Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails.
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- Stochastic Models, 2014, v. 30, n. 2, p. 197, doi. 10.1080/15326349.2014.900389
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- Article
Works matching AU Fu, Ke-Ang
Results: 28
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On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations.
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- Communications in Statistics: Simulation & Computation, 2023, v. 52, n. 2, p. 309, doi. 10.1080/03610918.2020.1855446
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- Publication type:
- Article
3
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
4
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
5
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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- Publication type:
- Article
6
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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- Publication type:
- Article
7
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
8
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
9
A nonclassical LIL for sums of B-valued random variables when extreme terms are excluded.
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- Acta Mathematica Hungarica, 2012, v. 137, n. 1/2, p. 1, doi. 10.1007/s10474-012-0209-4
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- Article
10
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
11
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
12
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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- Publication type:
- Article
13
A note on the strong approximation for long memory processes and its application.
- Published in:
- Statistics, 2013, v. 47, n. 3, p. 511, doi. 10.1080/02331888.2011.629726
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- Publication type:
- Article
14
Asymptotic of the Lr-norm of density estimators in the autoregressive time series.
- Published in:
- Statistics, 2011, v. 45, n. 2, p. 163, doi. 10.1080/02331880903445162
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- Publication type:
- Article
15
Precise large deviations of aggregate claims in a risk model with size dependence and non stationary arrivals.
- Published in:
- Communications in Statistics: Theory & Methods, 2018, v. 47, n. 3, p. 698, doi. 10.1080/03610926.2017.1310244
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- Publication type:
- Article
16
Moderate deviations for sums of dependent claims in a size-dependent renewal risk model.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 7, p. 3235, doi. 10.1080/03610926.2015.1060338
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- Publication type:
- Article
17
Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model.
- Published in:
- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 5, p. 2559, doi. 10.1080/03610926.2014.1000499
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- Publication type:
- Article
18
Asymptotic properties of the bootstrap unit root test statistic under possibly infinite variance.
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- Communications in Statistics: Theory & Methods, 2016, v. 45, n. 11, p. 3158, doi. 10.1080/03610926.2014.901362
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- Publication type:
- Article
19
LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance.
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- Communications in Statistics: Theory & Methods, 2014, v. 43, n. 17, p. 3690, doi. 10.1080/03610926.2012.705943
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- Publication type:
- Article
20
An Application of U -Statistics to Nonparametric Functional Data Analysis.
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- Communications in Statistics: Theory & Methods, 2012, v. 41, n. 9, p. 1532, doi. 10.1080/03610926.2010.526747
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- Publication type:
- Article
21
Invariance Principles for Products of U -Statistics Without Variance.
- Published in:
- Communications in Statistics: Theory & Methods, 2012, v. 41, n. 4, p. 674, doi. 10.1080/03610926.2010.530371
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- Publication type:
- Article
22
Asymptotic Properties of the R/S Statistics for Linear Processes.
- Published in:
- Communications in Statistics: Theory & Methods, 2011, v. 40, n. 18, p. 3207, doi. 10.1080/03610926.2010.489179
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- Publication type:
- Article
23
Exact Moment Convergence Rates of U-Statistics.
- Published in:
- Communications in Statistics: Theory & Methods, 2011, v. 40, n. 6, p. 1030, doi. 10.1080/03610920903447865
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- Publication type:
- Article
24
Characterization of LIL Behavior for Non-Degenerate B-Valued U-Statistics.
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- Communications in Statistics: Theory & Methods, 2010, v. 39, n. 7, p. 1258, doi. 10.1080/03610920902871420
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- Publication type:
- Article
25
Precise large deviations in a non stationary risk model with arbitrary dependence between subexponential claim sizes and waiting times.
- Published in:
- Communications in Statistics: Theory & Methods, 2024, v. 53, n. 11, p. 4116, doi. 10.1080/03610926.2023.2173974
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- Publication type:
- Article
26
Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation.
- Published in:
- Communications in Statistics: Theory & Methods, 2024, v. 53, n. 9, p. 3337, doi. 10.1080/03610926.2022.2153227
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- Publication type:
- Article
27
Moderate deviations for a Hawkes-type risk model with arbitrary dependence between claim sizes and waiting times.
- Published in:
- Communications in Statistics: Theory & Methods, 2023, v. 52, n. 17, p. 6266, doi. 10.1080/03610926.2022.2027451
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- Publication type:
- Article
28
Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals.
- Published in:
- Communications in Statistics: Theory & Methods, 2019, v. 48, n. 24, p. 6169, doi. 10.1080/03610926.2018.1529242
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- Publication type:
- Article