PREPRINTS
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Z. Kabluchko, A. Marynych, I. Molchanov (2022), Generalised convexity with respect to families of affine maps, arXiv:2211.03749
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B. Basrak, I. Molchanov, H. Planinić (2022), Extremal behavior of stationary marked point processes, arXiv:2210.01474
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B. Basrak, M. Dajaković (2022), On renewal theory for cluster processes, arXiv:2211.03749
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J. Yslas (2021), Fitting phase-type frailty models arXiv:2103.13142
PUBLISHED PAPERS
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H. Albrecher, M. Bladt, M. Bladt, J. Yslas (2023), Continuous scaled phase-type distributions, Stochastic Models 39 (2), 293-322
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B. Basrak, D. Brborović (2023), Permutation test of tail dependence, Statistical Methods & Applications
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H. Planinić (2023). Palm theory for extremes of stationary regularly varying time series and random fields. Extremes, 26(1), 45-82.
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H. Albrecher, M. Bladt, M. Bladt, J. Yslas (2022), Mortality modeling and regression with matrix distribution, Insurance: Mathematics and Economics 107, 68-87 11
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B. Basrak, M. Conroy, M. Olvera-Cravioto, Z. Palmowski (2022), Importance sampling for maxima on trees. Stochastic Processes and their Applications (0304-4149) 148; 139-179
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B. Basrak, P. Kevei (2022), Limit theorems for branching processes with immigration in a random environment. Extremes, doi:10.1007/s10687-022-00443-9
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B. Basrak, N. Milinčević, P. Žugec (2022), On Extremes of Random Clusters and Marked Renewal Cluster Processes. Journal of applied probability
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M. Bladt, J. Yslas (2022), Heavy-tailed phase-type distributions: a unified approach, Extremes 25 (3), 529-565
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A. Marynych, I. Molchanov (2022), Facial structure of strongly convex sets generated by random samples, Advances in mathematics 395, 108086 3
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M. Barczy, B. Basrak, P. Kevei, H. Planinić, G. Pap (2021), Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration Stochastic Processes and their Applications, Volume 132, February 2021, Pages 33-75
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B. Basrak, C. Yeonok, J. Heiny, P. Jung (2021), Extreme eigenvalue statistics of m-dependent heavy-tailed matrices. Annales de l'Institut Henri Poincare, Probability and Statistics, Vol. 57, No. 4, 2100–2127
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B. Basrak, H. Planinić (2021) Compound Poisson approximation for regularly varying fields with application to sequence alignment. Bernoulli 27(2), 1371–1408
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I. Molchanov, A. Mühlemann (2021), Nonlinear expectations of random sets, Finance and stochastics 25, 5-41
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B. Basrak, H. Planinić (2019) A note on vague convergence of measures, Statistics and Probability Letters. Statistics & probability letters, 153 (2019), 180-186
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B. Basrak, O. Wintenberger, P. Žugec (2019) On the total claim amount for marked Poisson cluster models. Advances in Applied Probability 51, Issue 2, 541-569.