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知网期刊论文(1)
在“
Elsevier电子期刊
”中,
命中:
13
条,耗时:小于0.01 秒
在所有数据库中总计命中:
8
条
1.
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
作者:
Yang Yang
;
Remigijus
Leipus
;
Jonas ?iaulys
关键词:
62E20
;
60E05
刊名:Statistics and Probability Letters
出版年:2012
2.
Precise large deviations for compound random sums in the presence of dependence structures
作者:
Yang Yang
;
Remigijus
Leipus
;
Jonas ?iaulys
关键词:
Dominated variation
;
Compound random sums
;
Extended negative dependence
;
Precise large deviations
;
Compound renewal risk model
刊名:Computers and Mathematics with Applications
出版年:2012
3.
Local precise large deviations for sums of random variables with
O
-regularly varying densities
作者:
Yang Yang
;
Remigijus
Leipus
;
Jonas Š
;
iaulys
关键词:
Local precise large deviations
;
;
none
;
color
;
black"" href=""/science?_ob=MathURL&_method=retrieve&_udi=B6V1D-50BJNG5-1&_mathId=mml11&_user=10&_cdi=5672&_pii=S0167715210001720&_rdoc=15&_issn=01677152&_acct=C000029
刊名:Statistics and Probability Letters
出版年:2010
4.
Precise large deviation results for the total claim amount under subexponential claim sizes
作者:
Aleks
;
ras Baltrū
;
nas
;
Remigijus
Leipus
;
Jonas Š
;
iaulys
关键词:
Chi-Zhi-Huang
decoction
;
Phase I drug metabolism
;
Cocktail probe drugs
;
High performance liquid chromatography
刊名:Statistics and Probability Letters
出版年:2008
5.
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
作者:
Remigijus
Leipus
;
Jonas Š
;
iaulys
关键词:
Insurance risk
;
Ruin probability
;
Sparre Andersen model
;
Subexponential distribution
;
Large deviations
刊名:Insurance: Mathematics and Economics
出版年:2007
6.
Orthogonal series density estimation in a disaggregation scheme
作者:
Remigijus
Leipus
;
George Oppenheim
;
Anne Philippe and Marie-Claude Viano
关键词:
Aggregation
;
Mixing density
;
Long memory
;
Random coefficient AR(1)
;
Orthogonal Gegenbauer polynomials
;
Problem of the moments
刊名:Journal of Statistical Planning and Inference
出版年:2006
7.
Renewal regime switching and stable limit laws
作者:
Remigijus
Leipus
;
Vygantas Paulauskas and Donatas Surgailis
关键词:
Regime switching
;
Renewal reward process
;
Stable Lé
;
vy process
刊名:Journal of Econometrics
出版年:2005
8.
Stability of random coefficient ARCH models and aggregation schemes
作者:
Kazakevicius
;
Vytautas
;
Leipus
;
Remigijus
;
Viano
;
Marie-Claude
关键词:
C22
;
C43
;
C65
;
ARCH(
&infin
;
) model
;
Aggregation
;
Random coefficients
;
Long memory
刊名:Journal of Econometrics
出版年:2004
9.
Corrigendum to ??????Rescaled variance and related tests for long memory in volatility and levels??????: [J. Econom. 112 (2003) 265??????294]
作者:
Giraitis
;
Liudas
;
Kokoszka
;
Piotr
;
Leipus
;
Remigijus
;
Teyssi??re
;
Gilles
刊名:Journal of Econometrics
出版年:2005
10.
Long memory and stochastic trend
作者:
Leipus
;
Remigijus
;
Viano
;
Marie-Claude
关键词:
60G51
;
62M10
;
91B70
;
Long memory
;
Stochastic trend
;
Compound Binomial process
;
Compound Poisson process
;
Mixture model
刊名:Statistics and Probability Letters
出版年:2003
1
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