53 citations · 97 across the 14 of their papers we have counts for
3 papers · 1 filter
Extreme eigenvalue statistics of -dependent heavy-tailed matrices
Bojan Basrak, Yeonok Cho, Johannes Heiny +1
We analyze the largest eigenvalue statistics of m-dependent heavy-tailed Wigner matrices as well as the associated sample covariance matrices having entry-wise regularly varying ta…
Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration
Matyas Barczy, Bojan Basrak, Péter Kevei +2
We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly var…
On total claim amount for marked Poisson cluster models
Bojan Basrak, Olivier Wintenberger, Petra Zugec
We study the asymptotic distribution of the total claim amount for marked Poisson cluster models. The marks determine the size and other characteristics of the individual claims an…