Books:
"Stationary and Related Stochastic Processes" (with Harald Cramer), Wiley, N.Y, 1967.
"Extremes and Related Properties of Random Sequences and Processes" (with G. Lindgren and H. Rootzen), Springer-Verlag, N.Y., 1983.
Articles:
Limit theorems for strongly mixing stationary random measures (with T. Hsing), Stochastic Processes and their Applications, 36 (1990), 231-243.
On a basis for 'Peaks over Threshold' modeling, Statistics and Probability Letters, 12 (1991), 357-362.
On central limit theory for families of strongly mixing additive random functions (with H. Rootzen), in "Festschrift in Honour of G. Kallianpur" (S. Cambanis, et al.,eds), Springer-Verlag, N.Y (1993), 211-223.
Extremes and exceedance measures for continuous parameter stationary processes, in "Extreme Value Theory and Applications" (J. Galambos et al., eds.), Kluwer Academic Publishers (1994), 371-388.
On high level exceedance modeling and tail inference, Journal of Statistical Planning and Inference (1995),45, 247-260. |