Concepedia

Bojan Basrak

BB

12

Publications

980

Citations

12

H-Index

1999

Active since

Affiliations

University of Zagreb(Current)

Colorado State University

Bojan Basrak is an author at University of Zagreb specializing in engineering, probability theory, and functional analysis.

Top concepts

EngineeringProbabilityStatisticsFunctional AnalysisStochastic ProcessesComputer ScienceMultivariate AnalysisStatistical InferenceCopulasForecasting

Publications per year

1999–2019

12

Publications

12

Regular variation of GARCH processes

Bojan Basrak, Richard A. Davis, Thomas Mikosch · Stochastic Processes and their Applications · 2002 · 372 citations · Full text

Engineering, Stochastic Processes, Levy Process +3

Regularly varying multivariate time series

Bojan Basrak, Johan Segers · Stochastic Processes and their Applications · 2008 · 204 citations

Engineering, Multivariate Time Series, Forecasting +4

A characterization of multivariate regular variation

Bojan Basrak, Richard A. Davis, Thomas Mikosch · The Annals of Applied Probability · 2002 · 189 citations · Full text

Multivariate Stochastic Volatility, Engineering, Variational Analysis +11

The sample autocorrelation function of non-linear time series

Bojan Basrak · Data Archiving and Networked Services (DANS) · 2000 · 44 citations · Full text

An invariance principle for sums and record times of regularly varying\n stationary sequences

Bojan Basrak, Hrvoje Planinić, Philippe Soulier · arXiv (Cornell University) · 2016 · 36 citations · Full text

Rows per page

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