Research output per year
Research output per year
- 15 results
Search results
-
2024
Extreme Behavior of Competing Risks with Random Sample Size
Bai, L., Hu, K., Wen, C., Tan, Z. & Ling, C., 21 Aug 2024, In: Axioms. 13, 08Research output: Contribution to journal › Article › peer-review
Open Access -
2022
Estimation of Change-Point Models
Bai, L., Apr 2022, In: Journal of Mathematical Sciences (United States). 262, 4, p. 425-441 17 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2021
Approximation of Kolmogorov–Smirnov test statistic
Bai, L. & Kalaj, D., 2021, In: Stochastics. 93, 7, p. 993-1027 35 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
Extremes of Gaussian random fields with non-additive dependence structure
Bai, L., Dȩbicki, K. & Liu, P., 2021, (Submitted) In: Advances in Applied Probability.Research output: Contribution to journal › Article › peer-review
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2020
Estimation of change-point models
Bai, L., 2020, In: Fundamental and Applied Mathematics. 23, 1, p. 51-73 23 p.Research output: Contribution to journal › Article › peer-review
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Extremes of standard multifractional Brownian motion
Bai, L., Apr 2020, In: Statistics and Probability Letters. 159, 108697.Research output: Contribution to journal › Article › peer-review
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2019
Drawdown and Drawup for Fractional Brownian Motion with Trend
Bai, L. & Liu, P., 1 Sept 2019, In: Journal of Theoretical Probability. 32, 3, p. 1581-1612 32 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
Extremes of Gaussian chaos processes with trend
Bai, L., 15 May 2019, In: Journal of Mathematical Analysis and Applications. 473, 2, p. 1358-1376 19 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
2018
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Bai, L., 3 Jul 2018, In: Scandinavian Actuarial Journal. 2018, 6, p. 514-528 15 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Extremes of Lp-norm of vector-valued Gaussian processes with trend
Bai, L., 17 Nov 2018, In: Stochastics. 90, 8, p. 1111-1144 34 p.Research output: Contribution to journal › Review article › peer-review
Open Access1 Citation (Scopus) -
Extremes of threshold-dependent Gaussian processes
Bai, L., Dȩbicki, K., Hashorva, E. & Ji, L., 1 Nov 2018, In: Science China Mathematics. 61, 11, p. 1971-2002 32 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Citations (Scopus) -
Extremes of vector-valued Gaussian processes with Trend
Bai, L., Dȩbicki, K. & Liu, P., 1 Sept 2018, In: Journal of Mathematical Analysis and Applications. 465, 1, p. 47-74 28 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Citations (Scopus) -
On Generalised Piterbarg Constants
Bai, L., Dȩbicki, K., Hashorva, E. & Luo, L., 1 Mar 2018, In: Methodology and Computing in Applied Probability. 20, 1, p. 137-164 28 p.Research output: Contribution to journal › Article › peer-review
21 Citations (Scopus) -
2017
Extremes of α(t)-locally stationary Gaussian processes with non-constant variances
Bai, L., 1 Feb 2017, In: Journal of Mathematical Analysis and Applications. 446, 1, p. 248-263 16 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
Parisian ruin of the Brownian motion risk model with constant force of interest
Bai, L. & Luo, L., 1 Jan 2017, In: Statistics and Probability Letters. 120, p. 34-44 11 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Citations (Scopus)