Martin Larsson, Jonghwa Park, Johannes Wiesel, “On concentration of the empirical measure for radial transport costs”, Stochastic Processes and their Applications, 178 (2024), 104466
Peng Sima, Hao Deng, Xuelin Zhang, Hong Chen, 2024 International Joint Conference on Neural Networks (IJCNN), 2024, 1
Makhamat Gafurov, Ravshan Kendjayev, Jakhongir Azimov, INTERNATIONAL SCIENTIFIC CONFERENCE ON MODERN PROBLEMS OF APPLIED SCIENCE AND ENGINEERING: MPASE2024, 3244, INTERNATIONAL SCIENTIFIC CONFERENCE ON MODERN PROBLEMS OF APPLIED SCIENCE AND ENGINEERING: MPASE2024, 2024, 020041
Yang Yang, Qi Su, “Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims”, Journal of Mathematical Analysis and Applications, 525:2 (2023), 127319
Quirin Vogel, “Emergence of interlacements from the finite volume Bose soup”, Stochastic Processes and their Applications, 166 (2023), 104227
Andrii Babii, Ryan T. Ball, Eric Ghysels, Jonas Striaukas, “Machine learning panel data regressions with heavy-tailed dependent data: Theory and application”, Journal of Econometrics, 237:2 (2023), 105315
Haichao Yu, Yong Zhang, “Law of the logarithm and law of the iterated logarithm for a class of random variables with non-identical distributions”, Communications in Statistics - Theory and Methods, 52:22 (2023), 8169
Andrii Babii, Eric Ghysels, Jonas Striaukas, “High-Dimensional Granger Causality Tests with an Application to VIX and News”, Journal of Financial Econometrics, 2022
Andrii Babii, Eric Ghysels, Jonas Striaukas, “Machine Learning Time Series Regressions With an Application to Nowcasting”, Journal of Business & Economic Statistics, 40:3 (2022), 1094
Jetlir Duraj, Kilian Raschel, Pierre Tarrago, Vitali Wachtel, “Martin boundary of random walks in convex cones”, Annales Henri Lebesgue, 5 (2022), 559