Basrak, Bojan
- Regularly varying multivariate time series
2007/07/26 by Bojan Basrak, Basrak, Bojan, Johan Segers +1 · 6 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #60F05 (Primary) #60G70 (Secondary) #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Heavy tailed branching process with immigration
2012/07/30 by Basrak, Bojan, Kulik, Rafał, Palmowski, Zbigniew · 2 citations
#FOS: Mathematics #Probability (math.PR)
- An invariance principle for sums and record times of regularly varying stationary sequences
2016/09/02 by Basrak, Bojan, Planinic, Hrvoje, Soulier, Philippe · 2 citations
#60F17 #60G51 #60G52 #60G55 #60G70 #FOS: Mathematics #Probability (math.PR)
- Foundations of regular variation on topological spaces
2025/03/02 by Bojan Basrak, Basrak, Bojan, Nikolina Milinčević +3 · 3 citations
Computer Science · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR)
- Limit Theorems for Branching Processes with Immigration in a Random Environment
2020/02/03 by Bojan Basrak, Basrak, Bojan, Péter Kevei +1 · 1 citation
Mathematics · Physics and Astronomy · #60F05 #60J80 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics