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A nonclassical LIL for sums of B-valued random variables when extreme terms are excluded.
- Published in:
- Acta Mathematica Hungarica, 2012, v. 137, n. 1/2, p. 1, doi. 10.1007/s10474-012-0209-4
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- Article
A general LIL for B-valued geometrically weighted series under dependent assumption.
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- Acta Mathematica Hungarica, 2011, v. 133, n. 4, p. 311, doi. 10.1007/s10474-011-0146-7
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- Article
Asymptotic properties for the loglog laws under positive association.
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- Mathematica Slovaca, 2012, v. 62, n. 5, p. 979, doi. 10.2478/s12175-012-0059-0
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- Article
Convergence rates of the LIL for random fields in Hilbert spaces.
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- Mathematica Slovaca, 2011, v. 61, n. 2, p. 275, doi. 10.2478/s12175-011-0011-8
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- Article
Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors.
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- Statistical Papers, 2021, v. 62, n. 3, p. 1407, doi. 10.1007/s00362-019-01141-8
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- Article
Precise large deviations for a multidimensional risk model with regression dependence structure.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 2, p. 1, doi. 10.1017/S0269964823000220
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- Article
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS.
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- Probability in the Engineering & Informational Sciences, 2022, v. 36, n. 3, p. 799, doi. 10.1017/S0269964821000085
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- Article
A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES.
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- Probability in the Engineering & Informational Sciences, 2020, v. 34, n. 2, p. 172, doi. 10.1017/S0269964819000020
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- Article
APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS.
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- Probability in the Engineering & Informational Sciences, 2020, v. 34, n. 1, p. 112, doi. 10.1017/S0269964818000414
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- Article
An almost sure invariance principle for trimmed sums of random vectors.
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- Proceedings of the Indian Academy of Sciences: Mathematical Sciences, 2010, v. 120, n. 5, p. 611, doi. 10.1007/s12044-010-0052-x
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- Article