10 results
Asymptotic results for sums and extremes
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- Journal of Applied Probability , First View
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- 13 March 2024, pp. 1-19
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Method-of-moments estimators of a scale parameter based on samples from a coherent system
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 16 February 2023, pp. 150-167
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Large deviations for a class of tempered subordinators and their inverse processes
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 6 / December 2021
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- 08 January 2021, pp. 2030-2050
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- December 2021
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Multivariate fractional Poisson processes and compound sums
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- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
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- 19 September 2016, pp. 691-711
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- September 2016
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Correlated fractional counting processes on a finite-time interval
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- Journal of Applied Probability / Volume 52 / Issue 4 / December 2015
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- 30 March 2016, pp. 1045-1061
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- December 2015
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Fractional Discrete Processes: Compound and Mixed Poisson Representations
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 19-36
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- March 2014
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Sample Path Large Deviations for Order Statistics
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 238-257
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- March 2011
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On the large deviations of a class of modulated additive processes
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- ESAIM: Probability and Statistics / Volume 15 / 2011
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- 05 January 2012, pp. 83-109
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- 2011
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Large deviations for risk processes with reinsurance
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 713-728
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- September 2006
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Continuous-time Markov additive processes: Composition of large deviations principles and comparison between exponential rates of convergence
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- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
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- 14 July 2016, pp. 917-931
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- December 2001
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