On generalised Piterbarg constants B Long, K Debicki, E Hashorva, L Luo Methodology and Computing in Applied Probability 20 (1), 137-164, 2018 | 37 | 2018 |
Extremes of threshold-dependent Gaussian processes L Bai, K Dȩbicki, E Hashorva, L Ji Science China Mathematics 61, 1971-2002, 2018 | 14 | 2018 |
Parisian ruin of the Brownian motion risk model with constant force of interest L Bai, L Luo Statistics & Probability Letters 120, 34-44, 2017 | 11 | 2017 |
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon L Bai Scandinavian Actuarial Journal 2018 (6), 514-528, 2018 | 8 | 2018 |
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 | 7 | 2018 |
Approximation of Kolmogorov–Smirnov test statistic L Bai, D Kalaj Stochastics 93 (7), 993-1027, 2021 | 6 | 2021 |
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 | 5 | 2017 |
Drawdown and drawup for fractional Brownian motion with trend L Bai, P Liu Journal of Theoretical Probability 32, 1581-1612, 2019 | 3 | 2019 |
On generalized Piterbarg-Berman function C Ling, H Zhang, L Bai arXiv preprint arXiv:1905.09599, 2019 | 2 | 2019 |
Extremes of Gaussian chaos processes with trend L Bai Journal of Mathematical Analysis and Applications 473 (2), 1358-1376, 2019 | 2 | 2019 |
Extremes of Lp-norm of vector-valued Gaussian processes with trend L Bai Stochastics 90 (8), 1111-1144, 2018 | 2 | 2018 |
Extremes of Gaussian random fields with non-additive dependence structure L Bai, K Debicki, P Liu arXiv preprint arXiv:2108.09225, 2021 | 1 | 2021 |
Extremes of Locally-stationary Chi-square processes on discrete grids L Bai arXiv preprint arXiv:1807.11687, 2018 | 1 | 2018 |
Ruin problem for Brownian motion risk model with interest rate and tax payment L Bai, P Liu arXiv preprint arXiv:1806.04889, 2018 | 1 | 2018 |
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 |