7 citations · 22 across the 17 of their papers we have counts for
4 papers · 1 filter
Extremes and Limit Theorems for Difference of Chi-type processes
P. Albin, E. Hashorva, L. Ji +1
Let be random processes defined as the differences of two independent stationary chi-type processes with and degrees of freedom. In appl…
On maxima of chi-processes over threshold dependent grids
Chengxiu Ling, Zhongquan Tan
In this paper, with motivation from [30] by Piterbarg (Extremes 7:161--177, 2004) and the considerable interest in stationary chi-processes, we derive asymptotic joint distribution…
Comparison Inequalities for Order Statistics of Gaussian Arrays
K. Debicki, E. Hashorva, L. Ji +1
Normal comparison lemma and Slepian's inequality are essential tools in the study of Gaussian processes. In this paper we extend normal comparison lemma and derive various related…
Approximations of Weyl fractional-order integrals with insurance applications
Chengxiu Ling, Zuoxiang Peng
In this paper, we investigate the approximations of generalized Weyl fractional-order integrals in extreme value theory framework. We present three applications of our asymptotic r…