319 citations · 484 across the 28 of their papers we have counts for
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math.PR2012★ 3 cited
On matrix exponential approximations of the infimum of a spectrally negative Levy process
Florin Avram, Andras Horvath, M. R. Pistorius
We recall four open problems concerning constructing high-order matrix-exponential approximations for the infimum of a spectrally negative Levy process (with applications to first-…
math.PR2012★ 1 cited
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Hol…