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LARGE EXCURSIONS AND CONDITIONED LAWS FOR RECURSIVE SEQUENCES GENERATED BY RANDOM MATRICES

The Annals of probability, 2018-07, Vol.46 (4), p.2064-2120

2018

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Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory

Entropy (Basel, Switzerland), 2021-03, Vol.23 (4), p.386

2021

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Sharp Probability Tail Estimates for Portfolio Credit Risk

Risks (Basel), 2022-12, Vol.10 (12), p.239

2022

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LARGE DEVIATION ESTIMATES FOR EXCEEDANCE TIMES OF PERPETUITY SEQUENCES AND THEIR DUAL PROCESSES

The Annals of probability, 2016-11, Vol.44 (6), p.3688-3739

2016

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Random Recurrence Equations and Ruin in a Markov-Dependent Stochastic Economic Environment

The Annals of applied probability, 2009-08, Vol.19 (4), p.1404-1458

Collamore, Jeffrey F.

2009

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RARE EVENT SIMULATION FOR PROCESSES GENERATED VIA STOCHASTIC FIXED POINT EQUATIONS

The Annals of applied probability, 2014-10, Vol.24 (5), p.2143-2175

2014

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Rare event simulation for stochastic fixed point equations related to the smoothing transformation

2013 Winter Simulations Conference (WSC), 2013, p.555-563

2013

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IEEE_Xplore

Tail estimates for stochastic fixed point equations via nonlinear renewal theory

Stochastic processes and their applications, 2013-09, Vol.123 (9), p.3378-3429

2013

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain

Finance and stochastics, 2007-07, Vol.11 (3), p.299-322

2007

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First passage times of general sequences of random vectors: A large deviations approach

Stochastic processes and their applications, 1998-10, Vol.78 (1), p.97-130

Collamore, Jeffrey F.

1998

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Hitting Probabilities and Large Deviations

The Annals of probability, 1996-10, Vol.24 (4), p.2065-2078

Collamore, Jeffrey F.

1996

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Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations

Random Matrices and Iterated Random Functions, 2013, p.91-117

2013

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First passage times of general sequences of random vectors: A large deviations approach11Some of the results in this paper were originally contained in the author’s Ph.D. dissertation, written at the University of Wisconsin-Madison under the supervision of Professor Peter Ney

Stochastic processes and their applications, 1998-10, Vol.78 (1), p.97-130

Collamore, Jeffrey F.

1998

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Large deviation techniques for the study of the hitting probabilities of rare sets

Collamore, Jeffrey Frank

1996

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ProQuest

Phase II Clinical Trial of Sorafenib in Metastatic Medullary Thyroid Cancer

Journal of clinical oncology, 2010-05, Vol.28 (14), p.2323-2330

2010

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LARGE EXCURSIONS AND CONDITIONED LAWS FOR RECURSIVE SEQUENCES GENERATED BY RANDOM MATRICES

Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory

Sharp Probability Tail Estimates for Portfolio Credit Risk

LARGE DEVIATION ESTIMATES FOR EXCEEDANCE TIMES OF PERPETUITY SEQUENCES AND THEIR DUAL PROCESSES

Random Recurrence Equations and Ruin in a Markov-Dependent Stochastic Economic Environment

RARE EVENT SIMULATION FOR PROCESSES GENERATED VIA STOCHASTIC FIXED POINT EQUATIONS

Rare event simulation for stochastic fixed point equations related to the smoothing transformation

Tail estimates for stochastic fixed point equations via nonlinear renewal theory

Small-time ruin for a financial process modulated by a Harris recurrent Markov chain

First passage times of general sequences of random vectors: A large deviations approach

Hitting Probabilities and Large Deviations

Large Deviation Tail Estimates and Related Limit Laws for Stochastic Fixed Point Equations

First passage times of general sequences of random vectors: A large deviations approach11Some of the results in this paper were originally contained in the author’s Ph.D. dissertation, written at the University of Wisconsin-Madison under the supervision of Professor Peter Ney

Large deviation techniques for the study of the hitting probabilities of rare sets

Phase II Clinical Trial of Sorafenib in Metastatic Medullary Thyroid Cancer

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