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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Number of distinct sites visited by a random walk with internal states

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.373-403

NANDORI, Peter

2011

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Maximal rectangular subsets contained in the set of partially jointly typical sequences for dependent random variables

Probability theory and related fields, 1985-03, Vol.70 (1), p.15-32

1985

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Local asymptotic normality of sampling experiments

Probability theory and related fields, 1985-03, Vol.70 (1), p.131-156

MILBRODT, H

1985

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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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A J-function for inhomogeneous point processes

Statistica Neerlandica, 2011-05, Vol.65 (2), p.183-201

van Lieshout, M. N. M.

2011

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Non-Parametric Change-Point Tests for Long-Range Dependent Data

Scandinavian journal of statistics, 2013-03, Vol.40 (1), p.153-173

2013

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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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An estimator of the stable tail dependence function based on the empirical beta copula

Extremes (Boston), 2018-12, Vol.21 (4), p.581-600

2018

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Convergence Rates of Attractive-Repulsive MCMC Algorithms

Methodology and computing in applied probability, 2022-09, Vol.24 (3), p.2029-2054

2022

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Using Semi-Markov Chains to Solve Semi-Markov Processes

Methodology and computing in applied probability, 2021-12, Vol.23 (4), p.1419-1431

2021

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Poisson process Fock space representation, chaos expansion and covariance inequalities

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.663-690

2011

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Scandinavian journal of statistics, 2023-03, Vol.50 (1), p.3-12

Corander, Jukka

2023

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Multiscale stochastic optimization: modeling aspects and scenario generation

Computational optimization and applications, 2020, Vol.75 (1), p.1-34

2020

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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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The tail process and tail measure of continuous time regularly varying stochastic processes

Extremes (Boston), 2022-03, Vol.25 (1), p.107-173

Soulier, Philippe

2022

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A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

Methodology and computing in applied probability, 2016-03, Vol.18 (1), p.153-168

2016

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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes (Boston), 2023-03, Vol.26 (1), p.183-239

2023

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Laws of Large Numbers for Non-Homogeneous Markov Systems

Methodology and computing in applied probability, 2020-12, Vol.22 (4), p.1631-1658

Vassiliou, P.-C. G.

2020

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Change-point methods for multivariate time-series: paired vectorial observations

Statistical papers (Berlin, Germany), 2020-08, Vol.61 (4), p.1351-1383

2020

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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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Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems

Methodology and computing in applied probability, 2020-09, Vol.22 (3), p.853-879

2020

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Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

Scandinavian journal of statistics, 2013-09, Vol.40 (3), p.619-646

2013

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On Some Distributional Properties of Subordinated Gaussian Random Fields

Methodology and computing in applied probability, 2022-12, Vol.24 (4), p.2661-2688

2022

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Number of distinct sites visited by a random walk with internal states

Maximal rectangular subsets contained in the set of partially jointly typical sequences for dependent random variables

Local asymptotic normality of sampling experiments

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

A J-function for inhomogeneous point processes

Non-Parametric Change-Point Tests for Long-Range Dependent Data

On relative stability and weighted laws of large numbers

An estimator of the stable tail dependence function based on the empirical beta copula

Convergence Rates of Attractive-Repulsive MCMC Algorithms

Using Semi-Markov Chains to Solve Semi-Markov Processes

Poisson process Fock space representation, chaos expansion and covariance inequalities

Multivariate subexponential distributions and their applications

A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Multiscale stochastic optimization: modeling aspects and scenario generation

Canonical spectral representation for exchangeable max-stable sequences

The tail process and tail measure of continuous time regularly varying stochastic processes

A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Laws of Large Numbers for Non-Homogeneous Markov Systems

Change-point methods for multivariate time-series: paired vectorial observations

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

Wavelet-Based Priors Accelerate Maximum-a-Posteriori Optimization in Bayesian Inverse Problems

Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

On Some Distributional Properties of Subordinated Gaussian Random Fields

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