Convergence of Probability Measures

• Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay

  2026 SIAM Journal on Applied Dynamical Systems article Mathematics Mathematical Dynamics and Fractals

  0

  citations
• Generalized law of the iterated logarithm for the Lorentz gas with infinite horizon

  2025 Electronic Journal of Probability article Mathematics Mathematical Dynamics and Fractals Open access

  1

  citations
• Input estimation from discrete workload observations in a Lévy-driven storage system

  2024 Statistics & Probability Letters article Business, Management and Accounting Advanced Queuing Theory Analysis Open access

  1

  citations
• General adapted‐threshold monitoring in discrete environments and rules for imbalanced classes

  2024 Statistica Neerlandica article Decision Sciences Advanced Statistical Process Monitoring Open access

  1

  citations
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

  2023 Journal of Multivariate Analysis article Mathematics Statistical Methods and Inference

  2

  citations
• Sequential Gaussian approximation for nonstationary time series in high dimensions

  2023 Bernoulli article Mathematics Statistical Methods and Inference

  10

  citations
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

  2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations
• Branching random walk with infinite progeny mean: A tale of two tails

  2023 Stochastic Processes and their Applications article Mathematics Stochastic processes and statistical mechanics Open access

  5

  citations
• Random walk in cooling random environment: Recurrence versus transience and mixed fluctuations

  2022 Annales de l Institut Henri Poincaré Probabilités et Statistiques article Mathematics Stochastic processes and statistical mechanics Open access

  7

  citations
• Functional Estimation and Change Detection for Nonstationary Time Series

  2021 Journal of the American Statistical Association article Decision Sciences Advanced Statistical Process Monitoring Open access

  5

  citations
• Graphon-valued stochastic processes from population genetics

  2021 The Annals of Applied Probability article Mathematics Stochastic processes and statistical mechanics Open access

  13

  citations
• Goodness-of-Fit Test for Generalized Linear Models

  2021 Springer eBooks book-chapter Mathematics Advanced Statistical Methods and Models

  1

  citations
• Regularity of multifractional moving average processes with random Hurst exponent

  2021 RePEc: Research Papers in Economics article Economics, Econometrics and Finance Stochastic processes and financial applications

  10

  citations
• The Classical Bootstrap

  2021 Springer eBooks book-chapter Mathematics Statistical Methods and Inference

  0

  citations
• Bootstrap-Based Tests

  2021 Springer eBooks book-chapter Mathematics Statistical Methods and Inference

  0

  citations
• Hypotheses Testing

  2021 SpringerBriefs in statistics book-chapter Mathematics Statistical Distribution Estimation and Applications

  0

  citations
• Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures

  2020 Statistics & Probability Letters article Mathematics Mathematical Dynamics and Fractals Open access

  6

  citations
• Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

  2020 Sequential Analysis article Decision Sciences Advanced Statistical Process Monitoring

  1

  citations

18 results