| Publication | Date of Publication | Type |
|---|
Tail processes for stable-regenerative multiple-stable model
Bernoulli | 2024-11-12 | Paper |
Phase transition for extremes of a family of stationary multiple-stable processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-10-08 | Paper |
Empirical limit theorems for Wiener chaos
Statistics & Probability Letters | 2024-09-16 | Paper |
Joint sum-and-max limit for a class of long-range dependent processes with heavy tails
Journal of Theoretical Probability | 2024-08-24 | Paper |
Tail adversarial stability for regularly varying linear processes and their extensions
Extremes | 2024-02-09 | Paper |
Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
The Annals of Applied Statistics | 2024-01-16 | Paper |
Empirical limit theorems for Wiener chaos
| 2023-10-23 | Paper |
Joint sum-max limit for a class of long-range dependent processes with heavy tails
| 2023-04-06 | Paper |
Limit theorems for conservative flows on multiple stochastic integrals
Journal of Theoretical Probability | 2022-05-04 | Paper |
Phase transition for extremes of a family of stationary multiple-stable processes
| 2021-10-14 | Paper |
Tail processes for stable-regenerative multiple-stable model
| 2021-10-14 | Paper |
Representations of Hermite processes using local time of intersecting stationary stable regenerative sets
Journal of Applied Probability | 2020-12-11 | Paper |
A functional non-central limit theorem for multiple-stable processes with long-range dependence
Stochastic Processes and their Applications | 2020-09-02 | Paper |
Limit theorems for long-memory flows on Wiener chaos
Bernoulli | 2020-02-12 | Paper |
Sensitivity of the Hermite rank
Stochastic Processes and their Applications | 2019-03-06 | Paper |
How the instability of ranks under long memory affects large-sample inference
Statistical Science | 2019-03-01 | Paper |
Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach
Journal of Time Series Analysis | 2018-05-16 | Paper |
On the validity of resampling methods under long memory
The Annals of Statistics | 2018-02-14 | Paper |
Behavior of the generalized Rosenblatt process at extreme critical exponent values
The Annals of Probability | 2017-10-24 | Paper |
The impact of the diagonals of polynomial forms on limit theorems with long memory
Bernoulli | 2017-01-11 | Paper |
The universality of homogeneous polynomial forms and critical limits
Journal of Theoretical Probability | 2017-01-10 | Paper |
Hermite rank, power rank and the generalized Weierstrass transform
| 2016-10-03 | Paper |
A unified approach to self-normalized block sampling
Stochastic Processes and their Applications | 2016-05-27 | Paper |
Short-range dependent processes subordinated to the Gaussian may not be strong mixing
Statistics & Probability Letters | 2016-04-22 | Paper |
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
Stochastic Processes and their Applications | 2016-03-03 | Paper |
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
Statistics & Probability Letters | 2015-08-19 | Paper |
Convergence of long-memory discrete \(k\)th order Volterra processes
Stochastic Processes and their Applications | 2015-03-24 | Paper |
Structure of the third moment of the generalized Rosenblatt distribution
Statistics & Probability Letters | 2014-11-03 | Paper |
MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE
Journal of Time Series Analysis | 2014-04-08 | Paper |
Multivariate limits of multilinear polynomial-form processes with long memory
Statistics & Probability Letters | 2014-03-05 | Paper |
Generalized Hermite processes, discrete chaos and limit theorems
Stochastic Processes and their Applications | 2014-02-26 | Paper |
