The following pages link to Philip A. Ernst (Q512006):
Displayed 35 items.
- (Q254215) (redirect page) (← links)
- On the time for Brownian motion to visit every point on a circle (Q254217) (← links)
- Bayesian aggregation of two forecasts in the partial information framework (Q334027) (← links)
- Stationary Gaussian Markov processes as limits of stationary autoregressive time series (Q512009) (← links)
- The value of foresight (Q1679467) (← links)
- Minimizing Fisher information with absolute moment constraints (Q1687207) (← links)
- Exercising control when confronted by a (Brownian) spider (Q1694781) (← links)
- MEXIT: maximal un-coupling times for stochastic processes (Q1713460) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary (Q2075337) (← links)
- Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
- The rencontre problem (Q2145809) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- The least favorable noise (Q2152568) (← links)
- When is it best to follow the leader? (Q2175325) (← links)
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant (Q2239272) (← links)
- Stability and busy periods in a multiclass queue with state-dependent arrival rates (Q2315067) (← links)
- Yule's ``nonsense correlation'' solved! (Q2403437) (← links)
- Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- The Value of Insight (Q3387920) (← links)
- Sequential rerandomization (Q4561026) (← links)
- On occupation times of the first and third quadrants for planar Brownian motion (Q4684857) (← links)
- On Optimal Retirement (Q5169728) (← links)
- Heavy-tailed distributions in branching process models of secondary cancerous tumors (Q5215056) (← links)
- Asymptotics for the time of ruin in the war of attrition (Q5233173) (← links)
- The bias mapping of the Yule-Walker estimator is a contraction (Q5243738) (← links)
- Yule's ``nonsense correlation'' for Gaussian random walks (Q6115257) (← links)
- Exact Optimal Stopping for Multidimensional Linear Switching Diffusions (Q6121639) (← links)
- On the Diameter of the Stopped Spider Process (Q6149397) (← links)
- The General Stationary Gaussian Markov Process (Q6247772) (← links)
- Yule's "nonsense correlation" solved: Part II (Q6324755) (← links)
- Quickest Real-Time Detection of Multiple Brownian Drifts (Q6435987) (← links)
- Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes (Q6454954) (← links)
- The Minimax Wiener Sequential Testing Problem (Q6457559) (← links)