| Publication | Date of Publication | Type |
|---|
Emergence of multivariate extremes in multilayer inhomogeneous random graphs
Stochastic Processes and their Applications | 2025-10-29 | Paper |
| Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails | 2022-11-29 | Paper |
Analytical results on the service performance of stochastic clearing systems
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
| Inbound Replenishment and Outbound Dispatch Decisions under Hybrid Shipment Consolidation Policies: An Analytical Model and Comparison | 2020-12-03 | Paper |
| Stochastic Clearing Systems with Multiple Input Processes | 2019-12-12 | Paper |
Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models
Advances in Applied Probability | 2011-05-03 | Paper |
PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN
Stochastics and Dynamics | 2009-07-22 | Paper |
Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
Journal of Time Series Analysis | 2008-06-18 | Paper |
Correction
Advances in Applied Probability | 2008-02-20 | Paper |
| Stability of cyclic threshold and threshold-like autoregressive time series models | 2008-01-09 | Paper |
Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models
Advances in Applied Probability | 2007-09-03 | Paper |
Regular variation of order 1 nonlinear AR-ARCH models
Stochastic Processes and their Applications | 2007-06-26 | Paper |
Stability and the Lyapounov exponent of threshold AR-ARCH models
The Annals of Applied Probability | 2005-03-21 | Paper |
Stability and the Lyapounov exponent of threshold AR-ARCH models
The Annals of Applied Probability | 2005-03-21 | Paper |
Geometric transience of nonlinear time series
Statistica Sinica | 2003-01-13 | Paper |
A note on a simple Markov bilinear stochastic process
Statistics & Probability Letters | 2002-09-05 | Paper |
Stability of nonlinear AR(1) time series with delay
Stochastic Processes and their Applications | 2002-08-29 | Paper |
| scientific article; zbMATH DE number 1419978 (Why is no real title available?) | 2001-02-05 | Paper |
Verifying irreducibility and continuity of a nonlinear time series
Statistics & Probability Letters | 2000-06-04 | Paper |
Subexponentiality of the product of independent random variables
Stochastic Processes and their Applications | 1994-11-17 | Paper |
Bias reduction in kernel density estimation by smoothed empirical transformations
The Annals of Statistics | 1994-09-18 | Paper |
Intermediate Regular and Π Variation
Proceedings of the London Mathematical Society | 1994-08-18 | Paper |
Multivariate subexponential distributions
Stochastic Processes and their Applications | 1992-09-27 | Paper |
Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform
Journal of Mathematical Analysis and Applications | 1992-06-25 | Paper |
Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
Statistics | 1991-01-01 | Paper |
Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\)
Journal of Mathematical Analysis and Applications | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4122944 (Why is no real title available?) | 1990-01-01 | Paper |
Optimal kernel estimation of densities
Annals of the Institute of Statistical Mathematics | 1990-01-01 | Paper |
Consistency for least squares regression estimators with infinite variance data
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
Admissible kernel estimators of a multivariate density
The Annals of Statistics | 1988-01-01 | Paper |
Joint stable attraction of two sums of products
Journal of Multivariate Analysis | 1988-01-01 | Paper |
An asymptotic theory for weighted least-squares with weights estimated by replication
Biometrika | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4030594 (Why is no real title available?) | 1987-01-01 | Paper |
Convolution tails, product tails and domains of attraction
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
Linear prediction of ARMA processes with infinite variance
Stochastic Processes and their Applications | 1985-01-01 | Paper |
Limit theorems for the shifting level process
Journal of Applied Probability | 1983-01-01 | Paper |
Emergence of Multivariate Extremes in Multilayer Inhomogeneous Random Graphs
(available as arXiv preprint) | N/A | Paper |
