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Exact recovery of community detection in k-community Gaussian mixture models
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- European Journal of Applied Mathematics , First View
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- 18 September 2024, pp. 1-33
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Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
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- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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- 31 October 2023, pp. 741-754
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- September 2024
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Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 24 April 2023, pp. 1281-1292
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- December 2023
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Central limit theorem for bifurcating markov chains under L2-ergodic conditions
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 15 June 2022, pp. 999-1031
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- December 2022
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STOCHASTIC MODELLING AND STATISTICAL ANALYSIS OF SPATIAL AND LONG-RANGE DEPENDENT DATA
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- Bulletin of the Australian Mathematical Society / Volume 106 / Issue 1 / August 2022
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- 10 June 2022, pp. 170-173
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- August 2022
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STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS
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- Bulletin of the Australian Mathematical Society / Volume 101 / Issue 2 / April 2020
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- 08 January 2020, pp. 345-347
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- April 2020
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ASYMPTOTIC BEHAVIORS FOR CORRELATED BERNOULLI MODEL
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- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 4 / October 2020
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- 11 July 2019, pp. 570-582
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Asymptotic behavior for the Robbins–Monro process
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 559-570
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- June 2018
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NONSTANDARD ESTIMATION FOR THE VON MISES FISHER DISTRIBUTION
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- Bulletin of the Australian Mathematical Society / Volume 97 / Issue 3 / June 2018
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- 07 March 2018, pp. 520-522
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- June 2018
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On the two-filter approximations of marginal smoothing distributions in general state-space models
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- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
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- 20 March 2018, pp. 154-177
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- March 2018
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Moderate deviation principles for importance sampling estimators of risk measures
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 490-506
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- June 2017
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Estimating the large mutation parameter of the Ewens sampling formula
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 42-54
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- March 2017
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Statistical inference for partially observed branching processes with immigration
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 82-95
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- March 2017
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DETECTING AND MODELLING SERIAL DEPENDENCE IN NONGAUSSIAN AND NONLINEAR TIME SERIES
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 1 / February 2017
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- 02 November 2016, pp. 169-171
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- February 2017
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Large deviations for the Ornstein-Uhlenbeck process with shift
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 880-901
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- September 2015
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Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
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- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
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- 30 January 2018, pp. 1006-1024
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- December 2013
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Consistency of Sample Estimates of Risk Averse Stochastic Programs
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 533-541
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- June 2013
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Central Limit Theorems for Law-Invariant Coherent Risk Measures
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 1-21
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- March 2012
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Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
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- 14 July 2016, pp. 295-306
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- August 2011
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Perfect posterior simulation for mixture and hidden Markov models
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- LMS Journal of Computation and Mathematics / Volume 13 / January 2010
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- 01 August 2010, pp. 246-259
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