Ivanovs, Jevgenijs; Thøstesen, Jakob D. Lévy processes conditioned to stay in a half-space with applications to directional extremes. (English) Zbl 07700000 Mod. Stoch., Theory Appl. 10, No. 1, 59-75 (2023). MSC: 60G51 60G17 60F17 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Mod. Stoch., Theory Appl. 10, No. 1, 59--75 (2023; Zbl 07700000) Full Text: DOI arXiv
Ivanovs, Jevgenijs; Podolskij, Mark Optimal estimation of the supremum and occupation times of a self-similar Lévy process. (English) Zbl 1493.62501 Electron. J. Stat. 16, No. 1, 892-934 (2022). MSC: 62M05 62G20 60F05 62G15 60G18 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{M. Podolskij}, Electron. J. Stat. 16, No. 1, 892--934 (2022; Zbl 1493.62501) Full Text: DOI Link
Ivanovs, Jevgenijs; Thøstesen, Jakob D. Discretization of the Lamperti representation of a positive self-similar Markov process. (English) Zbl 1469.60099 Stochastic Processes Appl. 137, 200-221 (2021). MSC: 60F17 60G18 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{J. D. Thøstesen}, Stochastic Processes Appl. 137, 200--221 (2021; Zbl 1469.60099) Full Text: DOI arXiv
Bisewski, Krzysztof; Ivanovs, Jevgenijs Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. (English) Zbl 1459.60098 Electron. J. Probab. 25, Paper No. 113, 33 p. (2020). MSC: 60G51 60F99 PDFBibTeX XMLCite \textit{K. Bisewski} and \textit{J. Ivanovs}, Electron. J. Probab. 25, Paper No. 113, 33 p. (2020; Zbl 1459.60098) Full Text: DOI arXiv Euclid
Asmussen, Søren; Ivanovs, Jevgenijs A factorization of a Lévy process over a phase-type horizon. (English) Zbl 1411.60068 Stoch. Models 34, No. 4, 397-408 (2018); correction ibid. 35, No. 4, 523 (2019). MSC: 60G51 60J27 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{J. Ivanovs}, Stoch. Models 34, No. 4, 397--408 (2018; Zbl 1411.60068) Full Text: DOI arXiv
Ivanovs, Jevgenijs Zooming in on a Lévy process at its supremum. (English) Zbl 1391.60107 Ann. Appl. Probab. 28, No. 2, 912-940 (2018). MSC: 60G51 60F17 60G18 60G52 PDFBibTeX XMLCite \textit{J. Ivanovs}, Ann. Appl. Probab. 28, No. 2, 912--940 (2018; Zbl 1391.60107) Full Text: DOI arXiv Euclid
Ivanovs, Jevgenijs Splitting and time reversal for Markov additive processes. (English) Zbl 1367.60095 Stochastic Processes Appl. 127, No. 8, 2699-2724 (2017). MSC: 60J25 60J55 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs}, Stochastic Processes Appl. 127, No. 8, 2699--2724 (2017; Zbl 1367.60095) Full Text: DOI arXiv
Ivanovs, Jevgenijs Sparre Andersen identity and the last passage time. (English) Zbl 1344.60047 J. Appl. Probab. 53, No. 2, 600-605 (2016). MSC: 60G51 60G50 60G09 PDFBibTeX XMLCite \textit{J. Ivanovs}, J. Appl. Probab. 53, No. 2, 600--605 (2016; Zbl 1344.60047) Full Text: DOI arXiv Euclid
Ivanovs, Jevgenijs; Mandjes, Michel Transient analysis of a stationary Lévy-driven queue. (English) Zbl 1356.60145 Stat. Probab. Lett. 107, 341-347 (2015). MSC: 60K25 60G51 PDFBibTeX XMLCite \textit{J. Ivanovs} and \textit{M. Mandjes}, Stat. Probab. Lett. 107, 341--347 (2015; Zbl 1356.60145) Full Text: DOI arXiv