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Approximation Methods in Probability Theory

Cekanavicius, Vydas

1st ed. 2016., 2016

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Discretization of the Ergodic Functional Central Limit Theorem

Journal of theoretical probability, 2023, Vol.36 (4), p.2359-2402

2023

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On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

Methodology and computing in applied probability, 2016-03, Vol.18 (1), p.107-135

2016

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Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Journal of theoretical probability, 2020-03, Vol.33 (1), p.319-339

2020

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Mass distributions of two-dimensional extreme-value copulas and related results

Extremes (Boston), 2016-09, Vol.19 (3), p.405-427

2016

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Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations

Journal of theoretical probability, 2021-03, Vol.34 (1), p.173-205

2021

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Exit Times, Undershoots and Overshoots for Reflected CIR Process with Two-Sided Jumps

Methodology and computing in applied probability, 2020-06, Vol.22 (2), p.693-710

2020

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Local linear regression for functional data

Annals of the Institute of Statistical Mathematics, 2011-10, Vol.63 (5), p.1047-1075

2011

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A class of asymptotically normal degenerate quasi U-statistics

Annals of the Institute of Statistical Mathematics, 2011-12, Vol.63 (6), p.1165-1182

2011

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Functional weak convergence of partial maxima processes

Extremes (Boston), 2016-03, Vol.19 (1), p.7-23

Krizmanic, Danijel

2016

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Lévy-driven Volterra Equations in Space and Time

Journal of theoretical probability, 2017-09, Vol.30 (3), p.1014-1058

Chong, Carsten

2017

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Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

Extremes (Boston), 2014-09, Vol.17 (3), p.359-385

2014

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First Passage Time for Brownian Motion and Piecewise Linear Boundaries

Methodology and computing in applied probability, 2017-03, Vol.19 (1), p.237-253

2017

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Local times for systems of non-linear stochastic heat equations

Stochastic partial differential equations : analysis and computations, 2023-03, Vol.11 (1), p.388-425

2023

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Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations

Journal of theoretical probability, 2019-12, Vol.32 (4), p.1780-1803

2019

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Canonical spectral representation for exchangeable max-stable sequences

Extremes (Boston), 2020-03, Vol.23 (1), p.151-169

Mai, Jan-Frederik

2020

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Limit Theorems for Cylindrical Martingale Problems Associated with Lévy Generators

Journal of theoretical probability, 2020-06, Vol.33 (2), p.866-905

Criens, David

2020

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Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications

Methodology and computing in applied probability, 2008-12, Vol.10 (4), p.595-620

2008

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Rare-event asymptotics for the number of exceedances of multiplicative factor models

Extremes (Boston), 2015-09, Vol.18 (3), p.511-527

Robert, Christian Y.

2015

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A comparison of dependence function estimators in multivariate extremes

Statistics and computing, 2018-05, Vol.28 (3), p.525-538

2018

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A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.33-61

Ahmad, M. Rauf

2014

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Single-index composite quantile regression with heteroscedasticity and general error distributions

Statistical papers (Berlin, Germany), 2016-03, Vol.57 (1), p.185-203

2016

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Bayesian nonparametric regression with varying residual density

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.1-31

2014

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Rates of convergence for extremes of geometric random variables and marked point processes

Extremes (Boston), 2016-03, Vol.19 (1), p.105-138

2016

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Partial linear single index models with distortion measurement errors

Annals of the Institute of Statistical Mathematics, 2013-04, Vol.65 (2), p.237-267

2013

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Approximation Methods in Probability Theory

Discretization of the Ergodic Functional Central Limit Theorem

On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model

Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Mass distributions of two-dimensional extreme-value copulas and related results

Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations

Exit Times, Undershoots and Overshoots for Reflected CIR Process with Two-Sided Jumps

Local linear regression for functional data

A class of asymptotically normal degenerate quasi U-statistics

Functional weak convergence of partial maxima processes

Lévy-driven Volterra Equations in Space and Time

Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

First Passage Time for Brownian Motion and Piecewise Linear Boundaries

Local times for systems of non-linear stochastic heat equations

Rate of Convergence for Wong–Zakai-Type Approximations of Itô Stochastic Differential Equations

Canonical spectral representation for exchangeable max-stable sequences

Limit Theorems for Cylindrical Martingale Problems Associated with Lévy Generators

Gaussian Scenario for the Heat Equation with Quadratic Potential and Weakly Dependent Data with Applications

Rare-event asymptotics for the number of exceedances of multiplicative factor models

A comparison of dependence function estimators in multivariate extremes

A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Single-index composite quantile regression with heteroscedasticity and general error distributions

Bayesian nonparametric regression with varying residual density

Rates of convergence for extremes of geometric random variables and marked point processes

Partial linear single index models with distortion measurement errors

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