Edit Profile (opens in new tab) Maller, Ross Arthur Co-Author Distance Author ID: maller.ross-arthur Published as: Maller, R. A.; Maller, Ross A.; Maller, Ross; Maller, R.; Maller, Ross Arthur more...less Documents Indexed: 141 Publications since 1974, including 2 Books and 5 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 52 Co-Authors with 107 Joint Publications 1,490 Co-Co-Authors all top 5 Co-Authors 34 single-authored 11 Doney, Ronald Arthur 10 Griffin, Philip S. 10 Ipsen, Yuguang F. 10 Kesten, Harry 9 Buchmann, Boris 8 Klüppelberg, Claudia 8 Mason, David M. 7 Resnick, Sidney Ira 7 Shemehsavar, Soudabeh 7 Zhou, Sean 5 Lindner, Alexander M. 5 Szimayer, Alex 4 Zhou, Xian 3 Erickson, K. Bruce 3 Goldie, Charles M. 3 Kaehler, Benjamin D. 3 Szimayer, Alexander 3 Vu, Hien T. V. 2 Bertoin, Jean 2 Fan, Yuguang 2 Ghitany, Mohamed E. 2 Müller, Gernot J. 1 Bankovsky, Damien 1 Basawa, Ishwar V. 1 Behme, Anita Diana 1 Brokate, Martin 1 Escobar-Bach, Mikael 1 Hall, Peter Gavin 1 Heyde, Christopher Charles 1 Huang, Fei 1 Kevei, Péter 1 Klass, Michael J. 1 Kostadinova, Radostina 1 Kyprianou, Andreas E. 1 Ning, Xu 1 Pakes, Anthony G. 1 Park, Hyun Suk 1 Roberts, Dale O. 1 Savov, Mladen Svetoslavov 1 Schindler, Tanja I. 1 Schmidli, Peter C. 1 Seneta, Eugene 1 Seydel, Roland C. 1 Solomon, David A. 1 Speed, Terence Paul 1 Sun, Liuquan 1 Tourky, Rabee 1 Turkington, Darrell A. 1 van de Vyver, Mark 1 Van Keilegom, Ingrid 1 Van Schaik, Kees 1 Wee, Derick 1 Zhao, Muzhi all top 5 Serials 16 Stochastic Processes and their Applications 10 The Annals of Probability 7 Advances in Applied Probability 6 Proceedings of the London Mathematical Society. Third Series 6 Journal of Theoretical Probability 5 Journal of Applied Probability 5 Bernoulli 4 Journal of Multivariate Analysis 4 Insurance Mathematics & Economics 4 Probability Theory and Related Fields 4 Journal of the Australian Mathematical Society. Series A 4 Electronic Journal of Probability 3 Bulletin of the Australian Mathematical Society 3 The Australian Journal of Statistics 3 Biometrika 3 Journal of the American Statistical Association 3 Statistics 3 The Annals of Applied Probability 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Extremes 2 Theory of Probability and its Applications 2 Transactions of the American Mathematical Society 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Markov Processes and Related Fields 1 The Canadian Journal of Statistics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Acta Scientiarum Mathematicarum 1 Annals of the Institute of Statistical Mathematics 1 Biometrical Journal 1 Biometrics 1 Journal of Econometrics 1 Statistica Neerlandica 1 Studia Scientiarum Mathematicarum Hungarica 1 Mathematical Methods of Statistics 1 Statistica Sinica 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 Australian & New Zealand Journal of Statistics 1 The Econometrics Journal 1 Statistical Inference for Stochastic Processes 1 Theory of Stochastic Processes 1 Cambridge Studies in Mathematical Biology 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 113 Probability theory and stochastic processes (60-XX) 57 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 117 Publications have been cited 1,362 times in 834 Documents Cited by ▼ Year ▼ Survival analysis with long-term survivors. Zbl 1151.62350 Maller, Ross A.; Zhou, Xian 168 1996 Ruin probabilities and overshoots for general Lévy insurance risk processes. Zbl 1066.60049 Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. 101 2004 A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093 Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 79 2004 Stability of perpetuities. Zbl 1023.60037 Goldie, Charles M.; Maller, Ross A. 74 2000 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043 Doney, R. A.; Maller, R. A. 42 2002 Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes. Zbl 1080.60056 Lindner, Alexander; Maller, Ross 35 2005 Estimating the proportion of immunes in a censored sample. Zbl 0764.62094 Maller, R. A.; Zhou, S. 31 1992 Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals. Zbl 1066.60053 Erickson, K. Bruce; Maller, Ross A. 29 2005 Testing for the presence of immune or cured individuals in censored survival data. Zbl 0875.62516 Maller, R. A.; Zhou, Sean 28 1995 On continuity properties of the law of integrals of Lévy processes. Zbl 1180.60042 Bertoin, Jean; Lindner, Alexander; Maller, Ross 27 2008 Exponential mixture models with long-term survivors and covariates. Zbl 0805.62028 Ghitany, M. E.; Maller, R. A.; Zhou, S. 26 1994 Passage of Lévy processes across power law boundaries at small times. Zbl 1140.60025 Bertoin, J.; Doney, R. A.; Maller, R. A. 23 2008 Stability of the overshoot for Lévy processes. Zbl 1016.60052 Doney, R. A.; Maller, R. A. 22 2002 Two renewal theorems for general random walks tending to infinity. Zbl 0855.60080 Kesten, Harry; Maller, R. A. 21 1996 A theorem on products of random variables, with application to regression. Zbl 0483.60016 Maller, R. A. 19 1981 Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models. Zbl 1124.60053 Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 19 2006 Relative stability and the strong law of large numbers. Zbl 0366.60035 Maller, R. A. 19 1978 Limiting behavior of sums and the term of maximum modulus. Zbl 0525.60036 Maller, R. A.; Resnick, S. I. 18 1984 Ornstein-Uhlenbeck processes and extensions. Zbl 1185.60036 Maller, Ross A.; Müller, Gernot; Szimayer, Alex 18 2009 Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise. Zbl 1209.60033 Behme, Anita; Lindner, Alexander; Maller, Ross 17 2011 Infinite limits and infinite limit points of random walks and trimmed sums. Zbl 0816.60067 Kesten, Harry; Maller, R. A. 15 1994 Asymptotic results for exponential mixture models with long-term survivors. Zbl 0811.62034 Ghitany, M. E.; Maller, R. A. 15 1992 A multinomial approximation for American option prices in Lévy process models. Zbl 1130.91027 Maller, Ross A.; Solomon, David A.; Szimayer, Alex 14 2006 GARCH modelling in continuous time for irregularly spaced time series data. Zbl 1155.62067 Maller, Ross A.; Müller, Gernot; Szimayer, Alex 14 2008 Path decomposition of ruinous behavior for a general Lévy insurance risk process. Zbl 1259.60051 Griffin, Philip S.; Maller, Ross A. 13 2012 Quadratic negligibility and the asymptotic normality of operator normed sums. Zbl 0773.60016 Maller, R. A. 13 1993 Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing. Zbl 1370.60088 Buchmann, Boris; Kaehler, Benjamin; Maller, Ross; Szimayer, Alexander 13 2017 Distributional representations and dominance of a Lévy process over its maximal jump processes. Zbl 1352.60065 Buchmann, Boris; Fan, Yuguang; Maller, Ross A. 13 2016 Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes. Zbl 1202.60036 Maller, Ross; Mason, David M. 12 2010 Moments of passage times for Lévy processes. Zbl 1042.60025 Doney, R. A.; Maller, R. A. 12 2004 Testing for sufficient follow-up and outliers in survival data. Zbl 0810.62098 Maller, R. A.; Zhou, S. 12 1994 Ratios of trimmed sums and order statistics. Zbl 0764.60034 Kesten, Harry; Maller, R. A. 12 1992 Relative stability of trimmed sums. Zbl 0552.60025 Maller, R. A. 10 1984 On the rate of growth of the overshoot and the maximum partial sum. Zbl 0905.60064 Griffin, P. S.; Maller, R. A. 10 1998 Asymptotics of regressions with stationary and nonstationary residuals. Zbl 1075.60507 Maller, R. A. 10 2003 Cramér’s estimate for a reflected Lévy process. Zbl 1069.60045 Doney, R. A.; Maller, R. A. 10 2005 Mathematical ecology of plant species competition: a class of deterministic models for binary mixtures of plant genotypes. Zbl 0726.92027 Pakes, Anthony G.; Maller, Ross A. 10 1990 Convergence in distribution of Lévy processes at small times with self-normalization. Zbl 1164.60008 Maller, Ross; Mason, David M. 10 2008 Asymptotic normality of lightly trimmed means - a converse. Zbl 0534.60030 Maller, R. A. 9 1982 Some properties of stochastic compactness. Zbl 0468.60028 Maller, R. A. 9 1981 Small-time versions of Strassen’s law for Lévy processes. Zbl 1157.60044 Maller, R. A. 9 2009 The time at which a Lévy process creeps. Zbl 1244.60051 Griffin, Philip S.; Maller, Ross A. 9 2011 Analysis of parametric models for competing risks. Zbl 1002.62078 Maller, Ross A.; Zhou, Xian 9 2002 On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case. Zbl 1238.60079 Bankovsky, Damien; Klüppelberg, Claudia; Maller, Ross 8 2011 New light on the portfolio allocation problem. Zbl 1058.91041 Maller, R. A.; Turkington, D. A. 8 2002 Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes. Zbl 1149.60027 Park, Hyun Suk; Maller, Ross 8 2008 Asymptotic normality of trimmed means in higher dimensions. Zbl 0656.62022 Maller, R. A. 7 1988 The effect of trimming on the strong law of large numbers. Zbl 0835.60022 Kesten, Harry; Maller, R. A. 7 1995 Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions. Zbl 0976.60082 Doney, R. A.; Maller, R. A. 7 2000 Passage times of random walks and Lévy processes across power law boundaries. Zbl 1082.60037 Doney, R. A.; Maller, R. A. 7 2005 Relative stability, characteristic functions and stochastic compactness. Zbl 0396.60020 Maller, R. A. 7 1979 On the law of large numbers for stationary sequences. Zbl 0428.60038 Maller, R. A. 7 1980 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. Zbl 1284.62119 Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees 7 2012 Convergence to stable limits for ratios of trimmed Lévy processes and their jumps. Zbl 1406.60070 Ipsen, Y. F.; Kevei, P.; Maller, R. A. 7 2018 Finite approximation schemes for Lévy processes, and their application to optimal stopping problems. Zbl 1125.60041 Szimayer, Alex; Maller, Ross A. 6 2007 Stability and other limit laws for exit times of random walks from a strip or a halfplane. Zbl 0940.60064 Kesten, Harry; Maller, R. A. 6 1999 Random walks crossing power law boundaries. Zbl 0916.60041 Kesten, H.; Maller, R. A. 6 1998 Testing for mean reversion in processes of Ornstein-Uhlenbeck type. Zbl 1056.62090 Szimayer, A.; Maller, R. 6 2004 Curve crossing for random walks reflected at their maximum. Zbl 1133.60022 Doney, Ron; Maller, Ross 5 2007 The COGARCH: a review, with news on option pricing and statistical inference. Zbl 1493.62585 Klüppelberg, Claudia; Maller, Ross; Szimayer, Alexander 5 2011 A local limit theorem for independent random variables. Zbl 0376.60053 Maller, R. A. 5 1978 Stochastic compactness of Lévy processes. Zbl 1243.60024 Maller, Ross; Mason, David M. 5 2009 An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications. Zbl 1153.60025 Buchmann, Boris; Maller, Ross; Szimayer, Alex 5 2008 Finite time ruin probabilities for tempered stable insurance risk processes. Zbl 1304.91106 Griffin, Philip S.; Maller, Ross A.; Roberts, Dale 5 2013 Trimmed Lévy processes and their extremal components. Zbl 1452.60030 Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 5 2020 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039 Ipsen, Yuguang F.; Maller, Ross A. 5 2017 Processes of \(r^{th}\) largest. Zbl 1403.60025 Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 5 2018 Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041 Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 5 2019 Finiteness of integrals of functions of Lévy processes. Zbl 1121.60057 Erickson, K. Bruce; Maller, Ross A. 4 2007 Strong laws at zero for trimmed Lévy processes. Zbl 1328.60086 Maller, Ross A. 4 2015 Generalized densities of order statistics. Zbl 0929.62009 Goldie, Charles M.; Maller, Ross A. 4 1999 On the Studentisation of random vectors. Zbl 0863.62053 Vu, H. T. V.; Maller, R. A.; Klass, M. J. 4 1996 The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component. Zbl 1232.60035 Buchmann, Boris; Maller, Ross 4 2011 Asymptotic properties of a class of mixture models for failure data: The interior and boundary cases. Zbl 0946.62088 Vu, H. T. V.; Maller, R. A.; Zhou, X. 4 1998 The likelihood ratio test for the presence of immunes in a censored sample. Zbl 0863.62015 Zhou, S.; Maller, R. A. 4 1995 Divergence of a random walk through deterministic and random subsequences. Zbl 0884.60067 Kesten, Harry; Maller, Ross A. 4 1997 A note on domains of partial attraction. Zbl 0447.60019 Maller, R. A. 4 1980 Passage time and fluctuation calculations for subexponential Lévy processes. Zbl 1338.60127 Doney, Ron; Klüppelberg, Claudia; Maller, Ross 4 2016 Functional laws for trimmed Lévy processes. Zbl 1400.60067 Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross 4 2017 Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes. Zbl 1469.60148 Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh 4 2020 On the exponential model for survival. Zbl 0651.62071 Maller, R. A. 3 1988 Regression with autoregressive errors - some asymptotic results. Zbl 0669.62053 Maller, R. A. 3 1989 Some consisteny results on projection pursuit estimators of location and scale. Zbl 0683.62030 Maller, R. A. 3 1989 On compactness properties of the exit position of a random walk from an interval. Zbl 1027.60041 Griffin, P. S.; Maller, R. A. 3 1999 Random walks crossing high level curved boundaries. Zbl 0919.60070 Kesten, Harry; Maller, R. A. 3 1998 Drift to infinity and the strong law for subordinated random walks and Lévy processes. Zbl 1075.60044 Erickson, K. B.; Maller, Ross A. 3 2005 Defining extremes and trimming by minimum covering sets. Zbl 0703.60015 Maller, R. A. 3 1990 On one-sided boundedness of normed partial sums. Zbl 0416.60035 Maller, R. A. 3 1980 On the law of the iterated logarithm in the infinite variance case. Zbl 0443.60028 Maller, R. A. 3 1980 The probability that the largest observation is censored. Zbl 0781.60023 Maller, R. A.; Zhou, S. 3 1993 A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028 Goldie, Charles M.; Maller, Ross A. 3 1996 Matrix normalized convergence of a Lévy process to normality at zero. Zbl 1316.60068 Maller, Ross A.; Mason, David M. 3 2015 The large-sample distribution of the maximum Sharpe ratio with and without short sales. Zbl 1431.62481 Maller, Ross; Roberts, Steven; Tourky, Rabee 3 2016 Testing for reduction to random walk in autoregressive conditional heteroskedasticity models. Zbl 1018.62071 Klüppelberg, Claudia; Maller, Ross A.; van de Vyver, Mark; Wee, Derick 3 2002 Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up. Zbl 07474113 Escobar-Bach, Mikael; Maller, Ross; Van Keilegom, Ingrid; Zhao, Muzhi 3 2022 Small and large time stability of the time taken for a Lévy process to cross curved boundaries. Zbl 1267.60053 Griffin, Philip S.; Maller, Ross A. 3 2013 A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution. Zbl 0641.60036 Maller, R. A. 2 1988 Almost sure relative stability of the overshoot of power law boundaries. Zbl 1112.60036 Doney, R. A.; Maller, R. A. 2 2007 Stability of the exit time for Lévy processes. Zbl 1232.60037 Griffin, Philip S.; Maller, Ross A. 2 2011 A review of some asymptotic properties of trimmed sums of multivariate data. Zbl 0734.62033 Maller, R. A. 2 1991 Estimation of the cure rate for distributions in the Gumbel maximum domain of attraction under insufficient follow-up. Zbl 07474113 Escobar-Bach, Mikael; Maller, Ross; Van Keilegom, Ingrid; Zhao, Muzhi 3 2022 Extremes of censored and uncensored lifetimes in survival data. Zbl 1493.62560 Maller, Ross; Resnick, Sidney 2 2022 Splitting the sample at the largest uncensored observation. Zbl 07594058 Maller, Ross; Resnick, Sidney; Shemehsavar, Soudabeh 1 2022 A generalised Dickman distribution and the number of species in a negative binomial process model. Zbl 1490.60112 Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh 1 2021 Trimmed Lévy processes and their extremal components. Zbl 1452.60030 Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 5 2020 Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes. Zbl 1469.60148 Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh 4 2020 Modelling life tables with advanced ages: an extreme value theory approach. Zbl 1446.91062 Huang, Fei; Maller, Ross; Ning, Xu 2 2020 Size biased sampling from the Dickman subordinator. Zbl 1455.60067 Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh 2 2020 Ratios of ordered points of point processes with regularly varying intensity measures. Zbl 1403.60041 Ipsen, Yuguang; Maller, Ross; Resnick, Sidney 5 2019 Small time convergence of subordinators with regularly or slowly varying canonical measure. Zbl 1422.60088 Maller, Ross; Schindler, Tanja 1 2019 Convergence to stable limits for ratios of trimmed Lévy processes and their jumps. Zbl 1406.60070 Ipsen, Y. F.; Kevei, P.; Maller, R. A. 7 2018 Processes of \(r^{th}\) largest. Zbl 1403.60025 Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 5 2018 Matrix normalised stochastic compactness for a Lévy process at zero. Zbl 1395.60053 Maller, Ross A.; Mason, David M. 1 2018 Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing. Zbl 1370.60088 Buchmann, Boris; Kaehler, Benjamin; Maller, Ross; Szimayer, Alexander 13 2017 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039 Ipsen, Yuguang F.; Maller, Ross A. 5 2017 Functional laws for trimmed Lévy processes. Zbl 1400.60067 Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross 4 2017 Small-time almost-sure behaviour of extremal processes. Zbl 1425.60046 Maller, Ross A.; Schmidli, Peter C. 2 2017 Distributional representations and dominance of a Lévy process over its maximal jump processes. Zbl 1352.60065 Buchmann, Boris; Fan, Yuguang; Maller, Ross A. 13 2016 Passage time and fluctuation calculations for subexponential Lévy processes. Zbl 1338.60127 Doney, Ron; Klüppelberg, Claudia; Maller, Ross 4 2016 The large-sample distribution of the maximum Sharpe ratio with and without short sales. Zbl 1431.62481 Maller, Ross; Roberts, Steven; Tourky, Rabee 3 2016 Small time almost sure comparisons between a Lévy process and its maximal jump processes. Zbl 1361.60032 Maller, R. 2 2016 Strong laws at zero for trimmed Lévy processes. Zbl 1328.60086 Maller, Ross A. 4 2015 Matrix normalized convergence of a Lévy process to normality at zero. Zbl 1316.60068 Maller, Ross A.; Mason, David M. 3 2015 Laws of the iterated logarithm for self-normalised Lévy processes at zero. Zbl 1309.60024 Buchmann, Boris; Maller, Ross A.; Mason, David M. 1 2015 Finite time ruin probabilities for tempered stable insurance risk processes. Zbl 1304.91106 Griffin, Philip S.; Maller, Ross A.; Roberts, Dale 5 2013 Small and large time stability of the time taken for a Lévy process to cross curved boundaries. Zbl 1267.60053 Griffin, Philip S.; Maller, Ross A. 3 2013 A characterization of small and large time limit laws for self-normalized Lévy processes. Zbl 1277.60083 Maller, Ross; Mason, David M. 2 2013 Path decomposition of ruinous behavior for a general Lévy insurance risk process. Zbl 1259.60051 Griffin, Philip S.; Maller, Ross A. 13 2012 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases. Zbl 1284.62119 Griffin, Philip S.; Maller, Ross A.; van Schaik, Kees 7 2012 Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise. Zbl 1209.60033 Behme, Anita; Lindner, Alexander; Maller, Ross 17 2011 The time at which a Lévy process creeps. Zbl 1244.60051 Griffin, Philip S.; Maller, Ross A. 9 2011 On the ruin probability of the generalised Ornstein-Uhlenbeck process in the Cramér case. Zbl 1238.60079 Bankovsky, Damien; Klüppelberg, Claudia; Maller, Ross 8 2011 The COGARCH: a review, with news on option pricing and statistical inference. Zbl 1493.62585 Klüppelberg, Claudia; Maller, Ross; Szimayer, Alexander 5 2011 The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component. Zbl 1232.60035 Buchmann, Boris; Maller, Ross 4 2011 Stability of the exit time for Lévy processes. Zbl 1232.60037 Griffin, Philip S.; Maller, Ross A. 2 2011 Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes. Zbl 1202.60036 Maller, Ross; Mason, David M. 12 2010 Ornstein-Uhlenbeck processes and extensions. Zbl 1185.60036 Maller, Ross A.; Müller, Gernot; Szimayer, Alex 18 2009 Small-time versions of Strassen’s law for Lévy processes. Zbl 1157.60044 Maller, R. A. 9 2009 Stochastic compactness of Lévy processes. Zbl 1243.60024 Maller, Ross; Mason, David M. 5 2009 Renewal theorems and stability for the reflected process. Zbl 1163.60308 Doney, Ron; Maller, Ross; Savov, Mladen 1 2009 On continuity properties of the law of integrals of Lévy processes. Zbl 1180.60042 Bertoin, Jean; Lindner, Alexander; Maller, Ross 27 2008 Passage of Lévy processes across power law boundaries at small times. Zbl 1140.60025 Bertoin, J.; Doney, R. A.; Maller, R. A. 23 2008 GARCH modelling in continuous time for irregularly spaced time series data. Zbl 1155.62067 Maller, Ross A.; Müller, Gernot; Szimayer, Alex 14 2008 Convergence in distribution of Lévy processes at small times with self-normalization. Zbl 1164.60008 Maller, Ross; Mason, David M. 10 2008 Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes. Zbl 1149.60027 Park, Hyun Suk; Maller, Ross 8 2008 An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications. Zbl 1153.60025 Buchmann, Boris; Maller, Ross; Szimayer, Alex 5 2008 Finite approximation schemes for Lévy processes, and their application to optimal stopping problems. Zbl 1125.60041 Szimayer, Alex; Maller, Ross A. 6 2007 Curve crossing for random walks reflected at their maximum. Zbl 1133.60022 Doney, Ron; Maller, Ross 5 2007 Finiteness of integrals of functions of Lévy processes. Zbl 1121.60057 Erickson, K. Bruce; Maller, Ross A. 4 2007 Almost sure relative stability of the overshoot of power law boundaries. Zbl 1112.60036 Doney, R. A.; Maller, R. A. 2 2007 Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models. Zbl 1124.60053 Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 19 2006 A multinomial approximation for American option prices in Lévy process models. Zbl 1130.91027 Maller, Ross A.; Solomon, David A.; Szimayer, Alex 14 2006 Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes. Zbl 1080.60056 Lindner, Alexander; Maller, Ross 35 2005 Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals. Zbl 1066.60053 Erickson, K. Bruce; Maller, Ross A. 29 2005 Cramér’s estimate for a reflected Lévy process. Zbl 1069.60045 Doney, R. A.; Maller, R. A. 10 2005 Passage times of random walks and Lévy processes across power law boundaries. Zbl 1082.60037 Doney, R. A.; Maller, R. A. 7 2005 Drift to infinity and the strong law for subordinated random walks and Lévy processes. Zbl 1075.60044 Erickson, K. B.; Maller, Ross A. 3 2005 Ruin probabilities and overshoots for general Lévy insurance risk processes. Zbl 1066.60049 Klüppelberg, Claudia; Kyprianou, Andreas E.; Maller, Ross A. 101 2004 A continuous-time GARCH process driven by a Lévy process: Stationarity and second-order behaviour. Zbl 1068.62093 Klüppelberg, Claudia; Lindner, Alexander; Maller, Ross 79 2004 Moments of passage times for Lévy processes. Zbl 1042.60025 Doney, R. A.; Maller, R. A. 12 2004 Testing for mean reversion in processes of Ornstein-Uhlenbeck type. Zbl 1056.62090 Szimayer, A.; Maller, R. 6 2004 Asymptotics of regressions with stationary and nonstationary residuals. Zbl 1075.60507 Maller, R. A. 10 2003 Stability and attraction to normality for Lévy processes at zero and at infinity. Zbl 1015.60043 Doney, R. A.; Maller, R. A. 42 2002 Stability of the overshoot for Lévy processes. Zbl 1016.60052 Doney, R. A.; Maller, R. A. 22 2002 Analysis of parametric models for competing risks. Zbl 1002.62078 Maller, Ross A.; Zhou, Xian 9 2002 New light on the portfolio allocation problem. Zbl 1058.91041 Maller, R. A.; Turkington, D. A. 8 2002 Testing for reduction to random walk in autoregressive conditional heteroskedasticity models. Zbl 1018.62071 Klüppelberg, Claudia; Maller, Ross A.; van de Vyver, Mark; Wee, Derick 3 2002 Estimating the expected total number of events in a process. Zbl 1073.62565 Maller, Ross A.; Sun, Liuquan; Zhou, Xian 1 2002 Stability of perpetuities. Zbl 1023.60037 Goldie, Charles M.; Maller, Ross A. 74 2000 Random walks crossing curved boundaries: A functional limit theorem, stability and asymptotic distributions for exit times and positions. Zbl 0976.60082 Doney, R. A.; Maller, R. A. 7 2000 Stability and other limit laws for exit times of random walks from a strip or a halfplane. Zbl 0940.60064 Kesten, Harry; Maller, R. A. 6 1999 Generalized densities of order statistics. Zbl 0929.62009 Goldie, Charles M.; Maller, Ross A. 4 1999 On compactness properties of the exit position of a random walk from an interval. Zbl 1027.60041 Griffin, P. S.; Maller, R. A. 3 1999 Dominance of the sum over the maximum and some new classes of stochastic compactness. Zbl 0947.60024 Griffin, P. S.; Maller, R. A. 1 1999 On the rate of growth of the overshoot and the maximum partial sum. Zbl 0905.60064 Griffin, P. S.; Maller, R. A. 10 1998 Random walks crossing power law boundaries. Zbl 0916.60041 Kesten, H.; Maller, R. A. 6 1998 Asymptotic properties of a class of mixture models for failure data: The interior and boundary cases. Zbl 0946.62088 Vu, H. T. V.; Maller, R. A.; Zhou, X. 4 1998 Random walks crossing high level curved boundaries. Zbl 0919.60070 Kesten, Harry; Maller, R. A. 3 1998 Divergence of a random walk through deterministic and random subsequences. Zbl 0884.60067 Kesten, Harry; Maller, Ross A. 4 1997 Survival analysis with long-term survivors. Zbl 1151.62350 Maller, Ross A.; Zhou, Xian 168 1996 Two renewal theorems for general random walks tending to infinity. Zbl 0855.60080 Kesten, Harry; Maller, R. A. 21 1996 On the Studentisation of random vectors. Zbl 0863.62053 Vu, H. T. V.; Maller, R. A.; Klass, M. J. 4 1996 A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028 Goldie, Charles M.; Maller, Ross A. 3 1996 The likelihood ratio test for Poisson versus binomial distributions. Zbl 0869.62019 Vu, H. T. V.; Maller, R. A. 2 1996 Testing for the presence of immune or cured individuals in censored survival data. Zbl 0875.62516 Maller, R. A.; Zhou, Sean 28 1995 The effect of trimming on the strong law of large numbers. Zbl 0835.60022 Kesten, Harry; Maller, R. A. 7 1995 The likelihood ratio test for the presence of immunes in a censored sample. Zbl 0863.62015 Zhou, S.; Maller, R. A. 4 1995 Exponential mixture models with long-term survivors and covariates. Zbl 0805.62028 Ghitany, M. E.; Maller, R. A.; Zhou, S. 26 1994 Infinite limits and infinite limit points of random walks and trimmed sums. Zbl 0816.60067 Kesten, Harry; Maller, R. A. 15 1994 Testing for sufficient follow-up and outliers in survival data. Zbl 0810.62098 Maller, R. A.; Zhou, S. 12 1994 Quadratic negligibility and the asymptotic normality of operator normed sums. Zbl 0773.60016 Maller, R. A. 13 1993 The probability that the largest observation is censored. Zbl 0781.60023 Maller, R. A.; Zhou, S. 3 1993 Estimating the proportion of immunes in a censored sample. Zbl 0764.62094 Maller, R. A.; Zhou, S. 31 1992 Asymptotic results for exponential mixture models with long-term survivors. Zbl 0811.62034 Ghitany, M. E.; Maller, R. A. 15 1992 Ratios of trimmed sums and order statistics. Zbl 0764.60034 Kesten, Harry; Maller, R. A. 12 1992 A review of some asymptotic properties of trimmed sums of multivariate data. Zbl 0734.62033 Maller, R. A. 2 1991 Mathematical ecology of plant species competition: a class of deterministic models for binary mixtures of plant genotypes. Zbl 0726.92027 Pakes, Anthony G.; Maller, Ross A. 10 1990 Defining extremes and trimming by minimum covering sets. Zbl 0703.60015 Maller, R. A. 3 1990 Regression with autoregressive errors - some asymptotic results. Zbl 0669.62053 Maller, R. A. 3 1989 Some consisteny results on projection pursuit estimators of location and scale. Zbl 0683.62030 Maller, R. A. 3 1989 ...and 17 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,027 Authors 59 Maller, Ross Arthur 28 Cancho, Vicente Garibay 23 Louzada, Francisco 19 Klüppelberg, Claudia 19 Ortega, Edwin Moises Marcos 16 Griffin, Philip S. 16 Mason, David M. 15 Cordeiro, Gauss Moutinho 15 Kyprianou, Andreas E. 15 Lindner, Alexander M. 14 Behme, Anita Diana 14 Doney, Ronald Arthur 13 Buchmann, Boris 12 Iksanov, Aleksander M. 12 Pal, Suvra 12 Zhou, Xian 11 Alsmeyer, Gerold 11 Zhao, Xiaobing 10 Balakrishnan, Narayanaswamy 9 Resnick, Sidney Ira 9 Rivero, Víctor Manuel 8 Pardo, Juan Carlos 8 Savov, Mladen Svetoslavov 8 Todorov, Viktor 7 Dey, Dipak Kumar 7 Hu, Hongchang 7 Ipsen, Yuguang F. 7 Kapica, Rafał 7 Peng, Yingwei 6 Barriga, Gladys Dorotea Cacsire 6 Bolfarine, Heleno 6 Chaumont, Loïc 6 Jácome, Maria Amalía 6 Kevei, Péter 6 Rodrigues, Josemar 6 Rosalsky, Andrew 6 Suzuki, Adriano Kamimura 6 Tomazella, Vera Lúcia Damasceno 6 Van Keilegom, Ingrid 6 Yin, Chuancun 5 Adler, André Bruce 5 Berkes, István 5 Bibi, Abdelouahab 5 Chen, Minghui 5 Cline, Daren B. H. 5 Horváth, Lajos 5 Ibrahim, Joseph George 5 Lu, Kevin W. 5 Mazucheli, Josmar 5 Mijatović, Aleksandar 5 Palmowski, Zbigniew 5 Patie, Pierre 5 Pergamenshchikov, Sergeĭ Markovich 5 Schindler, Tanja I. 5 Shemehsavar, Soudabeh 5 Shen, Pao-Sheng 5 Stelzer, Robert 5 Van Schaik, Kees 4 Achcar, Jorge Alberto 4 Allen, Linda J. S. 4 Asmussen, Søren 4 Aurzada, Frank 4 Buraczewski, Dariusz 4 Calsavara, Vinicius Fernando 4 Csörgő, Sándor 4 Damek, Ewa 4 Hashorva, Enkelejd 4 Ji, Lanpeng 4 Kołodziejek, Bartosz 4 Kundu, Debasis 4 Lemonte, Artur José 4 López-Cheda, Ana 4 Madan, Dilip B. 4 Marynych, Alexander V. 4 Merahi, Fateh 4 Morawiec, Janusz 4 Müller, Gernot J. 4 Pescim, Rodrigo R. 4 Pistorius, Martijn R. 4 Song, Renming 4 Tang, Qihe 4 Tauchen, George E. 4 Vostrikova, Lioudmila 4 Wang, Yuebao 4 Yin, Guosheng 4 Zhang, Jiajia 4 Zhou, Xiaowen 3 Aknouche, Abdelhakim 3 Baurdoux, Erik Jan 3 Dębicki, Krzysztof 3 Döring, Leif 3 Dyszewski, Piotr 3 Fan, Yuguang 3 Francq, Christian 3 Gallardo, Diego I. 3 Gatto, Riccardo 3 Götze, Friedrich 3 Grabchak, Michael 3 Häusler, Erich 3 Kesseböhmer, Marc ...and 927 more Authors all top 5 Cited in 175 Serials 67 Stochastic Processes and their Applications 34 Journal of Applied Probability 33 Journal of Theoretical Probability 30 Statistics & Probability Letters 26 Bernoulli 24 Journal of Applied Statistics 21 The Annals of Applied Probability 20 Advances in Applied Probability 20 Insurance Mathematics & Economics 20 Communications in Statistics. 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English Series 2 Stochastic Models 2 Journal of Industrial and Management Optimization 2 Journal of Physics A: Mathematical and Theoretical 2 The Annals of Applied Statistics 2 Chilean Journal of Statistics 2 Advances in Data Science and Adaptive Analysis 2 AIMS Mathematics 1 Bulletin of the Australian Mathematical Society 1 Journal d’Analyse Mathématique 1 Mathematical Notes 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Nonlinearity 1 Periodica Mathematica Hungarica 1 Physica A 1 Bulletin of the London Mathematical Society 1 Dissertationes Mathematicae 1 International Statistical Review 1 Journal of Economic Theory 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research ...and 75 more Serials all top 5 Cited in 37 Fields 509 Probability theory and stochastic processes (60-XX) 401 Statistics (62-XX) 157 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 51 Numerical analysis (65-XX) 23 Dynamical systems and ergodic theory (37-XX) 20 Biology and other natural sciences (92-XX) 15 Operations research, mathematical programming (90-XX) 13 Systems theory; control (93-XX) 11 Difference and functional equations (39-XX) 7 Real functions (26-XX) 5 Integral equations (45-XX) 5 Operator theory (47-XX) 4 Number theory (11-XX) 4 Special functions (33-XX) 4 Ordinary differential equations (34-XX) 4 Computer science (68-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 2 Sequences, series, summability (40-XX) 2 Integral transforms, operational calculus (44-XX) 2 Differential geometry (53-XX) 1 Field theory and polynomials (12-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year