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Long Bai
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Cited by
Year
On generalised Piterbarg constants
B Long, K Debicki, E Hashorva, L Luo
Methodology and Computing in Applied Probability 20 (1), 137-164, 2018
372018
Extremes of threshold-dependent Gaussian processes
L Bai, K Dȩbicki, E Hashorva, L Ji
Science China Mathematics 61, 1971-2002, 2018
142018
Parisian ruin of the Brownian motion risk model with constant force of interest
L Bai, L Luo
Statistics & Probability Letters 120, 34-44, 2017
112017
Extremes of vector-valued Gaussian processes with trend
L Bai, K Dȩbicki, P Liu
Journal of Mathematical Analysis and Applications 465 (1), 47-74, 2018
72018
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
L Bai
Scandinavian Actuarial Journal 2018 (6), 514-528, 2018
72018
Approximation of Kolmogorov–Smirnov test statistic
L Bai, D Kalaj
Stochastics 93 (7), 993-1027, 2021
52021
Extremes of α(t)-locally stationary Gaussian processes with non-constant variances
L Bai
Journal of Mathematical Analysis and Applications 446 (1), 248-263, 2017
52017
Drawdown and drawup for fractional Brownian motion with trend
L Bai, P Liu
Journal of Theoretical Probability 32, 1581-1612, 2019
22019
On generalized Piterbarg-Berman function
C Ling, H Zhang, L Bai
arXiv preprint arXiv:1905.09599, 2019
22019
Extremes of Gaussian chaos processes with trend
L Bai
Journal of Mathematical Analysis and Applications 473 (2), 1358-1376, 2019
22019
Extremes of Lp-norm of vector-valued Gaussian processes with trend
L Bai
Stochastics 90 (8), 1111-1144, 2018
22018
Extremes of Gaussian random fields with non-additive dependence structure
L Bai, K Debicki, P Liu
arXiv preprint arXiv:2108.09225, 2021
12021
Extremes of Locally-stationary Chi-square processes on discrete grids
L Bai
arXiv preprint arXiv:1807.11687, 2018
12018
Ruin problem for Brownian motion risk model with interest rate and tax payment
L Bai, P Liu
arXiv preprint arXiv:1806.04889, 2018
12018
Spatio-temporal Modelling of Extreme Low Birth Rates in US Counties
Y Zhang, K Wang, L Bai, Y Chen, C Ling
2023
Spatio-temporal Modelling of Extreme Low Birth Rates in the US
Y Zhang, K Wang, L Bai, Y Chen, C Ling
Environmental and Ecological Statistics, 2023
2023
Estimation of Change-Point Models
L Bai
Journal of Mathematical Sciences 262 (4), 425-441, 2022
2022
Extremes of standard multifractional Brownian motion
L Bai
Statistics & Probability Letters 159, 108697, 2020
2020
Estimation of change-point models
L Bai
arXiv preprint arXiv:1805.00239, 2018
2018
Extended Gaussian Threshold Dependent Risk Models
L Bai
Université de Lausanne, Faculté des hautes études commerciales, 2018
2018
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