Logachëv, Artëm Vasil’evich V.; Mogul’skiĭ, Anatoliĭ Al’fredovich Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails. (Russian. English summary) Zbl 07277570 Sib. Èlektron. Mat. Izv. 17, 1766-1786 (2020). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. V. V. Logachëv} and \textit{A. A. Mogul'skiĭ}, Sib. Èlektron. Mat. Izv. 17, 1766--1786 (2020; Zbl 07277570) Full Text: DOI
Bakay, Gavriil A.; Shklyaev, Aleksandr V. Large deviations of generalized renewal process. (English. Russian original) Zbl 07268297 Discrete Math. Appl. 30, No. 4, 215-241 (2020); translation from Diskretn. Mat. 31, No. 1, 21-55 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{G. A. Bakay} and \textit{A. V. Shklyaev}, Discrete Math. Appl. 30, No. 4, 215--241 (2020; Zbl 07268297); translation from Diskretn. Mat. 31, No. 1, 21--55 (2019) Full Text: DOI
Klebaner, F. C.; Logachov, A. V.; Mogulskii, A. A. Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line. (English. Russian original) Zbl 1447.60056 Probl. Inf. Transm. 56, No. 1, 56-72 (2020); translation from Probl. Peredachi Inf. 56, No. 1, 63-79 (2020). MSC: 60F10 PDF BibTeX XML Cite \textit{F. C. Klebaner} et al., Probl. Inf. Transm. 56, No. 1, 56--72 (2020; Zbl 1447.60056); translation from Probl. Peredachi Inf. 56, No. 1, 63--79 (2020) Full Text: DOI
Griffin, Philip S. General tax structures for a Lévy insurance risk process under the Cramér condition. (English) Zbl 1435.91150 Stochastic Processes Appl. 130, No. 3, 1368-1387 (2020). MSC: 91G05 91B64 62P05 60G51 PDF BibTeX XML Cite \textit{P. S. Griffin}, Stochastic Processes Appl. 130, No. 3, 1368--1387 (2020; Zbl 1435.91150) Full Text: DOI
Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I. Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. (English. Russian original) Zbl 1432.60080 Theory Probab. Appl. 64, No. 4, 499-512 (2020); translation from Teor. Veroyatn. Primen. 64, No. 4, 625-641 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov} et al., Theory Probab. Appl. 64, No. 4, 499--512 (2020; Zbl 1432.60080); translation from Teor. Veroyatn. Primen. 64, No. 4, 625--641 (2019) Full Text: DOI
Pan, Yuqing; Borovkov, Konstantin A. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. (English) Zbl 1427.60050 Adv. Appl. Probab. 51, No. 3, 835-864 (2019). MSC: 60F10 60K35 60G50 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{K. A. Borovkov}, Adv. Appl. Probab. 51, No. 3, 835--864 (2019; Zbl 1427.60050) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Al’fredovich; Prokopenko, Evgeniĭ Igor’evich Large deviation principle for multidimensional second compound renewal processes in the phase space. (Russian. English summary) Zbl 1423.60133 Sib. Èlektron. Mat. Izv. 16, 1478-1492 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 16, 1478--1492 (2019; Zbl 1423.60133) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Al’fredovich; Prokopenko, Evgeniĭ Igor’evich Large deviation principle for multidimensional first compound renewal processes in the phase space. (Russian. English summary) Zbl 1423.60132 Sib. Èlektron. Mat. Izv. 16, 1464-1477 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 16, 1464--1477 (2019; Zbl 1423.60132) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Al’fredovich; Prokopenko, Evgeniĭ Igor’evich The rate function and the fundamental function for multidimensional compound renewal process. (Russian. English summary) Zbl 1423.60131 Sib. Èlektron. Mat. Izv. 16, 1449-1463 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 16, 1449--1463 (2019; Zbl 1423.60131) Full Text: DOI
Borovkov, A. A. Short communications moderate large deviations principles for trajectories of compound renewal processes. (English. Russian original) Zbl 07099815 Theory Probab. Appl. 64, No. 2, 324-333 (2019); translation from Teor. Veroyatn. Primen. 64, No. 2, 399-411 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Theory Probab. Appl. 64, No. 2, 324--333 (2019; Zbl 07099815); translation from Teor. Veroyatn. Primen. 64, No. 2, 399--411 (2019) Full Text: DOI
Mogulskiĭ, Anatoliĭ Al’fredovich Local theorems for arithmetic compound renewal processes when Cramer’s condition holds. (Russian. English summary) Zbl 1422.60153 Sib. Èlektron. Mat. Izv. 16, 21-41 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogulskiĭ}, Sib. Èlektron. Mat. Izv. 16, 21--41 (2019; Zbl 1422.60153) Full Text: DOI
Klebaner, Fima C.; Mogulskiĭ, Anatoliĭ Al’fredovich Large deviations for processes on half-line: random walk and compound Poisson. (English) Zbl 1420.60039 Sib. Èlektron. Mat. Izv. 16, 1-20 (2019). MSC: 60F10 60G50 60H10 60J60 PDF BibTeX XML Cite \textit{F. C. Klebaner} and \textit{A. A. Mogulskiĭ}, Sib. Èlektron. Mat. Izv. 16, 1--20 (2019; Zbl 1420.60039) Full Text: DOI
Borovkov, A. A.; Mogulskii, A. A. Integro-local limit theorems for compound renewal processes under Cramér’s condition. II. (English. Russian original) Zbl 1404.60129 Sib. Math. J. 59, No. 4, 578-597 (2018); translation from Sib. Mat. Zh. 59, No. 4, 736-758 (2018). MSC: 60K05 60F17 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogulskii}, Sib. Math. J. 59, No. 4, 578--597 (2018; Zbl 1404.60129); translation from Sib. Mat. Zh. 59, No. 4, 736--758 (2018) Full Text: DOI
Borovkov, A. A.; Mogulskii, A. A. Integro-local limit theorems for compound renewal processes under Cramér’s condition. I. (English. Russian original) Zbl 1404.60128 Sib. Math. J. 59, No. 3, 383-402 (2018); translation from Sib. Mat. Zh. 59, No. 3, 491-513 (2018). MSC: 60K05 60F10 60F17 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogulskii}, Sib. Math. J. 59, No. 3, 383--402 (2018; Zbl 1404.60128); translation from Sib. Mat. Zh. 59, No. 3, 491--513 (2018) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Alfredovich; Prokopenko, Evgeniĭ Igor’evich Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. III. (Russian. English summary) Zbl 1395.60104 Sib. Èlektron. Mat. Izv. 15, 528-553 (2018). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 15, 528--553 (2018; Zbl 1395.60104) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Alfredovich; Prokopenko, Evgeniĭ Igor’evich Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. II. (Russian. English summary) Zbl 1395.60103 Sib. Èlektron. Mat. Izv. 15, 503-527 (2018). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 15, 503--527 (2018; Zbl 1395.60103) Full Text: DOI
Mogul’skiĭ, Anatoliĭ Alfredovich; Prokopenko, Evgeniĭ Igor’evich Integro-local theorems for multidimensional compound renewal processes, when Cramer’s condition holds. I. (Russian. English summary) Zbl 1395.60102 Sib. Èlektron. Mat. Izv. 15, 475-502 (2018). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ} and \textit{E. I. Prokopenko}, Sib. Èlektron. Mat. Izv. 15, 475--502 (2018; Zbl 1395.60102) Full Text: DOI
Logachov, Artem Vasil’evich; Mogulskii, Anatolii Al’fredovich Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process. (English. Russian original) Zbl 1387.60132 J. Math. Sci., New York 229, No. 1, 36-50 (2018); translation from Ukr. Mat. Visn. 14, No. 2, 201-219 (2017). MSC: 60K15 60F10 PDF BibTeX XML Cite \textit{A. V. Logachov} and \textit{A. A. Mogulskii}, J. Math. Sci., New York 229, No. 1, 36--50 (2018; Zbl 1387.60132); translation from Ukr. Mat. Visn. 14, No. 2, 201--219 (2017) Full Text: DOI
Konstantinides, Dimitrios G. Risk theory. A heavy tail approach. (English) Zbl 1414.91001 Hackensack, NJ: World Scientific (ISBN 978-981-3223-14-1/hbk; 978-981-3223-16-5/ebook). xii, 494 p. (2018). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-02 91B30 91G40 62G32 60K05 60H10 PDF BibTeX XML Cite \textit{D. G. Konstantinides}, Risk theory. A heavy tail approach. Hackensack, NJ: World Scientific (2018; Zbl 1414.91001) Full Text: DOI
Dmitruschenkov, Dmitriy V.; Shklyaev, Alexander V. Large deviations of branching processes with immigration in random environment. (English. Russian original) Zbl 1397.60113 Discrete Math. Appl. 27, No. 6, 361-376 (2017); translation from Diskretn. Mat. 28, No. 3, 28-48 (2016). MSC: 60J80 60F10 60K37 PDF BibTeX XML Cite \textit{D. V. Dmitruschenkov} and \textit{A. V. Shklyaev}, Discrete Math. Appl. 27, No. 6, 361--376 (2017; Zbl 1397.60113); translation from Diskretn. Mat. 28, No. 3, 28--48 (2016) Full Text: DOI
Lin, Gwo Dong Recent developments on the moment problem. (English) Zbl 1386.60058 J. Stat. Distrib. Appl. 4, Paper No. 5, 17 p. (2017). MSC: 60E05 44A60 PDF BibTeX XML Cite \textit{G. D. Lin}, J. Stat. Distrib. Appl. 4, Paper No. 5, 17 p. (2017; Zbl 1386.60058) Full Text: DOI
Angst, Jürgen; Poly, Guillaume A weak Cramér condition and application to Edgeworth expansions. (English) Zbl 1380.60027 Electron. J. Probab. 22, Paper No. 59, 24 p. (2017). MSC: 60E10 60G50 62E20 62E17 PDF BibTeX XML Cite \textit{J. Angst} and \textit{G. Poly}, Electron. J. Probab. 22, Paper No. 59, 24 p. (2017; Zbl 1380.60027) Full Text: DOI Euclid
Mogul’skiĭ, A. A. The extended large deviation principle for a process with independent increments. (English. Russian original) Zbl 1372.60032 Sib. Math. J. 58, No. 3, 515-524 (2017); translation from Sib. Mat. Zh. 58, No. 3, 660-672 (2017). MSC: 60F10 60G51 60G55 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ}, Sib. Math. J. 58, No. 3, 515--524 (2017; Zbl 1372.60032); translation from Sib. Mat. Zh. 58, No. 3, 660--672 (2017) Full Text: DOI
Mogul’skiĭ, A. A. The large deviation principle for a compound Poisson process. (Russian, English) Zbl 1399.60036 Mat. Tr. 19, No. 2, 119-157 (2016); translation in Sib. Adv. Math. 27, No. 3, 160-186 (2017). MSC: 60F10 60G55 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ}, Mat. Tr. 19, No. 2, 119--157 (2016; Zbl 1399.60036); translation in Sib. Adv. Math. 27, No. 3, 160--186 (2017) Full Text: DOI
Afanasyeva, L. G.; Tkachenko, A. V. On the convergence rate for queueing and reliability models described by regenerative processes. (English) Zbl 1387.60134 J. Math. Sci., New York 218, No. 2, 119-136 (2016). MSC: 60K25 60K10 90B22 PDF BibTeX XML Cite \textit{L. G. Afanasyeva} and \textit{A. V. Tkachenko}, J. Math. Sci., New York 218, No. 2, 119--136 (2016; Zbl 1387.60134) Full Text: DOI
Ye, Zi Cramér type moderate deviations for the number of renewals. (English) Zbl 1350.60026 Stat. Probab. Lett. 119, 194-199 (2016). MSC: 60F10 60K05 PDF BibTeX XML Cite \textit{Z. Ye}, Stat. Probab. Lett. 119, 194--199 (2016; Zbl 1350.60026) Full Text: DOI
Mijatović, Aleksandar; Pistorius, Martijn Joint asymptotic distribution of certain path functionals of the reflected process. (English) Zbl 1346.60062 Electron. Commun. Probab. 21, Paper No. 43, 18 p. (2016). MSC: 60G51 60F05 60G17 PDF BibTeX XML Cite \textit{A. Mijatović} and \textit{M. Pistorius}, Electron. Commun. Probab. 21, Paper No. 43, 18 p. (2016; Zbl 1346.60062) Full Text: DOI Euclid arXiv
Lin, Gwo Dong; Stoyanov, Jordan On the moment determinacy of products of non-identically distributed random variables. (English) Zbl 1342.60014 Probab. Math. Stat. 36, No. 1, 21-33 (2016). MSC: 60E05 44A60 62E10 PDF BibTeX XML Cite \textit{G. D. Lin} and \textit{J. Stoyanov}, Probab. Math. Stat. 36, No. 1, 21--33 (2016; Zbl 1342.60014) Full Text: Link arXiv
Griffin, Philip S. Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions. (English) Zbl 1334.60076 Ann. Appl. Probab. 26, No. 1, 360-401 (2016). MSC: 60G51 60G17 60F17 91B30 62P05 PDF BibTeX XML Cite \textit{P. S. Griffin}, Ann. Appl. Probab. 26, No. 1, 360--401 (2016; Zbl 1334.60076) Full Text: DOI Euclid arXiv
Dmitruschenkov, Dmitriy V. On large deviations of a branching process in random environments with immigration at moments of extinction. (English. Russian original) Zbl 1375.60068 Discrete Math. Appl. 25, No. 6, 339-343 (2015); translation from Diskretn. Mat. 26, No. 4, 36-42 (2014). MSC: 60F10 60J80 60K37 PDF BibTeX XML Cite \textit{D. V. Dmitruschenkov}, Discrete Math. Appl. 25, No. 6, 339--343 (2015; Zbl 1375.60068); translation from Diskretn. Mat. 26, No. 4, 36--42 (2014) Full Text: DOI
Dahmani, Abdelnasser; Belaide, Karima Exponential inequalities in stochastic inverse problems using an iterative method. (English) Zbl 1330.65082 Commun. Stat., Theory Methods 44, No. 11, 2385-2397 (2015). Reviewer: Mikhail Yu. Kokurin (Yoshkar-Ola) MSC: 65J22 65J10 PDF BibTeX XML Cite \textit{A. Dahmani} and \textit{K. Belaide}, Commun. Stat., Theory Methods 44, No. 11, 2385--2397 (2015; Zbl 1330.65082) Full Text: DOI
Mijatović, Aleksandar; Pistorius, Martijn Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes. (English) Zbl 1322.60058 Stochastic Processes Appl. 125, No. 8, 2937-2954 (2015). MSC: 60G51 60F05 60G17 60K25 PDF BibTeX XML Cite \textit{A. Mijatović} and \textit{M. Pistorius}, Stochastic Processes Appl. 125, No. 8, 2937--2954 (2015; Zbl 1322.60058) Full Text: DOI arXiv
Borovkov, A. A.; Mogulskii, A. A. Moderately large deviation principles for the trajectories of random walks and processes with independent increments. (English) Zbl 1327.60068 Theory Probab. Appl. 58, No. 4, 562-581 (2014); translation from Teor. Veroyatn. Primen. 58, No. 4, 648-671 (2013). MSC: 60F10 60F17 60F99 60G50 60G51 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogulskii}, Theory Probab. Appl. 58, No. 4, 562--581 (2014; Zbl 1327.60068); translation from Teor. Veroyatn. Primen. 58, No. 4, 648--671 (2013) Full Text: DOI
Stoyanov, Jordan; Lin, Gwo Dong; DasGupta, Anirban Hamburger moment problem for powers and products of random variables. (English) Zbl 1300.60031 J. Stat. Plann. Inference 154, 166-177 (2014). MSC: 60E05 44A60 PDF BibTeX XML Cite \textit{J. Stoyanov} et al., J. Stat. Plann. Inference 154, 166--177 (2014; Zbl 1300.60031) Full Text: DOI
Christiansen, Marcus C.; Loperfido, Nicola Improved approximation of the sum of random vectors by the skew normal distribution. (English) Zbl 1304.60030 J. Appl. Probab. 51, No. 2, 466-482 (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60F05 60B12 15A69 62E17 PDF BibTeX XML Cite \textit{M. C. Christiansen} and \textit{N. Loperfido}, J. Appl. Probab. 51, No. 2, 466--482 (2014; Zbl 1304.60030) Full Text: DOI
Kozlov, M. V. On large deviations of maximum of a Cramér random walk and the queueing process. (English) Zbl 1296.60069 Theory Probab. Appl. 58, No. 1, 76-106 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 81-116 (2013). Reviewer: Edward Omey (Brussel) MSC: 60F10 60G50 60K99 PDF BibTeX XML Cite \textit{M. V. Kozlov}, Theory Probab. Appl. 58, No. 1, 76--106 (2014; Zbl 1296.60069); translation from Teor. Veroyatn. Primen. 58, No. 1, 81--116 (2013) Full Text: DOI
Mogul’skiĭ, A. A. On the upper bound in the large deviation principle for sums of random vectors. (Russian, English) Zbl 1340.60025 Mat. Tr. 16, No. 1, 121-140 (2013); translation in Sib. Adv. Math. 24, No. 2, 140-152 (2014). MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ}, Mat. Tr. 16, No. 1, 121--140 (2013; Zbl 1340.60025); translation in Sib. Adv. Math. 24, No. 2, 140--152 (2014) Full Text: DOI
Stoyanov, J.; Lin, G. D. Hardy’s condition in the moment problem for probability distributions. (English. Russian original) Zbl 1295.60020 Theory Probab. Appl. 57, No. 4, 699-708 (2013); translation from Teor. Veroyatn. Primen. 57, No. 4, 811-820 (2012). Reviewer: Florian-Horia Vasilescu (Villeneuve d’Ascq) MSC: 60E05 44A60 PDF BibTeX XML Cite \textit{J. Stoyanov} and \textit{G. D. Lin}, Theory Probab. Appl. 57, No. 4, 699--708 (2013; Zbl 1295.60020); translation from Teor. Veroyatn. Primen. 57, No. 4, 811--820 (2012) Full Text: DOI
Dahmani, Abdelnasser; Belaide, Karima Exponential inequalities in calibration problems with Gaussians errors. (English) Zbl 1282.65060 Commun. Stat., Theory Methods 42, No. 19, 3596-3607 (2013). Reviewer: José Manuel Gutiérrez Jimenez (Logrono) MSC: 65J10 65J22 PDF BibTeX XML Cite \textit{A. Dahmani} and \textit{K. Belaide}, Commun. Stat., Theory Methods 42, No. 19, 3596--3607 (2013; Zbl 1282.65060) Full Text: DOI
Borovkov, A. A.; Mogul’skiĭ, A. A. Inequalities and principles of large deviations for the trajectories of processes with independent increments. (English. Russian original) Zbl 1270.60056 Sib. Math. J. 54, No. 2, 217-226 (2013); translation from Sib. Mat. Zh. 54, No. 2, 286-297 (2013). MSC: 60G51 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogul'skiĭ}, Sib. Math. J. 54, No. 2, 217--226 (2013; Zbl 1270.60056); translation from Sib. Mat. Zh. 54, No. 2, 286--297 (2013) Full Text: DOI
Mogul’skiĭ, A. A. The expansion theorem for the deviation integral. (Russian, English) Zbl 1340.60024 Mat. Tr. 15, No. 2, 127-145 (2012); translation in Sib. Adv. Math. 23, No. 4, 250-262 (2013). MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{A. A. Mogul'skiĭ}, Mat. Tr. 15, No. 2, 127--145 (2012; Zbl 1340.60024); translation in Sib. Adv. Math. 23, No. 4, 250--262 (2013) Full Text: DOI
Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. (English) Zbl 1284.62119 Insur. Math. Econ. 51, No. 2, 382-392 (2012). MSC: 62E20 60G51 91B30 PDF BibTeX XML Cite \textit{P. S. Griffin} et al., Insur. Math. Econ. 51, No. 2, 382--392 (2012; Zbl 1284.62119) Full Text: DOI arXiv
Shklyaev, A. V. On large deviations of branching processes in a random environment with arbitrary initial number of particles: critical and supercritical cases. (English. Russian original) Zbl 1274.60296 Discrete Math. Appl. 22, No. 5-6, 619 (2012); translation from Diskretn. Mat. 24, No. 4, 114-130 (2012). Reviewer: Valentin Topchii (Omsk) MSC: 60K37 60J80 60F10 PDF BibTeX XML Cite \textit{A. V. Shklyaev}, Discrete Math. Appl. 22, No. 5--6, 619 (2012; Zbl 1274.60296); translation from Diskretn. Mat. 24, No. 4, 114--130 (2012) Full Text: DOI
Qumsiyeh, Maher B. An \(L^{2}\) comparison between the bootstrap and the empirical Edgeworth expansion. (English) Zbl 1244.62014 Commun. Stat., Theory Methods 41, No. 2, 251-261 (2012). MSC: 62E20 62F40 62F10 62E17 62G30 PDF BibTeX XML Cite \textit{M. B. Qumsiyeh}, Commun. Stat., Theory Methods 41, No. 2, 251--261 (2012; Zbl 1244.62014) Full Text: DOI
Borovkov, A. A.; Mogulskij, A. A. Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks. (English. Russian original) Zbl 1238.60022 Theory Probab. Appl. 56, No. 1, 21-43 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 3-29 (2011). MSC: 60E15 60G50 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogulskij}, Theory Probab. Appl. 56, No. 1, 21--43 (2012; Zbl 1238.60022); translation from Teor. Veroyatn. Primen. 56, No. 1, 3--29 (2011) Full Text: DOI
Park, Hyun Suk A note on limiting distribution for jumps of Lévy insurance risk model. (English) Zbl 1296.91168 J. Korean Stat. Soc. 40, No. 1, 93-98 (2011). MSC: 91B30 60G51 60J75 PDF BibTeX XML Cite \textit{H. S. Park}, J. Korean Stat. Soc. 40, No. 1, 93--98 (2011; Zbl 1296.91168) Full Text: DOI
Barczy, Matyas; Bertoin, Jean Functional limit theorems for Lévy processes satisfying Cramér’s condition. (English) Zbl 1244.60049 Electron. J. Probab. 16, Paper No. 73, 2020-2038 (2011). MSC: 60G51 60G18 60B10 PDF BibTeX XML Cite \textit{M. Barczy} and \textit{J. Bertoin}, Electron. J. Probab. 16, Paper No. 73, 2020--2038 (2011; Zbl 1244.60049) Full Text: DOI
Shklyaev, A. V. Large deviations of Shepp statistics. (English. Russian original) Zbl 1245.60037 Theory Probab. Appl. 55, No. 4, 722-729 (2011); translation from Teor. Veroyatn. Primen. 55, No. 4, 796-803 (2010). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F10 62E20 PDF BibTeX XML Cite \textit{A. V. Shklyaev}, Theory Probab. Appl. 55, No. 4, 722--729 (2011; Zbl 1245.60037); translation from Teor. Veroyatn. Primen. 55, No. 4, 796--803 (2010) Full Text: DOI
Shklyaev, A. V. Limit theorems for random walk under the assumption of maxima large deviation. (English. Russian original) Zbl 1244.60029 Theory Probab. Appl. 55, No. 3, 517-525 (2011); translation from Teor. Veroyatn. Primen. 55, No. 3, 590-598 (2010). Reviewer: Serguey Victorovich Zhulenev (Moskva) MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{A. V. Shklyaev}, Theory Probab. Appl. 55, No. 3, 517--525 (2011; Zbl 1244.60029); translation from Teor. Veroyatn. Primen. 55, No. 3, 590--598 (2010) Full Text: DOI
Borovkov, A. A.; Mogul’skiĭ, A. A. Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks. (English. Russian original) Zbl 1238.60034 Sib. Math. J. 52, No. 4, 612-627 (2011); translation from Sib. Mat. Zh. 52, No. 4, 777-795 (2011). Reviewer: V. M. Kruglov (Moskva) MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogul'skiĭ}, Sib. Math. J. 52, No. 4, 612--627 (2011; Zbl 1238.60034); translation from Sib. Mat. Zh. 52, No. 4, 777--795 (2011) Full Text: DOI
Borovkov, A. A. Large deviation principles for random walks with regularly varying distributions of jumps. (English. Russian original) Zbl 1244.60027 Sib. Math. J. 52, No. 3, 402-410 (2011); translation from Sib. Mat. Zh. 52, No. 3, 512-521 (2011). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F10 60G55 60G50 60B10 60B05 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 52, No. 3, 402--410 (2011; Zbl 1244.60027); translation from Sib. Mat. Zh. 52, No. 3, 512--521 (2011) Full Text: DOI
Griffin, Philip S.; Maller, Ross A. Stability of the exit time for Lévy processes. (English) Zbl 1232.60037 Adv. Appl. Probab. 43, No. 3, 712-734 (2011). Reviewer: Stavros Vakeroudis (Paris) MSC: 60G51 60K05 91B30 PDF BibTeX XML Cite \textit{P. S. Griffin} and \textit{R. A. Maller}, Adv. Appl. Probab. 43, No. 3, 712--734 (2011; Zbl 1232.60037) Full Text: DOI arXiv
Mirakhmedov, Sherzod M.; Tirmizi, Syed Ikram A.; Naeem, Muhammad A Cramér-type large deviation theorem for sums of functions of higher order non-overlapping spacings. (English) Zbl 1216.62076 Metrika 74, No. 1, 33-54 (2011). MSC: 62G30 60F10 PDF BibTeX XML Cite \textit{S. M. Mirakhmedov} et al., Metrika 74, No. 1, 33--54 (2011; Zbl 1216.62076) Full Text: DOI
Pial Das, Kumer Bounding the ruin probability under force of interest. (English) Zbl 1322.91051 J. Appl. Probab. Stat. 5, No. 1, 119-127 (2010). MSC: 91G10 60G44 62P05 PDF BibTeX XML Cite \textit{K. Pial Das}, J. Appl. Probab. Stat. 5, No. 1, 119--127 (2010; Zbl 1322.91051) Full Text: Link
Schmidli, Hanspeter Conditional law of risk processes given that ruin occurs. (English) Zbl 1231.91233 Insur. Math. Econ. 46, No. 2, 281-289 (2010). MSC: 91B30 60J25 60J35 60J75 PDF BibTeX XML Cite \textit{H. Schmidli}, Insur. Math. Econ. 46, No. 2, 281--289 (2010; Zbl 1231.91233) Full Text: DOI
Lahiri, S. N. Edgeworth expansions for Studentized statistics under weak dependence. (English) Zbl 1181.62013 Ann. Stat. 38, No. 1, 388-434 (2010). MSC: 62E20 60F05 62M10 PDF BibTeX XML Cite \textit{S. N. Lahiri}, Ann. Stat. 38, No. 1, 388--434 (2010; Zbl 1181.62013) Full Text: DOI arXiv
Kozlov, M. V. On large deviations of strictly subcritical branching processes in a random environment with geometric distribution of progeny. (English. Russian original) Zbl 1213.60162 Theory Probab. Appl. 54, No. 3, 424-446 (2010); translation from Teor. Veroyatn. Primen. 54, No. 3, 439-465 (2009). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60K37 60J80 60F10 PDF BibTeX XML Cite \textit{M. V. Kozlov}, Theory Probab. Appl. 54, No. 3, 424--446 (2009; Zbl 1213.60162); translation from Teor. Veroyatn. Primen. 54, No. 3, 439--465 (2009) Full Text: DOI
Petrov, Valentin V.; Robinson, John Large deviations for sums of independent non identically distributed random variables. (English) Zbl 1292.60038 Commun. Stat., Theory Methods 37, No. 18, 2984-2990 (2008). MSC: 60F10 60G50 62E20 PDF BibTeX XML Cite \textit{V. V. Petrov} and \textit{J. Robinson}, Commun. Stat., Theory Methods 37, No. 18, 2984--2990 (2008; Zbl 1292.60038) Full Text: DOI
Wachtel, V. I. Limit theorems for probabilities of large deviations of a critical Galton - Watson process having power tails. (English. Russian original) Zbl 1156.60070 Theory Probab. Appl. 52, No. 4, 674-688 (2008); translation from Teor. Veroyatn. Primen. 52, No. 4, 644-659 (2007). MSC: 60J80 60F10 PDF BibTeX XML Cite \textit{V. I. Wachtel}, Theory Probab. Appl. 52, No. 4, 674--688 (2008; Zbl 1156.60070); translation from Teor. Veroyatn. Primen. 52, No. 4, 644--659 (2007) Full Text: DOI
Fleischmann, Klaus; Mörters, Peter; Wachtel, Vitali Moderate deviations for a random walk in random scenery. (English) Zbl 1157.60020 Stochastic Processes Appl. 118, No. 10, 1768-1802 (2008). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60F10 60K37 PDF BibTeX XML Cite \textit{K. Fleischmann} et al., Stochastic Processes Appl. 118, No. 10, 1768--1802 (2008; Zbl 1157.60020) Full Text: DOI arXiv
Hu, Zhishui; Petrov, Valentin V.; Robinson, John On large deviations of sums of independent random variables. (English) Zbl 1125.60024 Commun. Stat., Theory Methods 36, No. 10, 1981-1992 (2007). MSC: 60F10 60G50 62E20 PDF BibTeX XML Cite \textit{Z. Hu} et al., Commun. Stat., Theory Methods 36, No. 10, 1981--1992 (2007; Zbl 1125.60024) Full Text: DOI
Lahiri, S. N. Asymptotic expansions for sums of block-variables under weak dependence. (English) Zbl 1132.60025 Ann. Stat. 35, No. 3, 1324-1350 (2007). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F05 62E20 62M10 PDF BibTeX XML Cite \textit{S. N. Lahiri}, Ann. Stat. 35, No. 3, 1324--1350 (2007; Zbl 1132.60025) Full Text: DOI arXiv
van den Bos, Adriaan Parameter estimation for scientists and engineers. (English) Zbl 1129.62001 Wiley-Interscience. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-14781-8/hbk; 978-0-470-17386-2/ebook). xiv, 273 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62-01 62P30 62F10 65C60 62G05 PDF BibTeX XML Cite \textit{A. van den Bos}, Parameter estimation for scientists and engineers. Hoboken, NJ: John Wiley \& Sons (2007; Zbl 1129.62001) Full Text: DOI
Baltrūnas, Aleksandras; Šiaulys, Jonas Second order asymptotic behaviour of subordinated sequences with longtailed subordinator. (English) Zbl 1119.60072 J. Math. Anal. Appl. 332, No. 1, 22-31 (2007). Reviewer: Valentin Topchii (Omsk) MSC: 60K05 30B10 PDF BibTeX XML Cite \textit{A. Baltrūnas} and \textit{J. Šiaulys}, J. Math. Anal. Appl. 332, No. 1, 22--31 (2007; Zbl 1119.60072) Full Text: DOI
Resnick, Sidney I. Heavy-tail phenomena. Probabilistic and statistical modeling. (English) Zbl 1152.62029 Springer Series in Operations Research and Financial Engineering. New York, NY: Springer (ISBN 0-387-24272-4/hbk). xix, 404 p. (2007). Reviewer: Yuehua Wu (Toronto) MSC: 62G32 62-02 62Pxx 62-01 PDF BibTeX XML Cite \textit{S. I. Resnick}, Heavy-tail phenomena. Probabilistic and statistical modeling. New York, NY: Springer (2007; Zbl 1152.62029) Full Text: DOI
Castanié, Francis (ed.) Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. (English) Zbl 1138.94005 Digital Signal and Image Processing Series (DSP). London: ISTE (ISBN 978-1-905209-05-7/hbk; 978-0-470-61219-4/ebook). 262 p. (2006). Reviewer: Yuehua Wu (Toronto) MSC: 94-02 94A12 PDF BibTeX XML Cite \textit{F. Castanié} (ed.), Spectral analysis. Parametric and non-parametric digital methods. Translated from the 2003 French original. London: ISTE (2006; Zbl 1138.94005) Full Text: DOI
Joutard, Cyrille Sharp large deviations in nonparametric estimation. (English) Zbl 1104.62056 J. Nonparametric Stat. 18, No. 3, 293-306 (2006). MSC: 62G20 60F10 62G07 62G08 PDF BibTeX XML Cite \textit{C. Joutard}, J. Nonparametric Stat. 18, No. 3, 293--306 (2006; Zbl 1104.62056) Full Text: DOI
Nagaev, S. V.; Vakhtel, V. Probability inequalities for a critical Galton-Watson process. (English. Russian original) Zbl 1331.60173 Theory Probab. Appl. 50, No. 2, 225-247 (2006); translation from Teor. Veroyatn. Primen. 50, No. 2, 266-291 (2005). MSC: 60J80 PDF BibTeX XML Cite \textit{S. V. Nagaev} and \textit{V. Vakhtel}, Theory Probab. Appl. 50, No. 2, 225--247 (2006; Zbl 1331.60173); translation from Teor. Veroyatn. Primen. 50, No. 2, 266--291 (2005) Full Text: DOI
Li, Deli; Rosalsky, Andrew Precise lim sup behavior of probabilities of large deviations for sums of i.i.d. random variables. (English) Zbl 1082.60017 Int. J. Math. Math. Sci. 2004, No. 65-68, 3565-3576 (2004). Reviewer: Aleksandras Plikusas (Vilnius) MSC: 60F10 60F05 PDF BibTeX XML Cite \textit{D. Li} and \textit{A. Rosalsky}, Int. J. Math. Math. Sci. 2004, No. 65--68, 3565--3576 (2004; Zbl 1082.60017) Full Text: DOI EuDML
Zajgraev, A. Yu.; Nagaev, A. V. Abelian theorems, limit properties of conjugate distributions, and large deviations for sums of independent random vectors. (English. Russian original) Zbl 1059.60035 Theory Probab. Appl. 48, No. 4, 664-680 (2003); translation from Teor. Veroyatn. Primen. 48, No. 4, 720-744 (2003). Reviewer: Zdzisław Rychlik (Lublin) MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{A. Yu. Zajgraev} and \textit{A. V. Nagaev}, Theory Probab. Appl. 48, No. 4, 664--680 (2003; Zbl 1059.60035); translation from Teor. Veroyatn. Primen. 48, No. 4, 720--744 (2003) Full Text: DOI
Rozovskij, L. V. Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition. (English. Russian original) Zbl 1056.60023 Theory Probab. Appl. 48, No. 1, 108-130 (2003); translation from Teor. Veroyatn. Primen. 48, No. 1, 78-103 (2003). MSC: 60F10 60G50 60F05 PDF BibTeX XML Cite \textit{L. V. Rozovskij}, Theory Probab. Appl. 48, No. 1, 108--130 (2003; Zbl 1056.60023); translation from Teor. Veroyatn. Primen. 48, No. 1, 78--103 (2003) Full Text: DOI
Piterbarg, V. I.; Kozlov, A. M. On large jumps of a Cramer random walk. (English. Russian original) Zbl 1069.60030 Theory Probab. Appl. 47, No. 4, 719-729 (2002); translation from Teor. Veroyatn. Primen. 47, No. 4, 803-814 (2003). Reviewer: Bero Roos (Hamburg) MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{A. M. Kozlov}, Theory Probab. Appl. 47, No. 4, 719--729 (2003; Zbl 1069.60030); translation from Teor. Veroyatn. Primen. 47, No. 4, 803--814 (2003) Full Text: DOI
Borovkov, A. A. Kolmogorov and boundary value problems of probability theory. (English. Russian original) Zbl 1052.60002 Russ. Math. Surv. 59, No. 1, 91-102 (2004); translation from Usp. Mat. Nauk 59, No. 1, 91-102 (2004). MSC: 60-03 01A60 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Russ. Math. Surv. 59, No. 1, 91--102 (2003; Zbl 1052.60002); translation from Usp. Mat. Nauk 59, No. 1, 91--102 (2004) Full Text: DOI
Avram, Florin; Mogul’skii, A. A. Large deviations of the waiting time for tandem queueing systems. (English) Zbl 1047.60092 Sib. Adv. Math. 13, No. 2, 1-34 (2003). Reviewer: D. A. Korshunov (Novosibirsk) MSC: 60K25 60F10 PDF BibTeX XML Cite \textit{F. Avram} and \textit{A. A. Mogul'skii}, Sib. Adv. Math. 13, No. 2, 1--34 (2003; Zbl 1047.60092)
Sunklodas, J. On the rate of convergence of \(L_p\) norms in the central limit theorem for independent random variables. (English) Zbl 1028.60018 Lith. Math. J. 42, No. 3, 296-307 (2002) and Liet. Mat. Rink. 42, No. 3, 376-389 (2002). Reviewer: P.Lachout (Praha) MSC: 60F05 60F25 PDF BibTeX XML Cite \textit{J. Sunklodas}, Lith. Math. J. 42, No. 3, 296--307 (2002) and Liet. Mat. Rink. 42, No. 3, 376--389 (2002; Zbl 1028.60018) Full Text: DOI
Léonard, C. Some results on entropic projections. (English) Zbl 1020.60014 Cruzeiro, Ana Bela (ed.) et al., Stochastic analysis and mathematical physics. Boston: Birkhäuser. Prog. Probab. 50, 59-73 (2001). Reviewer: Alexander Schied (Vancouver) MSC: 60F10 60J60 94A17 PDF BibTeX XML Cite \textit{C. Léonard}, Prog. Probab. 50, 59--73 (2001; Zbl 1020.60014)
Zhilina, L. S. Estimate for probability of ruin of insurance company for some insurance model. (Russian. English summary) Zbl 0971.91033 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 67-78 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 91B30 62P20 PDF BibTeX XML Cite \textit{L. S. Zhilina}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 67--78 (2000; Zbl 0971.91033)
Bloznelis, M. One- and two-term Edgeworth expansions for finite population sample mean. Exact results. II. (English) Zbl 0999.62008 Lith. Math. J. 40, No. 4, 329-340 (2000) and Liet. Mat. Rink. 40, No. 4, 430-443 (2000). MSC: 62E20 62D05 PDF BibTeX XML Cite \textit{M. Bloznelis}, Lith. Math. J. 40, No. 4, 329--340 (2000) and Liet. Mat. Rink. 40, No. 4, 430--443 (2000; Zbl 0999.62008) Full Text: DOI
Bloznelis, M. One- and two-term Edgeworth expansions for a finite population sample mean. Exact results. I. (English) Zbl 0966.62008 Lith. Math. J. 40, No. 3, 213-227 (2000) and Liet. Mat. Rink 40, No. 3, 277-294 (2000). MSC: 62E20 62D05 PDF BibTeX XML Cite \textit{M. Bloznelis}, Lith. Math. J. 40, No. 3, 213--227 (2000) and Liet. Mat. Rink 40, No. 3, 277--294 (2000; Zbl 0966.62008) Full Text: DOI
Schmidli, Hanspeter On the distribution of the surplus prior to and at ruin. (English) Zbl 1129.62425 Astin Bull. 29, No. 2, 227-244 (1999). MSC: 62P05 91B30 62E20 PDF BibTeX XML Cite \textit{H. Schmidli}, ASTIN Bull. 29, No. 2, 227--244 (1999; Zbl 1129.62425) Full Text: DOI
Amosova, N. N. Necessity of the Cramer, Linnik, and Statulevičius conditions for large-deviation probabilities. (English. Russian original) Zbl 1022.60025 J. Math. Sci., New York 109, No. 6, 2031-2036 (2002); translation from Zap. Nauchn. Semin. POMI 260, 9-16 (1999). Reviewer: Birute Kryžienė (Vilnius) MSC: 60F10 PDF BibTeX XML Cite \textit{N. N. Amosova}, J. Math. Sci., New York 109, No. 6, 1 (1999; Zbl 1022.60025); translation from Zap. Nauchn. Semin. POMI 260, 9--16 (1999) Full Text: DOI
Cal, Jun; Garrido, José A unified approach to the study of tail probabilities of compound distributions. (English) Zbl 0967.60014 J. Appl. Probab. 36, No. 4, 1058-1073 (1999). MSC: 60E10 60K25 62N05 PDF BibTeX XML Cite \textit{J. Cal} and \textit{J. Garrido}, J. Appl. Probab. 36, No. 4, 1058--1073 (1999; Zbl 0967.60014) Full Text: DOI
Cai, Jun; Garrido, José Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. (English) Zbl 0922.62108 Scand. Actuarial J. 1999, No. 1, 80-92 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 60E15 65C99 60K20 PDF BibTeX XML Cite \textit{J. Cai} and \textit{J. Garrido}, Scand. Actuarial J. 1999, No. 1, 80--92 (1999; Zbl 0922.62108) Full Text: DOI
Rodríguez-Campos, M. Celia On confidence intervals in nonparametric binary regression via Edgeworth expansions. (English) Zbl 0923.62047 J. Multivariate Anal. 69, No. 2, 218-241 (1999). MSC: 62G07 62G20 PDF BibTeX XML Cite \textit{M. C. Rodríguez-Campos}, J. Multivariate Anal. 69, No. 2, 218--241 (1999; Zbl 0923.62047) Full Text: DOI
Chebotarev, Vladimir I. Remark on the Cramér type condition for \(\omega^2\)-statistic. (English) Zbl 0926.60027 J. Theor. Probab. 12, No. 1, 13-25 (1999). Reviewer: B.Kryžienė (Vilnius) MSC: 60F10 PDF BibTeX XML Cite \textit{V. I. Chebotarev}, J. Theor. Probab. 12, No. 1, 13--25 (1999; Zbl 0926.60027) Full Text: DOI
Vinogradov, O. P. On an elementary method of estimating the ruin probability. (Russian) Zbl 1075.91564 Obozr. Prikl. Prom. Mat. 5, No. 1, 134-140 (1998). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. P. Vinogradov}, Obozr. Prikl. Prom. Mat. 5, No. 1, 134--140 (1998; Zbl 1075.91564)
Komlós, J.; Tusnády, G. Pointwise bounded approximation. (English) Zbl 0927.62015 Stud. Sci. Math. Hung. 34, No. 1-3, 261-271 (1998). Reviewer: August Michal Zapala (Lublin) MSC: 62E20 60F15 60G50 PDF BibTeX XML Cite \textit{J. Komlós} and \textit{G. Tusnády}, Stud. Sci. Math. Hung. 34, No. 1--3, 261--271 (1998; Zbl 0927.62015)
Borovkov, A. A.; Mogul’skij, A. A. Integro-local limit theorems including large deviations for sums of random vectors. I. (English. Russian original) Zbl 0927.60040 Theory Probab. Appl. 43, No. 1, 1-12 (1998); translation from Teor. Veroyatn. Primen. 43, No. 1, 3-17 (1998). Reviewer: A.V.Bulinskij (Moskva) MSC: 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogul'skij}, Theory Probab. Appl. 43, No. 1, 1--12 (1998; Zbl 0927.60040); translation from Teor. Veroyatn. Primen. 43, No. 1, 3--17 (1998) Full Text: DOI
Dikusar, V. V. Some numerical methods for solving linear algebraic equations. (Russian. English summary) Zbl 0916.65023 Soros. Obraz. Zh. 1998, No. 9(34), 111-120 (1998). Reviewer: V.A.Alexandrov (Novosibirsk) MSC: 65Fxx 00A06 65-01 PDF BibTeX XML Cite \textit{V. V. Dikusar}, Soros. Obraz. Zh. 1998, No. 9(34), 111--120 (1998; Zbl 0916.65023)
Louani, Djamal Large deviations limit theorems for the kernel density estimator. (English) Zbl 0904.62060 Scand. J. Stat. 25, No. 1, 243-253 (1998). MSC: 62G20 62G07 60F10 PDF BibTeX XML Cite \textit{D. Louani}, Scand. J. Stat. 25, No. 1, 243--253 (1998; Zbl 0904.62060) Full Text: DOI
García-Soidán, Pilar H. Edgeworth expansions for triangular arrays. (English) Zbl 0895.62020 Commun. Stat., Theory Methods 27, No. 3, 705-722 (1998). MSC: 62E20 62G07 PDF BibTeX XML Cite \textit{P. H. García-Soidán}, Commun. Stat., Theory Methods 27, No. 3, 705--722 (1998; Zbl 0895.62020) Full Text: DOI
Yegishyantz, S. A.; Ostrovskij, Ye. I. Asymptotic behavior of random fields on the sequence of extending sets. (English. Russian original) Zbl 0908.60032 Russ. Math. 41, No. 8, 23-29 (1997); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 1997, No. 8(423), 26-32 (1997). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 60F99 PDF BibTeX XML Cite \textit{S. A. Yegishyantz} and \textit{Ye. I. Ostrovskij}, Russ. Math. 41, No. 8, 23--29 (1997; Zbl 0908.60032); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 1997, No. 8(423), 26--32 (1997)
Yoshida, Nakahiro Malliavin calculus and asymptotic expansion for martingales. (English) Zbl 0888.60020 Probab. Theory Relat. Fields 109, No. 3, 301-342 (1997). MSC: 60F05 60G44 62E20 PDF BibTeX XML Cite \textit{N. Yoshida}, Probab. Theory Relat. Fields 109, No. 3, 301--342 (1997; Zbl 0888.60020) Full Text: DOI
Bentkus, V.; Götze, F.; van Zwet, W. R. An Edgeworth expansion for symmetric statistics. (English) Zbl 0920.62016 Ann. Stat. 25, No. 2, 851-896 (1997). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 62E20 60F05 PDF BibTeX XML Cite \textit{V. Bentkus} et al., Ann. Stat. 25, No. 2, 851--896 (1997; Zbl 0920.62016) Full Text: DOI
Ledoux, M.; Paulauskas, V. A rate of convergence in the Poissonian representation of stable distributions. (English) Zbl 0897.60025 Lith. Math. J. 36, No. 4, 388-399 (1996) and Liet. Mat. Rink. 36, No. 4, 486-500 (1996). Reviewer: A.V.Bulinskij (Moskva) MSC: 60F05 60F10 PDF BibTeX XML Cite \textit{M. Ledoux} and \textit{V. Paulauskas}, Lith. Math. J. 36, No. 4, 388--399 (1996) and Liet. Mat. Rink 36, No. 4, 486--500 (1996; Zbl 0897.60025) Full Text: DOI
Lahiri, Soumendra Nath Asymptotic expansions for sums of random vectors under polynomial mixing rates. (English) Zbl 0897.60028 Sankhyā, Ser. A 58, No. 2, 206-224 (1996). MSC: 60F05 60G60 PDF BibTeX XML Cite \textit{S. N. Lahiri}, Sankhyā, Ser. A 58, No. 2, 206--224 (1996; Zbl 0897.60028)
Borovkov, A. A.; Mogul’skij, A. A. The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks. (English. Russian original) Zbl 0878.60023 Sib. Math. J. 37, No. 4, 647-682 (1996); translation from Sib. Mat. Zh. 37, No. 4, 745-782 (1996). Reviewer: B.Kryžienė (Vilnius) MSC: 60F10 60K05 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogul'skij}, Sib. Math. J. 37, No. 4, 647--682 (1996; Zbl 0878.60023); translation from Sib. Mat. Zh. 37, No. 4, 745--782 (1996) Full Text: DOI
Zuev, N. U. Estimates of the convergence rate in the central limit theorem for random fields satisfying Cramer’s condition and the strong mixing condition. (Russian. English summary) Zbl 0868.60017 Izv. Akad. Nauk Belarusi, Ser. Fiz.-Mat. Nauk 1996, No. 2, 29-34 (1996). Reviewer: B.Kryžienė (Vilnius) MSC: 60F05 60G60 PDF BibTeX XML Cite \textit{N. U. Zuev}, Izv. Akad. Nauk Belarusi, Ser. Fiz.-Mat. Nauk 1996, No. 2, 29--34 (1996; Zbl 0868.60017)
García-Soidán, P. Asymptotic expansions for statistics computed from spatial data. (English) Zbl 0848.62009 Test 5, No. 1, 61-76 (1996). MSC: 62E20 62H11 PDF BibTeX XML Cite \textit{P. García-Soidán}, Test 5, No. 1, 61--76 (1996; Zbl 0848.62009) Full Text: DOI
Gushchin, A. A. On asymptotic optimality of estimators of parameters under the LAQ condition. (English. Russian original) Zbl 0898.62031 Theory Probab. Appl. 40, No. 2, 261-272 (1995); translation from Teor. Veroyatn. Primen. 40, No. 2, 286-300 (1995). MSC: 62F12 62M05 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Teor. Veroyatn. Primen. 40, No. 2, 286--300 (1995; Zbl 0898.62031); translation from Teor. Veroyatn. Primen. 40, No. 2, 286--300 (1995)