| Publication | Date of Publication | Type |
|---|
Waiting time representation of discrete distributions
Statistics & Probability Letters | 2024-12-09 | Paper |
| A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic | 2024-01-25 | Paper |
A discrete truncated Zipf distribution
Statistica Neerlandica | 2023-12-15 | Paper |
Slash distributions, generalized convolutions, and extremes
Annals of the Institute of Statistical Mathematics | 2023-07-13 | Paper |
The Greenwood statistic, stochastic dominance, clustering and heavy tails
Scandinavian Journal of Statistics | 2023-01-05 | Paper |
A generalized linear model for multivariate events
Journal of Computational and Applied Mathematics | 2021-07-29 | Paper |
A flexible multivariate model for high-dimensional correlated count data
Journal of Statistical Distributions and Applications | 2021-07-14 | Paper |
A new trivariate model for stochastic episodes
Journal of Statistical Distributions and Applications | 2021-07-14 | Paper |
A general stochastic model for bivariate episodes driven by a gamma sequence
Journal of Statistical Distributions and Applications | 2021-07-14 | Paper |
A discrete truncated Pareto distribution
Statistical Methodology | 2019-03-13 | Paper |
A bivariate distribution with Lomax and geometric margins
Journal of the Korean Statistical Society | 2018-11-12 | Paper |
The joint distribution of the sum and maximum of dependent Pareto risks
Journal of Multivariate Analysis | 2018-08-16 | Paper |
The joint distribution of the sum and the maximum of heterogeneous exponential random variables
Statistics & Probability Letters | 2018-06-20 | Paper |
A mixed bivariate distribution connected with geometric maxima of exponential variables
Communications in Statistics: Theory and Methods | 2014-07-29 | Paper |
The joint distribution of the sum and the maximum of IID exponential random variables
Communications in Statistics. Theory and Methods | 2012-08-02 | Paper |
| A note on the joint distribution involving Poissonian sum of exponential variables | 2011-06-27 | Paper |
A new multivariate model involving geometric sums and maxima of exponentials
Journal of Statistical Planning and Inference | 2011-04-15 | Paper |
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
Communications in Statistics. Simulation and Computation | 2009-03-24 | Paper |
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
Communications in Statistics. Simulation and Computation | 2008-11-21 | Paper |
A bivariate Lévy process with negative binomial and gamma marginals
Journal of Multivariate Analysis | 2008-08-06 | Paper |
Parameter Estimation for the Truncated Pareto Distribution
Journal of the American Statistical Association | 2007-08-20 | Paper |
A mixed bivariate distribution with exponential and geometric marginals
Journal of Statistical Planning and Inference | 2005-08-22 | Paper |
Operator geometric stable laws
Journal of Multivariate Analysis | 2005-02-23 | Paper |
Testing symmetry under a skew Laplace model.
Journal of Statistical Planning and Inference | 2004-02-03 | Paper |
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
Mathematical and Computer Modelling | 2002-10-06 | Paper |
Estimation of stable spectral measures
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Multivariate geometric stable distributions in financial applications.
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Generalized convolutions on \(\mathbf R\) with applications to financial modeling
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Weak limits for multivariate random sums
Journal of Multivariate Analysis | 1999-03-10 | Paper |
On moments and tail behavior of \(\nu\)-stable random variables
Statistics & Probability Letters | 1999-02-02 | Paper |
Data analysis for heavy tailed multivariate samples
Communications in Statistics. Stochastic Models | 1998-11-03 | Paper |
| scientific article; zbMATH DE number 1054307 (Why is no real title available?) | 1998-01-07 | Paper |
Generalized stable models for financial asset returns
Journal of Computational and Applied Mathematics | 1996-07-23 | Paper |
| scientific article; zbMATH DE number 903874 (Why is no real title available?) | 1996-07-15 | Paper |
Stable GARCH models for financial time series
Applied Mathematics Letters | 1996-05-02 | Paper |
