The following pages link to Rafał Kulik (Q383193):
Displaying 50 items.
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Model verification for Lévy-driven Ornstein-Uhlenbeck processes (Q405320) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- (Q851244) (redirect page) (← links)
- \(M/M/1\) queueing systems with inventory (Q851245) (← links)
- Limit theorems for self-normalized linear processes (Q866593) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- Empirical process of long-range dependent sequences when parameters are estimated (Q958784) (← links)
- Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance (Q1039039) (← links)
- Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes (Q1677564) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\) (Q2343244) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
- Multichannel deconvolution with long-range dependence: a minimax study (Q2437859) (← links)
- Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
- Dependence orderings for some functionals of multivariate point processes (Q2486178) (← links)
- Tail behaviour of the area under the queue length process of the single server queue with regularly varying service times (Q2572912) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- Correction to: ``Integral functionals and the bootstrap for the tail empirical process'' (Q2688189) (← links)
- Sufficient conditions for long-range count dependence of stationary point processes on the real line (Q2748447) (← links)
- Statistical Inference for Curved Fibrous Objects in 3D - Based on Multiple Short Observations of Multivariate Autoregressive Processes (Q2788932) (← links)
- Conditional variance estimation in regression models with long memory (Q2931595) (← links)
- Weak invariance principle for mixing sequences in the domain of attraction of normal law (Q3021309) (← links)
- (Q3081661) (← links)
- DEPENDENCE ORDERING FOR QUEUING NETWORKS WITH BREAKDOWN AND REPAIR (Q3422735) (← links)
- Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks (Q3548761) (← links)
- (Q3643282) (← links)
- Some notes on poisson limits for empirical point processes (Q3645627) (← links)
- The accessibility of convex bodies and derandomization of the hit and run algorithm (Q4604053) (← links)
- MONOTONICITY IN LAG FOR NONMONOTONE MARKOV CHAINS (Q4673891) (← links)
- Stochastic comparison of multivariate random sums (Q4829391) (← links)
- Long-Memory Processes (Q4904942) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
