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Bojan Basrak
Bojan Basrak
Professor, University of Zagreb, Faculty of Science, Department of Mathematics
Verified email at math.pmf.unizg.hr - Homepage
Title
Cited by
Cited by
Year
Regular variation of GARCH processes
B Basrak, RA Davis, T Mikosch
Stochastic processes and their applications 99 (1), 95-115, 2002
4852002
Regularly varying multivariate time series
B Basrak, J Segers
Stochastic processes and their applications 119 (4), 1055-1080, 2009
2692009
A characterization of multivariate regular variation
B Basrak, RA Davis, T Mikosch
The Annals of Applied Probability 12 (3), 908-920, 2002
2462002
The sample autocorrelation function of non-linear time series
B Basrak
712000
Plasticity of the Streptomyces genome-evolution and engineering of new antibiotics
D Hranueli, J Cullum, B Basrak, P Goldstein, PF Long
Current medicinal chemistry 12 (14), 1697-1704, 2005
662005
A functional limit theorem for dependent sequences with infinite variance stable limits
B Basrak, D Krizmanić, J Segers
652012
An invariance principle for sums and record times of regularly varying stationary sequences
B Basrak, H Planinić, P Soulier
Probability Theory and Related Fields 172 (3), 869-914, 2018
562018
Sample ACF of multivariate stochastic recurrence equations with applications to GARCH
RA Davis, T Mikosch, B Basrak
preprint, 99-5, 1999
461999
A note on vague convergence of measures
B Basrak, H Planinić
Statistics & probability letters 153, 180-186, 2019
452019
The sample ACF of a simple bilinear process
B Basrak, RA Davis, T Mikosch
Stochastic processes and their applications 83 (1), 1-14, 1999
411999
A functional limit theorem for partial sums of dependent random variables with infinite variance
B Basrak, D Krizmanic, J Segers
Annals of Probability 1295 (10.1214), 2010
382010
A complete convergence theorem for stationary regularly varying multivariate time series
B Basrak, A Tafro
Extremes 19 (3), 549-560, 2016
242016
Compound Poisson approximation for regularly varying fields with application to sequence alignment
B Basrak, H Planinić
222021
Limit theorems for the inductive mean on metric trees
B Basrak
Journal of applied probability 47 (4), 1136-1149, 2010
212010
Copulas in QTL mapping
B Basrak, CAJ Klaassen, M Beekman, NG Martin, DI Boomsma
Behavior genetics 34 (2), 161-171, 2004
192004
Heavy-tailed branching process with immigration
B Basrak, R Kulik, Z Palmowski
Stochastic models 29 (4), 413-434, 2013
182013
Fisher-tippett theorem
B Basrak
International Encyclopedia of Statistical Science, 525-526, 2011
172011
A limit theorem for moving averages in the α-stable domain of attraction
B Basrak, D Krizmanić
Stochastic processes and their applications 124 (2), 1070-1083, 2014
162014
Extreme eigenvalue statistics of m-dependent heavy-tailed matrices
B Basrak, Y Cho, J Heiny, P Jung
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 57 (4 …, 2021
142021
On the total claim amount for marked Poisson cluster models
B Basrak, O Wintenberger, P Žugec
Advances in applied probability 51 (2), 541-569, 2019
122019
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Articles 1–20