution of an extreme value statistic based on estimates from a generating function | 1988-01-01 | Paper |
| Strong consistency of the MLE for sequential design problems | 1988-01-01 | Paper |
| Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function | 1988-01-01 | Paper |
| A weak convergence result for the maxima of consecutive minima for stationary processes | 1987-01-01 | Paper |
| Weak and strong law results for a function of the spacings | 1985-01-01 | Paper |
| Exact and limiting distribution of sustained maxima | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673765 | 1983-01-01 | Paper |
| An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes | 1980-01-01 | Paper |
| Weak convergence for the maxima of stationary Gaussian processes using random normalization | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742045 | 1980-01-01 | Paper |
