| Publication | Date of Publication | Type |
|---|
On the Asymptotic Behaviour of Superexponential Lévy Processes
ESAIM: Probability and Statistics | 2024-02-20 | Paper |
On covariance functions with slowly or regularly varying modulo of continuity
Statistics & Probability Letters | 2018-06-20 | Paper |
A new proof of an old result by Pickands
Electronic Communications in Probability | 2011-09-09 | Paper |
On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
Stochastic Processes and their Applications | 2009-02-19 | Paper |
A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
Journal of the Australian Mathematical Society | 2008-06-25 | Paper |
A continuous non-Brownian motion martingale with Brownian motion marginal distributions
Statistics & Probability Letters | 2008-04-28 | Paper |
On lower tail probabilities of positive random sums
Extremes | 2006-05-24 | Paper |
On sampling of stationary increment processes
The Annals of Applied Probability | 2005-03-21 | Paper |
On sampling of stationary increment processes
The Annals of Applied Probability | 2005-03-21 | Paper |
On extremes and streams of upcrossing.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
On a test statistic for linear trend
Extremes | 2004-09-24 | Paper |
On overload in a storage model, with a self-similar and infinitely divisible input.
The Annals of Applied Probability | 2004-09-15 | Paper |
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
The Annals of Probability | 2001-06-21 | Paper |
Extremes of totally skewed \(\alpha \)-stable processes
Stochastic Processes and their Applications | 2001-01-17 | Paper |
On extremal theory for self-similar processes
The Annals of Probability | 2000-06-07 | Paper |
A note on Rosenblatt distributions
Statistics & Probability Letters | 1999-11-24 | Paper |
Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion
Statistics & Probability Letters | 1998-11-01 | Paper |
Minima of \(H\)-valued Gaussian processes
The Annals of Probability | 1997-02-20 | Paper |
Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
Stochastic Processes and their Applications | 1996-06-12 | Paper |
On the upper and lower classes for a stationary Gaussian stochastic process
The Annals of Probability | 1995-01-03 | Paper |
On LIL behaviour for moving averages of some infinitely divisible random measures
Stochastic Processes and their Applications | 1994-08-11 | Paper |
Extremes of diffusions over fixed intervals
Stochastic Processes and their Applications | 1994-01-31 | Paper |
Extremes of totally skewed stable motion
Statistics & Probability Letters | 1993-05-16 | Paper |
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Stochastic Processes and their Applications | 1993-01-16 | Paper |
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Stochastic Processes and their Applications | 1992-09-27 | Paper |
On extremal theory for stationary processes
The Annals of Probability | 1990-01-01 | Paper |
