scientific article; zbMATH DE number 3452925

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An alternative to the \(m\) out of \(n\) bootstrap
Regularly varying multivariate time series
Brownian survival and Lifshitz tail in perturbed lattice disorder
Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
A thinning result for pure jump processes
State estimation for Cox processes with unknown probability law
Extreme value theory for suprema of random variables with regularly varying tail probabilities
Convergence of thinning processes using compensators
Semicontinuous processes in multi-dimensional extreme value theory
Poisson convergence and Poisson processes with applications to random graphs
Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes
One-dimensional uniqueness and convergence criteria for exchangeable processes
On the characterization of certain point processes
Narrow and vague convergence of set functions
On the extreme order statistics for a stationary sequence
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Spectral representations of infinitely divisible processes
Strong clumping of critical space-time branching models in subcritical dimensions
Growing conditioned trees
M-estimation for autoregression with infinite variance
Some time change representations of stable integrals, via predictable transformations of local martingales
Multivariate subexponential distributions
Measure-valued branching processes with immigration
Precise estimates of presence probabilities in the branching random walk
Minimal conditions in \(p\)-stable limit theorems
A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process
Symmetry properties of average densities and tangent measure distributions of measures on the line
On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
Predictability and stopping on lattices of sets
Vague convergence of locally integrable martingale measures
Measure-branching renewal processes
A quasi likelihood for integral data on birth and death on flows
On time- and cycle-stationarity
Improved criteria for distributional convergence of point processes
A note on expansion for functionals of spatial marked point processes
Approach to stationarity for birth and death on flows
On Poisson approximation to the partial sum process of a Markov chain
Harmonic functions and exit boundary of superdiffusion.
Hydrodynamical methods for analyzing longest increasing subsequences
Schnorr randomness for noncomputable measures
Finite thinning-selfdecomposable point processes
Regular variation of GARCH processes.
Poisson limits for \(U\)-statistics.
Is the dying individual the oldest ?
Multiple integration with respect to Poisson and Lévy processes
Representations, decompositions and sample function continuity of random fields with independent increments
Diffraction and Palm measure of point processes
Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
Random-player games
Factorial moment espansion for stochastic systems
Limit theorems for stable processes with application to spectral density estimation
Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
Projective limit random probabilities on Polish spaces
Tail dependence for regularly varying time series
On multiple-level excursions by stationary processes with deterministic peaks
A probabilistic approach to the equation \(Lu=-u^2\)
The full moment problem on subsets of probabilities and point configurations
Optimal stationary markings
Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
Random walk on the random connection model
A large sample property in approximating the superposition of i.i.d. finite point processes
Asymptotic results for conditional measures of association of a random sum
Malliavin and Dirichlet structures for independent random variables
A note on vague convergence of measures
Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates
The integrated periodogram of a dependent extremal event sequence
The jamming constant of uniform random graphs
On future drawdowns of Lévy processes
Selection procedures for sparse data
Extremes for coherent risk measures
Topologies of \(L_{\text{loc}}^p\) type for Carathéodory functions with applications in non-autonomous differential equations
Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
Stationarity of multivariate particle systems
Measures of serial extremal dependence and their estimation
Extreme value theory for space-time processes with heavy-tailed distributions
Self-scaling of turbulent energy dissipation correlators
Extremal behavior of regularly varying stochastic processes
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem
Activity rates with very heavy tails
Empirical means for the Voronoi tessellations of the Poincaré disc.
Extremes of Volterra series expansions with heavy-tailed innovations
Inconsistency of bootstrap for nonstationary, vector autoregressive processes
A quasi-Bayesian change point detection with exchangeable weights
Hawkes and INAR(\(\infty\)) processes
Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
Gibbs states of continuum particle systems with unbounded spins: existence and uniqueness
Gibbs states on random configurations
Phase transitions in continuum ferromagnets with unbounded spins
Convergence of non-ergodic dynamical systems
Integral and Differential Characterizations of the GIBBS Process
Gibbs states over the cone of discrete measures
Two population models with constrained migrations
Weak convergence of high level exceedances by a stationary sequence
On the structure of stationary flat processes. II
On a rapid simulation of the Dirichlet process
On the asymptotics of locally dependent point processes
On intensities of perturbed random measures on Hausdorff spaces

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