128 citations · 128 across the 3 of their papers we have counts for
3 papers
Busy period, time of the first loss of a customer and the number of customers in
Tetyana Kadankova, Victor Kadankov, Noel Veraverbeke
A two-sided exit problem is solved for a difference of a compound Poisson process and a compound renewal process. More precisely, the Laplace transforms of the joint distribution o…
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
Marek Omelka, Irène Gijbels, Noël Veraverbeke
We reconsider the existing kernel estimators for a copula function, as proposed in Gijbels and Mielniczuk [Comm. Statist. Theory Methods 19 (1990) 445--464], Fermanian, Radulovič a…
On several two-boundary problems for a particular class of Lévy processes
Tetyana Kadankova, Noël Veraverbeke
Several two-boundary problems are solved for a special Lévy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Po…