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12 research outputs found

On guaranteed sequential change point detection for TAR(1)/ARCH(1) process

Author: A. Aue
A. Vald
D.B.H. Cline
D.B.H. Cline
D.V. Hinkley
E.S. Page
H. Tong
J. Liu
J.D. Petrucelli
J.F. Dupuy
J.M. Zakoian
L. Horvath
P. Kokoszka
R. Rabemanajara
S.Y. Hwang
T. Lange
T.-L. Cheng
Publication venue
Publication date: 01/01/2014
Field of study

Tomsk State University Repository

Linear prediction for a class of multivariate stable processes

Author: Cline D.B.H.
Stuck B. W.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process

Author: A. Aue
A. Vald
D.B.H. Cline
D.B.H. Cline
D.V. Hinkley
E.S. Page
H. Tong
J. Liu
J.D. Petrucelli
J.F. Dupuy
J.M. Zakoian
L. Horvath
P. Kokoszka
R. Rabemanajara
S.Y. Hwang
T. Lange
T.-L. Cheng
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2014
Field of study

From light tails to heavy tails through multiplier

Author: A.G. Pakes
C. Klüppelberg
C. Su
D.B.H. Cline
D.B.H. Cline
E. Hashorva
J. Chover
J. Chover
P. Embrechts
Ph. Barbe
Q. Tang
Q. Tang
Q. Tang
Q. Tang
Qihe Tang
R. Norberg
S. Emmer
S. Foss
T. Shimura
V. Kalashnikov
V.P. Chistyakov
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Large deviation results for generalized compound negative binomial risk models

Author: C. Su
Chen Shen
D.B.H. Cline
F.C. Kong
Fan-chao Kong
J. Cai
P.R. Jelenković
R. Kaas
Y.J. Hu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Tail behavior of random sums under consistent variation with applications to the compound renewal risk model

Author: Aldona Aleškevičienė
D.B.H. Cline
G. Faÿ
J. Cai
Jonas Šiaulys
K.W. Ng
K.W. Ng
N.H. Bingham
P. Embrechts
Q. Tang
Q. Tang
R. Leipus
Remigijus Leipus
T. Mikosch
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

The structure of the class of subexponential distributions

Author: C.M. Goldie
D.B.H. Cline
D.Z. Arov
E. Omey
E. Senata
E.J.G. Pitman
J. Chover
J.L. Teugels
K.B. Athreya
L. Haan de
P. Embrechts
P. Embrechts
P. Embrechts
R.A. Maller
V.P. Chistyakov
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/1988
Field of study

A non-increasing Lindley-type equation

Author: A.A. Borovkov
B. Noble
B.C. Park
D.B.H. Cline
D.P. Jacobs
D.V. Lindley
F.G. Tricomi
J.W. Cohen
L. Breiman
M. Vlasiou
M. Vlasiou
M. Vlasiou
M. Vlasiou
Maria Vlasiou
N. Litvak
N. Litvak
S. Asmussen
S. Asmussen
S. Foss
V. Kalashnikov
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

The tail behaviour of a random sum of subexponential random variables and vectors

Author: A. Baltrūnas
A. Baltrūnas
A. Baltrūnas
A.J. Stam
D. J. Daley
D.B.H. Cline
E. Lukacs
E. Omey
E. Omey
E. Omey
Edward Omey
G Samorodnitsky
G. Faÿ
J.L. Teugels
J.N. Kalma
K.B. Athreya
N.H. Bingham
P. Embrechts
P. Embrechts
Rein Vesilo
S. Asmussen
S. Karlin
T. Mikosch
T. Mikosch
T. Rolski
V.P. Chistyakov
V.V. Shneer
W. Gawronski
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Extremes of Lévy driven mixed MA processes with convolution equivalent distributions

Author: A.G. Pakes
B.S. Rajput
C.M. Goldie
D.B.H. Cline
D.J. Daley
G. Samorodnitsky
H. Rootzén
J. Rosinski
J.F.C. Kingman
K. Sato
K. Urbanik
M. Braverman
M.R. Leadbetter
O. Kallenberg
O.E. Barndorff-Nielsen
O.E. Barndorff-Nielsen
O.E. Barndorff-Nielsen
P. Billingsley
P. Embrechts
P. Embrechts
R. Davis
S. Kwapień
S.I. Resnick
T. Hsing
T. Watanabe
V. Fasen
V. Fasen
V. Fasen
V. Fasen
Vicky Fasen
W. Schoutens
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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