papers
Publications (13)
math.PR2019
Extremes of multifractional Brownian motion
Long Bai
math.PR2017
Parisian ruin of Brownian motion risk model over an infinite-time horizon
Long Bai
math.PR2018
Extremes of vector-valued Gaussian processes with Trend
Long Bai, Krzysztof Debicki, Peng Liu
math.PR2016
Parisian Ruin of the Brownian Motion Risk Model with Constant Force of Interest
Long Bai, Li Luo
math.PR2018
Extremes of Gaussian chaos processes with Trend
Long Bai
math.PR2018
Extremes of Locally-stationary Chi-square processes on discrete grids
Long Bai
math.PR2018
Extremes of $L^p$-norm of Vector-valued Gaussian processes with Trend
Long Bai
math.PR2018
Approximation of Kolmogorov-Smirnov Test Statistics
Long Bai, David Kalaj
math.PR2018
Ruin problem for Brownian motion risk model with interest rate and tax payment
Long Bai, Peng Liu
math.ST2019
On generalized Piterbarg-Berman function
Chengxiu Ling, Hong Zhang, Long Bai
math.PR2018
Estimation of Change-point Models
Long Bai
math.PR2016
Extremes of $α(t)$-Locally stationary Gaussian processes with non-constant variances
Long Bai
math.PR2018
Drawdown and drawup for fractional Brownian motion with trend
Long Bai, Peng Liu