Tempering stable processes J Rosiński Stochastic processes and their applications 117 (6), 677-707, 2007 | 661 | 2007 |
Spectral representations of infinitely divisible processes BS Rajput, J Rosinski Probability Theory and Related Fields 82 (3), 451-487, 1989 | 602 | 1989 |
Approximations of small jumps of Lévy processes with a view towards simulation S Asmussen, J Rosiński Journal of Applied Probability 38 (2), 482-493, 2001 | 452 | 2001 |
Series representations of Lévy processes from the perspective of point processes J Rosiński Lévy processes: theory and applications, 401-415, 2001 | 338 | 2001 |
On Itô stochastic integration with respect to p-stable motion: inner clock, integrability of sample paths, double and multiple integrals J Rosiński, WA Woyczyński The Annals of Probability, 271-286, 1986 | 198 | 1986 |
On series representations of infinitely divisible random vectors J Rosinski The Annals of Probability, 405-430, 1990 | 174 | 1990 |
On the structure of stationary stable processes J Rosinski The Annals of Probability, 1163-1187, 1995 | 151 | 1995 |
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes S Cohen, J Rosinski | 104 | 2007 |
On a class of infinitely divisible processes represented as mixtures of Gaussian processes J Rosinski Stable Processes and Related Topics: A Selection of Papers from the …, 1991 | 102 | 1991 |
Distributions of subadditive functionals of sample paths of infinitely divisible processes J Rosinski, G Samorodnitsky The Annals of Probability, 996-1014, 1993 | 92 | 1993 |
Stable mixed moving averages D Surgailis, J Rosinski, V Mandrekar, S Cambanis Probability Theory and Related Fields 97 (4), 543-558, 1993 | 82 | 1993 |
On path properties of certain infinitely divisible processes J Rosinski Stochastic Processes and their Applications 33 (1), 73-87, 1989 | 78 | 1989 |
On the space of vector-valued functions integrable with respect to the white noise J Rosiński, Z Suchanecki Colloquium Mathematicae 43 (1), 183-201, 1980 | 77 | 1980 |
On the marginal effects of variables in the log-transformed sample selection models ST Yen, J Rosinski Economics Letters 100 (1), 4-8, 2008 | 63 | 2008 |
Asymptotic independence of multiple Wiener–Itô integrals and the resulting limit laws I Nourdin, J Rosiński | 60 | 2014 |
On stochastic integral representation of stable processes with sample paths in Banach spaces J Rosinski Journal of Multivariate Analysis 20 (2), 277-302, 1986 | 58 | 1986 |
Generalized tempered stable processes J Rosinski, JL Sinclair Stability in Probability 90, 153-170, 2010 | 54 | 2010 |
The equivalence of ergodicity and weak mixing for infinitely divisible processes J Rosiński, T Żak Journal of Theoretical Probability 10, 73-86, 1997 | 53 | 1997 |
Decomposition of stationary α-stable random fields J Rosiński Annals of Probability, 1797-1813, 2000 | 52 | 2000 |
Classes of mixing stable processes J Rosinski, G Samorodnitsky | 48 | 1996 |