| Publication | Date of Publication | Type |
|---|
On exponential-family INGARCH models
Journal of Time Series Analysis | 2026-06-26 | Paper |
Numerical analysis of extreme probabilities and the law of large numbers
Communications in Optimization Theory | 2025-04-07 | Paper |
Modelling and estimation for bivariate financial returns
International Statistical Review | 2024-07-19 | Paper |
A theorem on the asymptotics of skew-normal type integrals
Statistics & Probability Letters | 2024-07-09 | Paper |
On familywise error rate cutoffs under pairwise exchangeability
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
| Tail asymptotics for the bivariate skew normal in the general case | 2022-10-03 | Paper |
Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels
Computational Statistics | 2022-05-10 | Paper |
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case
Statistics & Probability Letters | 2021-11-12 | Paper |
| Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution | 2020-10-12 | Paper |
The deviance information criterion in comparison of normal mixing models
International Statistical Review | 2019-07-16 | Paper |
Quantile function expansion using regularly varying functions
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Contaminated variance-mean mixing model
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Tail asymptotics for the bivariate skew normal
Journal of Multivariate Analysis | 2015-12-23 | Paper |
| Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition | 2015-02-20 | Paper |
Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution
Journal of Multivariate Analysis | 2014-06-04 | Paper |
| An alternative estimator for the shape parameter in the negative binomial distribution | 2014-03-12 | Paper |
Autocorrelation functions
International Statistical Review | 2013-06-21 | Paper |
The bivariate normal copula function is regularly varying
Statistics & Probability Letters | 2011-10-28 | Paper |
Tail dependence and skew distributions
Quantitative Finance | 2011-04-28 | Paper |
Tail dependence for two skew t distributions
Statistics & Probability Letters | 2010-05-05 | Paper |
Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
Journal of Multivariate Analysis | 2009-11-27 | Paper |
A characterisation of scale mixtures of the uniform distribution
Statistics & Probability Letters | 2008-11-25 | Paper |
Tailweight, quantiles and kurtosis: A study of competing distributions
Operations Research Letters | 2007-10-30 | Paper |
Continuity corrections for integer-valued saddlepoint approximations
Statistics & Probability Letters | 2006-08-04 | Paper |
