Long Bai
TytułCytowane przezRok
On Generalised Piterbarg Constants.
L Bai, K Dȩbicki, E Hashorva, L Luo
Methodology & Computing in Applied Probability 20 (1), 2018
252018
Extremes of threshold-dependent Gaussian processes
L Bai, K Dȩbicki, E Hashorva, L Ji
Science China Mathematics 61 (11), 1971-2002, 2018
82018
Parisian ruin of the Brownian motion risk model with constant force of interest
L Bai, L Luo
Statistics & Probability Letters 120, 34-44, 2017
82017
Extremes of α(t)-locally stationary Gaussian processes with non-constant variances
L Bai
Journal of Mathematical Analysis and Applications 446 (1), 248-263, 2017
42017
Extremes of vector-valued Gaussian processes with Trend
L Bai, K Dȩbicki, P Liu
Journal of Mathematical Analysis and Applications 465 (1), 47-74, 2018
32018
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
L Bai
Scandinavian Actuarial Journal 2018 (6), 514-528, 2018
32018
Extremes of Lp-norm of vector-valued Gaussian processes with trend
L Bai
Stochastics 90 (8), 1111-1144, 2018
22018
Extremes of Gaussian chaos processes with trend
L Bai
Journal of Mathematical Analysis and Applications 473 (2), 1358-1376, 2019
12019
Approximation of Kolmogorov-Smirnov Test Statistics
L Bai, D Kalaj
arXiv preprint arXiv:1802.08883, 2018
12018
Drawdown and drawup for fractional Brownian motion with trend
L Bai, P Liu
Journal of Theoretical Probability 32 (3), 1581-1612, 2019
2019
On generalized Piterbarg-Berman function
C Ling, H Zhang, L Bai
arXiv preprint arXiv:1905.09599, 2019
2019
Extremes of Locally-stationary Chi-square processes on discrete grids
L Bai
arXiv preprint arXiv:1807.11687, 2018
2018
Ruin problem for Brownian motion risk model with interest rate and tax payment
L Bai, P Liu
arXiv preprint arXiv:1806.04889, 2018
2018
Estimation of Change-point Models
L Bai
arXiv preprint arXiv:1805.00239, 2018
2018
Extended Gaussian Threshold Dependent Risk Models
L Bai
Université de Lausanne, Faculté des hautes études commerciales, 2018
2018
Extremes of multifractional Brownian motion
L Bai
arXiv preprint arXiv:1711.05725, 2017
2017
Parisian ruin of Brownian motion risk model over an infinite-time horizon
L Bai
arXiv preprint arXiv:1702.06091, 2017
2017
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