| Publication | Date of Publication | Type |
|---|
A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching Japan Journal of Industrial and Applied Mathematics | 2024-05-07 | Paper |
Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations Filomat | 2022-06-10 | Paper |
Almost sure convergence for self-normalized products of sums of partial sums of \(\rho^-\)-mixing sequences Filomat | 2022-05-31 | Paper |
The almost sure local central limit theorem for products of partial sums under negative association Journal of Inequalities and Applications | 2021-12-15 | Paper |
Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables Filomat | 2021-08-30 | Paper |
SOME LIMITING BEHAVIOR FOR ASYMPTOTICALLY NEGATIVE ASSOCIATED RANDOM VARIABLES Probability in the Engineering and Informational Sciences | 2019-03-13 | Paper |
Complete moment convergence for negatively dependent sequences of random variables Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations Journal of Mathematical Analysis and Applications | 2018-01-11 | Paper |
Some strong convergence properties for arrays of rowwise ANA random variables Journal of Inequalities and Applications | 2016-11-30 | Paper |
Almost sure central limit theorem for self-normalized partial sums and maxima Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2016-10-12 | Paper |
Complete convergence and complete moment convergence for negatively associated sequences of random variables Journal of Inequalities and Applications | 2016-06-28 | Paper |
On the strong convergence for weighted sums of asymptotically almost negatively associated random variables Kybernetika | 2014-10-17 | Paper |
A law of the iterated logarithm of partial sums for NA random variables Journal of the Korean Statistical Society | 2014-08-05 | Paper |
The almost sure local central limit theorem for the negatively associated sequences Journal of Applied Mathematics | 2013-09-09 | Paper |
Terminating Markov renewal processes in view of lifetime model of retreaded tires fitted to trucks Bulletin of Informatics and Cybernetics | 2012-08-07 | Paper |
The strong law of large numbers for pairwise NQD random variables Journal of Systems Science and Complexity | 2011-11-17 | Paper |
The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
Chover's law of the iterated logarithm for negatively associated sequences Journal of Systems Science and Complexity | 2010-10-29 | Paper |
Logarithm theorems for negatively dependent random sequences | 2010-07-08 | Paper |
Some strong limit theorems for weighted product sums of \(\widetilde{\rho}\)-mixing sequences of random variables Journal of Inequalities and Applications | 2010-04-07 | Paper |
Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables Journal of Mathematical Analysis and Applications | 2010-03-29 | Paper |
Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables Statistics & Probability Letters | 2008-06-11 | Paper |