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with Y. Cissokho, Estimation of cluster functionals for regularly varying time series: sliding blocks estimators.
Electronic Journal of Statistics (2021).
.pdf file on Arxiv.org.
Final version available at
EJS webpage (coming soon).
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with Betken A., Giraudo D., Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series.
Statistica Sinica (2021).
.pdf file on Arxiv.org.
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with Jentsch C., Bootstrapping tail array sums.
Bernoulli 27(2)1409--1439 (2021).
Final version available at
Bernoulli webpage
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with Kriesche B., Chaput MA, Gajewski K., Schmidt V., Estimation of Spatio‐Temporal Correlations of Prehistoric Population and Vegetation in North America.
Geographical Analysis 52(3)371--393 (2021).
Final version available at
Geographical Analysis webpage
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with Bilayi-Biakana C. and Soulier P., Statistical inference for heavy tailed series with extremal independence.
Extremes 231-33 (2020).
.pdf file on Arxiv.org.
Final version available at
Extremes webpage
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with Bilayi-Biakana C. and Ivanoff G., The tail empirical process for long memory stochastic volatility models with leverage.
Electronic Journal of Statistics 133453--3484 (2019).
Final version available at
EJS webpage
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with Betken A., Testing for change in stochastic volatility with long-range dependence.
Journal of Time Series Analysis 40707--738 (2019).
.pdf file on Arxiv.org.
Final version available at
JTSA webpage
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with Soulier P., Wintenberger O., The tail empirical process of regularly varying functions of geometrically ergodic Markov chains.
Stochastic Processes and their Applications 1294209--4238 (2019).
.pdf file on Arxiv.org.
Final version available at
SPA webpage
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with Tong Z., Estimation for the expected shortfall given an extreme component under conditional extreme value model.
Extremes 2229--70 (2019).
Final version available at
Extremes webpage
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with Abdelrazeq I, Ivanoff G., Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes.
Canadian Journal of Statistics 46(2)353--376 (2018).
Final version available at
CJS webpage
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with B. Collins, T. Kousha, T. Szarek, K. Zyczkowski., The Accessibility of Convex bodies and Derandomization of the Hit and Run Algorithm.
Journal of Convex Analysis 24903--916 (2017).
.pdf file on Arxiv.org.
Final version available at
JCa webpage
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with Csaki E., Csorgo M., Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes.
Periodica Mathematica Hungarica.
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with Chaput M., Kriesche B., Betts M., Martindale A., Schmidt V., Gajewski K., Spatiotemporal distribution of Holocene populations in North America.
Proceedings of the National Academy of Sciences 112(39) 12127-12132 (2015).
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with P. Soulier, Heavy tailed time series with extremal independence.
Extremes 18(1) 273--299 (2015).
.pdf file on Arxiv.org.
Final version available at
Extremes webpage.
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with Gaiselmann, G. and Schmidt, V., Statistical inference for curved fibrous objects in 3D -
based on multiple short observations of multivariate autoregressive processes.
Australian \& New Zealand Journal of Statistics 57(1) 31-54 (2015).
Final version available at the
journal website.
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with Sapatinas, T. and Wishart, J., Multichannel deconvolution with long-range dependence.
Applied and Computational Harmonic Analysis 38(3) 357-384 (2015).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with Abdelrazeq, I. and Ivanoff, G., Model verification for Levy-driven Ornstein-Uhlenbeck processes.
Electronic Journal of Statistics 8(1) 1029-1062 (2014).
Final version available at the
journal website.
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with Benhaddou, R., Pensky, M., Sapatinas, T., Multichannel deconvolution with long-range dependence: A minimax study.
Journal of Statistical Planning and Inference 148 1-19 (2014).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with Lorek, P., Empirical process of residuals for regression models with long memory errors.
Statistics and Probability Letters 86 7-16 (2014).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with Basrak, B. and Palmowski, Z.., Heavy tailed branching process with immigrations.
Stochastic Models 29(4) 413-434 (2013).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with P. Soulier, Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process. Extremes 16(2), 203-239 (2013).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with P. Soulier, Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances. Advances in Applied Probability 44(4), 1113-1141. (2012).
.pdf file on Arxiv.org.
Final version available at the
journal website.
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with C. Wichelhaus, Conditional variance estimation in regression
with long memory.
Journal of Time Series Analysis 33(3) 468-483 (2012).
.pdf file
Final version available at the
journal website.
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with C. Wichelhaus, Nonparametric conditional variance and error density estimation in regression models with long
memory.
Electronic Journal of Statistics 5 (2011), 856-898.
Final version available at the
journal website.
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with Z. Palmowski, Tail behaviour of the area under a random process, with applications to queueing systems, insurance and
percolations.
.pdf file on Arxiv.org
Queueing Systems 68 (2011), 275-284. Final version available at
Questa website.
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with P. Soulier, The tail empirical process for long memory stochastic volatility sequences.
.pdf file on Arxiv.org.
Stochastic Processes and their Applications 121 (2011), 109-134. Final version available at
SPA webpage.
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with P. Lorek, Some results on random design regression with long memory errors and predictors.
.pdf file on Arxiv.org.
Journal of Statistical Planning and Inference 141 (2011), 508-523. Final version available at
JSPI website.
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with J. Wishart, Kink estimation in
stochastic regression with dependent errors and predictors.
.pdf file on ARxiv.org.
Electronic Journal of Statistics 4 (2010), 875-913.
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with M. Raimondo, Wavelet regression in random design with heteroscedastic dependent errors. pdf file
Annals of Statistics 37 (2009), 3396-3430.
Final version available at AoS webpage
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with M. Raimondo, $L^p$ wavelet regression with correlated errors and inverse problems. pdf file.
Statistica Sinica 19 (2009), 1479--1489. Final version available at
Statistica Sinica website.
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with G. Ivanoff, A. Dabrowski, Some notes on Poisson limits for empirical point processes. pdf file.
Canadian Journal of Statistics 37 (2009), 347--360. Final version available at CJS website.
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with R. Balan, Weak invariance principle for mixing
sequences in the domain of attraction of normal law. pdf file.
Studia Sci. Math. Hungarica 46 (2009), 329-343. Final version available at
SSMH website.
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Empirical process of long-range dependent
sequences when parameters are estimated. pdf file.
Journal of Statistical Planning and Inference 139 (2009), 287--294. Final version available at Elsevier website.
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Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance. pdf file.
Electronic Journal of Probability 13 (2008), 961-979. Final version available on EJP webpage.
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Nonparametric deconvolution problem for dependent sequences. pdf file.
Electronic Journal of Statistics 2 (2008), 722-740.
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with M. Csorgo, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences. pdf file.
Probability Theory and Related Fields 142 (3-4) (2008), 339-366. Final version available at
Springer webpage.
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with M. Csorgo, Weak convergence of Vervaat and Vervaat Error processes of long-range dependent linear sequences. pdf file.
Journal of Theoretical Probability 21 (3) (2008), 672-686. Final version available at
Springer webpage.
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with M. Ould Haye, Trimmed sums of long-range dependent moving averages. pdf file.
Statistics and Probability Letters 78 (15) (2008), 2536-2542. Final version available at
SPL webpage.
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Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes. pdf file.
Bernoulli (2007) 13, 1071--1090. Final version available at Bernoulli webpage. |
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with C. Wichelhaus, Dependence in Lag for Markov chains on partially ordered state spaces
with applications to degradable networks. pdf file.
Stochastic Models (2007) 23, 683--696. Final version available at Taylor and Francis. |
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Limit theorems for self-normalized linear processes. pdf file.
Statistics and Probability Letters 76 (2006), 1947-1953. Final version available at
SPL webpage
|
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Limit theorems for moving averages with random coefficients
and heavy tailed noise. pdf file.
Journal of Applied Probability 43 (2006), 245-256. Final version available at
JAP webpage. |
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with M. Schwarz, C. Sauer, H. Daduna, R. Szekli, M/M/1 - Queueing Systems
with inventory. pdf file.
Queueing Systems, 54 (2006), 57-78. Final version available at
Springer website. |
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with H. Daduna, C. Sauer and R. Szekli, Dependence Ordering for Queueing Networks with Breakdown and Repair. pdf file.
Probability in the Engineering and Informational
Sciences 20 (2006), 575-594. Final version available at Cambridge journals webpage. |
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with Z. Palmowski, Tail behaviour of the area under queue
length process of a single server queue with regularly varying
service times. pdf file.
Queueing Systems, 50 (2005), 299--323. Final version available at
Springer webpage. |
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with R. Szekli, Dependence orderings for some functionals of
multivariate point processes. pdf file.
Journal of Multivariate
Analysis 92 (2005), 145--173. Final version available at Elsevier webpage. |
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Monotonicity in lag for non-monotone Markov chains. pdf file.
Probability in the Engineering and Informational
Sciences 18, (2004), 485--492. Final version available at Cambridge journals webpage. |
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Stochastic comparison of multivariate random sums. pdf file.
Applicationes Mathematicae 30 (2003), 379-387. |
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with R. Szekli, Sufficient conditions for long range count
dependence of stationary point processes on the real line. pdf file.
Journal of Applied Probability 38 (2001), 570-581. |