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Technical Reports
J.R. Kurz-Kim, S. T. Rachev, G. Samorodnitsky and S. Stoyanov, ``Asymptotic
distribution of unbiased linear estimators in the presence of
heavy-tailed stochastic regressors and residuals''pdf
file
H. Hult, F. Lindskog, T. Mikosch and G. Samorodnitsky,
``Functional large deviations for multivariate regular varying random
walks''pdf
file
S. Cohen and G. Samorodnitsky "Random rewards,
Fractional Brownian local times and stable self-similar processes"pdf
file
G. Fay, B. Gonzalez-Arevalo, T. Mikosch and G. Samorodnitsky
"Modeling teletraffic arrivals by a Poisson cluster process"pdf
file
Danielsson, J., N. Jorgensen, B., Sarma, M.,
Samorodnitsky, G. and de Vries, C.G. ``Subadditivity Reexamined: the
case for Value--at--Risk''pdf file
Mikosch, T. and Samorodnitsky, G. "Scaling limits for workload
process"pdf file
Roy, P. and Samorodnitsky, G. "Stationary symmetric alpha-stable
discrete parameter random fields"pdf file
Roy, P. and Samorodnitsky, G. "Maharam extension for nonsigular
group actions"pdf
file
Alparslan, T. and Samorodnitsky, G. "Ruin Probability with Certain
Stationary Stable Claims Generated by Conservative Flows"pdf file
Alparslan, T. and Samorodnitsky, G. "Asymptotic Analysis of
Exceedance Probability with Stationary Stable Steps Generated by
Dissipative Flows
pdf file
Hult, H. and Samorodnitsky, G. ``Tail probabilities for
infinite series of regularly varying random vectors''
pdf file
Samorodnitsky, G. "Long range dependence"pdf
file
Ghosh, S. and Samorodnitsky, G. ``The effect of memory on
functional large deviations of infinite moving average processes'' pdf
file
Jacobsen, M., Mikosch, T., Rosinski, J. and Samorodnitsky,
G. ``Inverse problems for regular variation of linear filters, a
cancellation property for $\sigma$-finite measures, and
identification of stable laws'' pdf
file
Adler, R., Samorodnitsky, G. and Taylor, J. ``Excursion sets of
stable random fields''pdf
file
Fasen, V. and Samorodnitsky, G. ``The workload process with a
Poisson cluster input can look like a Fractional Brownian motion
even in the slow growth regime''pdf
file
Last revised: 08/07/2007
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