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- Asymptotic properties of the tail distribution and Hill’s estimator for shot noise sequence. Extremes 2012. 15:407-435 .
- The Maximally Exposed Individual—Comparison of Maximum Likelihood Estimation of High Quantiles to an Extreme Value Estimate. Risk Analysis 2004. 24:1143-1151 .
- The maximally exposed individual?Comparison of maximum likelihood estimation of high quantiles to an extreme value estimate. Risk Analysis 2004. 24:1143-1151 .
- Limiting properties of Poisson shot noise processes. Journal of Applied Probability 2004. 41:911-918 .
- Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequences. Extremes 2001. 4:23-52 .
- Confidence bands in generalized linear models. The Annals of Statistics 2000. 28:429-460 .
- Asymptotic distribution of sum and maximum for Gaussian processes. Journal of Applied Probability 1999. 36:1031-1044 .
- Asymptotic distribution of sum and maximum for Gaussian processes. Journal of Applied Probability 1999. 36:1031-1044 .
- Inference for the tail parameters of a linear process with heavy tail innovations. Annals of the Institute of Statistical Mathematics 1998. 50:337-359 .
- Nonlinear autoregression with positive innovations. Australian & New Zealand Journal of Statistics 1998. 40:229-239 .
- Extremes for shot noise processes with heavy tailed amplitudes. Journal of Applied Probability 1997. 34:643-656 .
- An analysis of Poisson moving-average processes. Probability in the Engineering and Informational Sciences 1997. 11:487-507 .
- Weak limit results for the extremes of a class of shot noise processes. Journal of Applied Probability 1995. 32:707-726 .
- Some continuous Edgeworth expansions for Markov chains with applications to bootstrap. Journal of Multivariate Analysis 1995. 52:83-106 .
- Bootstrap inference for a first-order autoregression with positive innovations. Journal of the American Statistical Association 1995. 90:1289-1300 .
- Sums and maxima of discrete stationary processes (Corr: 94V31 p867). Journal of Applied Probability 1993. 30:863-876 .
- On the first-order Edgeworth expansion for a Markov chain. Journal of Multivariate Analysis 1993. 44:345-359 .
- Tail areas for randomly stopped sums defined on a Markov chain. Communications in Statistics: Stochastic Models 1993. 9:563-584 .
- Estimation for nonnegative autoregressive processes with an unknown location parameter. Journal of Time Series Analysis 1993. 14:71-92 .
- Regeneration-based bootstrap for Markov chains. Canadian Journal of Statistics 1993. 21:181-193 .
- A complete Poisson convergence result for a strongly dependent isotropic Gaussian random field. Communications in Statistics: Stochastic Models 1993. 9:13-29 .
- Approximating the distribution of the maximum queue length for M/M/s queues. .
- Bootstrap for a finite state Markov chain based on i.i.d. resampling. .
- A conditional limit law result on the location of the maximum of Brownian motion. Statistics & Probability Letters 1992. 13:199-202 .
- Asymptotic analysis of extremes from autoregressive negative binomial processes. Journal of Applied Probability 1992. 29:904-920 .
- A strong law for the maxima of isotropic Gaussian random fields. Sankhyā, Series A 1991. 53:136-157 .
- An iterated logarithm law result for extreme values from Gaussian sequences. Sankhyā, Series A 1991. 53:123-135 .
- Calculating the extremal index for a class of stationary sequences. Advances in Applied Probability 1991. 23:835-850 .
- Extreme value theory for processes with periodic variances. Communications in Statistics: Stochastic Models 1989. 5:45-61 .
- Estimation for first-order autoregressive processes with positive or bounded innovations. Stochastic Processes and their Applications 1989. 31:237-250 .
- A comparison of various methods for obtaining confidence intervals for the design lowflow values of streams and rivers. Applied Stochastic Models in Business and Industry 1989. 5:25-36 .
- Complete Poisson convergence result for a strongly dependent stationary Gaussian sequence. Sankhyā, Series A 1989. 51:30-36 .
- Strong consistency of the MLE for sequential design problems. Statistics & Probability Letters 1988. 6:441-446 .
- Approximating the distribution of an extreme value statistic based on estimates from a generating function. Stochastic Processes and their Applications 1988. 27:307-316 .
- Approximating the distribution of the maximum of a dependent stationary sequence based on estimates from a generating function. Communications in Statistics: Theory and Methods 1988. 17:3801-3823 .
- The pricing problem. Probability in the Engineering and Informational Sciences 1987. 1:349-366 .
- Weak and strong law results for a function of the spacings. Journal of Applied Probability 1985. 22:543-555 .
- An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes. The Annals of Probability 1980. 8:498-510 .
- Weak convergence for the maxima of stationary Gaussian processes using random normalization. The Annals of Probability 1980. 8:483-497 .