10 results
Gumbel and Fréchet convergence of the maxima of independent random walks
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 213-236
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- March 2020
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The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 217-233
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- July 2016
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General inverse problems for regular variation
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 229-248
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- December 2014
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Aggregation of log-linear risks
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 203-212
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- December 2014
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Fractional Moments of Solutions to Stochastic Recurrence Equations
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 969-982
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- December 2013
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Søren Asmussen
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. vii-ix
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- August 2011
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A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 133-144
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- August 2011
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Prediction in a Poisson cluster model
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 350-366
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- June 2010
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Isolation, characterisation and expression patterns of a RAD51 ortholog from Pleurotus ostreatus
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- Mycological Research / Volume 106 / Issue 6 / June 2002
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- 02 September 2002, pp. 682-687
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- June 2002
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Point process convergence of stochastic volatility processes with application to sample autocorrelation
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 93-104
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- 2001
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