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Modern Stochastics: Theory and Applications


Cited by 5
Randomly stopped maximum and maximum of sums with consistently varying distributions

Asymptotic risk decomposition for regularly varying distributions with tail dependence
Eglė Jaunė, Jonas Šiaulys
https://doi.org/10.1016/j.amc.2022.127164
Journal  Applied Mathematics and Computation Volume 427 (2022), p. 127164
Closure properties of O-exponential distributions
Svetlana Danilenko, Jonas Šiaulys, Gediminas Stepanauskas
https://doi.org/10.1016/j.spl.2018.04.012
Journal  Statistics & Probability Letters Volume 140 (2018), p. 63
Closure property of consistently varying random variables based on precise large deviation principles
Shijie Wang, Duo Guo, Wensheng Wang
https://doi.org/10.1080/03610926.2018.1459717
Journal  Communications in Statistics - Theory and Methods Volume 48, Issue 9 (2019), p. 2218
Expectation of the truncated randomly weighted sums with dominatedly varying summands
Eglė Jaunė, Olena Ragulina, Jonas Šiaulys
https://doi.org/10.1007/s10986-018-9408-1
Journal  Lithuanian Mathematical Journal Volume 58, Issue 4 (2018), p. 421
Randomly stopped minima and maxima with exponential-type distributions
Olena Ragulina, Jonas Šiaulys
https://doi.org/10.15388/NA.2019.2.9
Journal  Nonlinear Analysis: Modelling and Control Volume 24, Issue 2 (2019), p. 297


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