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Arun Kumar
Arun Kumar
Associate Professor IIT Ropar
Verified email at iitrpr.ac.in
Title
Cited by
Cited by
Year
Inverse tempered stable subordinators
A Kumar, P Vellaisamy
Statistics & Probability Letters 103, 134-141, 2015
542015
Time-changed Poisson processes
A Kumar, E Nane, P Vellaisamy
Statistics & probability letters 81 (12), 1899-1910, 2011
372011
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
A Kumar, J Gajda, A Wyłomańska, R Połoczański
Methodology and Computing in Applied Probability 21, 185-202, 2019
232019
Fractional Brownian motion time-changed by gamma and inverse gamma process
A Kumar, A Wyłomańska, R Połoczański, S Sundar
Physica A: Statistical Mechanics and Its Applications 468, 648-667, 2017
232017
Fractional normal inverse Gaussian diffusion
A Kumar, MM Meerschaert, P Vellaisamy
Statistics & probability letters 81 (1), 146-152, 2011
232011
First-exit times of an inverse Gaussian process
P Vellaisamy, A Kumar
Stochastics 90 (1), 29-48, 2018
202018
Inverse Gaussian and its inverse process as the subordinators of fractional Brownian motion
A Wyłomańska, A Kumar, R Połoczański, P Vellaisamy
Physical Review E 94 (4), 042128, 2016
192016
Fractional risk process in insurance
A Kumar, N Leonenko, A Pichler
Mathematics and Financial Economics 14, 43-65, 2020
182020
Fractional normal inverse Gaussian process
A Kumar, P Vellaisamy
Methodology and Computing in Applied Probability 14, 263-283, 2012
162012
Tempered fractional Poisson processes and fractional equations with Z-transform
N Gupta, A Kumar, N Leonenko
Stochastic Analysis and Applications 38 (5), 939-957, 2020
132020
Skellam Type Processes of Order k and Beyond
N Gupta, A Kumar, N Leonenko
Entropy 22 (11), 1193, 2020
112020
Tempered Mittag-Leffler Lévy processes
A Kumar, NS Upadhye, A Wyłomańska, J Gajda
Communications in Statistics-Theory and Methods 48 (2), 396-411, 2019
102019
Fractional Lévy stable motion time-changed by gamma subordinator
J Gajda, A Wylomanska, A Kumar
Communications in Statistics-Theory and Methods 48 (24), 5953-5968, 2019
82019
On the infinite divisibility of distributions of some inverse subordinators
A Kumar, E Nane
Modern Stochastics: Theory and Applications 5 (4), 509-519, 2018
62018
Stable Lévy motion with inverse Gaussian subordinator
A Kumar, A Wyłomańska, J Gajda
Physica A: Statistical Mechanics and its Applications 482, 486-500, 2017
62017
Normal inverse Gaussian autoregressive model using EM algorithm
MS Dhull, A Kumar
International Journal of Advances in Engineering Sciences and Applied …, 2021
32021
Fractional Poisson processes of order k and beyond
N Gupta, A Kumar
arXiv preprint arXiv:2008.06022, 2020
32020
Linnik Lévy process and some extensions
A Kumar, A Maheshwari, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 529, 121539, 2019
32019
Mixtures of tempered stable subordinators
N Gupta, A Kumar, N Leonenko
arXiv preprint arXiv:1905.00192, 2019
32019
Stable Lévy process delayed by tempered stable subordinator
J Gajda, A Kumar, A Wyłomańska
Statistics & Probability Letters 145, 284-292, 2019
32019
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