| Publication | Date of Publication | Type |
|---|
| Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples | 2024-12-18 | Paper |
| Strong consistency of nonparametric kernel estimators for integrated diffusion process | 2024-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6141817 | 2024-01-23 | Paper |
| On the complete consistency of the kernel estimator of spot volatility | 2023-10-24 | Paper |
| Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator | 2023-07-03 | Paper |
| Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure | 2022-05-25 | Paper |
| On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application | 2022-05-23 | Paper |
| Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation | 2022-05-18 | Paper |
| Maximal moment inequality for partial sums of ρ-mixing sequences and its applications | 2021-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998243 | 2021-07-01 | Paper |
| First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation | 2021-01-22 | Paper |
| On the uniformly asymptotic normality of frequency polygons for ψ-mixing samples | 2017-12-06 | Paper |
| Uniformly strong consistency of frequency polygons for negatively associated samples | 2017-06-13 | Paper |
| On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples | 2017-04-18 | Paper |
| On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables | 2016-01-13 | Paper |
| On the uniform consistency of frequency polygons for \(\psi\)-mixing samples | 2015-07-21 | Paper |
| Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples | 2015-03-13 | Paper |
| Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences | 2014-10-14 | Paper |
| A remark on the exponential inequality for negatively associated random variables | 2014-08-01 | Paper |
| On the precise rates in the law of the logarithm for positively associated sequence | 2013-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4910077 | 2013-03-25 | Paper |
| Exponential inequality for a class of NOD random variables and its application | 2012-06-01 | Paper |
| A Note on the Convergence Rate of Strong Law of Large Numbers for Positively Associated Sequences | 2012-05-18 | Paper |
| A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables | 2012-03-23 | Paper |
| A remark on the Bahadur representation of sample quantiles for negatively associated sequences | 2011-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2996630 | 2011-05-03 | Paper |
| Precise Rates in the Law of the Iterated Logarithm for Associated Random Variables | 2011-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073082 | 2011-02-05 | Paper |
| Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors | 2011-01-14 | Paper |
| On the strong convergence rate for positively associated random variables | 2010-10-25 | Paper |
| Some exponential inequalities for positively associated random variables and rates of convergence of the strong law of large numbers | 2010-04-23 | Paper |
| Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions | 2010-04-14 | Paper |
| An Exponential Inequality for Strictly Stationary and Negatively Associated Random Variables | 2010-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3642191 | 2009-11-11 | Paper |
| On the exponential inequalities for strictly stationary and negatively associated random variables | 2009-08-05 | Paper |
| A maximal moment inequality for \(\alpha \)-mixing sequences and its applications | 2009-07-01 | Paper |
| Notes on the exponential inequalities for strictly stationary and positively associated random variables | 2008-10-29 | Paper |
| Exponential inequalities for positively associated random variables and applications | 2008-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3421083 | 2007-02-12 | Paper |
