Dimension walks on d-sphere cross line (with Tasmin L. Symons). Statistics and Probability Letters 147, 12-17; arXiv:1809.03955
Set theory and the analyst (with A. J. Ostaszewski). European. J.Math. 5, no. 1, 2–48, MR3918832; arXiv:1801.09149
Variants on the Berz sublinearity theorem (with A. J. Ostaszewski). Aequat. Math. 93, 351-369; arXiv:1712.05183
Beyond Haar and Cameron-Martin: topological theory (with A. J. Ostaszewski). Top. Appl. 260, 23-56; arXiv:1805:02325
The work of Ragnar Norberg. Risk and Stochastics (Ragnar Norberg Festschrift, ed. P. M. Barrieu), Imperial College Press, xxxix - lii.
Riesz means and Beurling moving averages. Risk and Stochastics (Ragnar Norberg Festschrift, ed. P. M. Barrieu),
Imperial College Press, 159-172; arXiv:1502.07494
Probability Unfolding, 1965--2015 (NHB Festschrift)
The Steinhaus-Weil property: its converse, Solecki amenability and subcontinuity (with A. J. Ostaszewski). Submitted. arXiv:1607.00049
Beurling moving averages and approximate homomorphisms (with A. J. Ostaszewski). Indag. Math. 27 (2016), 601-633, MR3505984.
Brownian manifolds, negative type and Geo-temporal covariances (with Aleksander Mijatovic and Tasmin L. Symons).
Communications in Stochastic Analysis 10 no.4, 421-432; arXiv:1612.06431
Cauchy's functional equation and extensions: Goldie's equation and inequality, the Gołąb-Schinzel equation and Beurling's equation (with A. J. Ostaszewski), MR3390162
On scaling and regular variation, MR3331244
Hardy, Littlewood and probability, MR3335112
Logarithmic moving averages (with Bujar Gashi), MR3258350
Aspects of Prediction (with Badr Missaoui), MR3317358
Beurling slow and regular variation (with A. J. Ostaszewski), MR3256451
Modelling and prediction of financial time series (Thessaloniki), MR3196197
Verblunsky coefficients and Nehari sequences (with Yukio Kasahara), MR3145734
Szego's theorem and its probabilistic descendants, MR2956573
Multivariate prediction and matrix Szego theory, MR2956574
Dichotomy and infinite combinatorics: the theorems of Steinhaus and Ostrowski (with A. J. Ostaszewski), MR2739070
Homotopy and the Kestelman-Borwein-Ditor Theorem (with A. J. Ostaszewski), MR2797483
Finite Additivity versus Countable Additivity: De Finetti and Savage, MR2660948
Sir Harry Pitt, 1914-2005 (with W. K. Hayman), MR2651950(Indexed)
Regular variation without limits (with A. J. Ostaszewski), MR2651656
Automatic continuity by analytic thinning (with A. J. Ostaszewski), MR2566557
Topological regular variation: I slow-variation (with A. J. Ostaszewski), MR2665224
Topological regular variation: II the fundamental theorems (with A. J. Ostaszewski), MR2665226
Topological regular variation: III regular variation (with A. J. Ostaszewski), MR2665226
Kingman, category and combinatorics (with A. J. Ostaszewski), MR2744238
Normed versus topological groups: dichotomy and duality (with A. J. Ostaszewski), MR2743093
Beyond Lebesgue and Baire II: Bitopology and measure-category duality (with A. J. Ostaszewski), MR2738939
Five Questions on Probability and Statistics
Infinite combinatorics and foundations of regular variation (with A. J. Ostaszewski)
Very Slowly Varying Functions -- II (with A. J. Ostaszewski)
Beyond Lebesgue and Baire: generic regular variation (with A. J. Ostaszewski)
New automatic properties: subadditivity, convexity, uniformity (with A. J. Ostaszewski)
Infinite combinatorics in function spaces (with A. J. Ostaszewski)
The index theorem of topological regular variation and its applications (with A. J. Ostaszewski)
The Crash of 2008: A mathematician's view
Generic subadditive functions (with A. J. Ostaszewski)
Tauberian theorems and large deviations
Regular variation in probability theory: The early years
Heroic Periods and the Long Pause
Levy processes and self-decomposability in finance
Interplay between distributional and temporal dependence: An empirical study with high-frequency asset returns (with Rafael Schmidt)
Regularly varying densities (with C. M. Goldie and E. Omey)
Summability methods and negatively associated random variables (with H. R. Nili Sani)
A semi-parametric approach to risk management (with R. Kiesel & R. Schmidt), QF 3 (2003)
Semi-parametric modelling in finance: Theoretical foundations (with R. Kiesel)
Modelling asset returns with hyperbolic distributions (with R. Kiesel)
Random walks and fluctuation theory
Tauberian and Mercerian theorems for systems of kernels (with A. Inoue)
Abelian, Tauberian and Mercerian theorems for arithmetic sums (with A. Inoue)