The following pages link to Jordan M. Stoyanov (Q590924):
Displaying 50 items.
- Stochastic modeling (Q345425) (← links)
- Analytically tractable stochastic stock price models. (Q434149) (← links)
- Hamburger moment problem for powers and products of random variables (Q460662) (← links)
- Lévy matters IV. Estimation for discretely observed Lévy processes (Q476619) (← links)
- Moment inequalities for HNBRUE with hypothesis testing application (Q537415) (← links)
- (Q585717) (redirect page) (← links)
- A history of the central limit theorem. From classical to modern probability theory (Q617824) (← links)
- Stochastic differential games. Theory and applications (Q657901) (← links)
- Multivariate distributions and the moment problem (Q690953) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Approximations to optimal stopping rules for exponential random variables (Q796945) (← links)
- Efficient estimation of the stationary distribution for exponentially ergodic Markov chains (Q803698) (← links)
- On systems of ordinary differential equations with measures as controls (Q807826) (← links)
- Detection of a signal with unknown moments of appearance and disappearance (Q808095) (← links)
- Binomial models in finance. (Q818042) (← links)
- Mathematical methods for financial markets. (Q819974) (← links)
- Moment determinacy of powers and products of nonnegative random variables (Q904700) (← links)
- Mixtures of power series distributions: identifiability via uniqueness in problems of moments (Q907100) (← links)
- Linearization of controlled stochastic evolution systems in a Hilbert space (Q923028) (← links)
- Forecasting with exponential smoothing. The state space approach (Q925094) (← links)
- Moment inequalities for DVRL distributions, characterization and testing for exponentiality (Q947179) (← links)
- A new proof that the product of three or more exponential random variables is moment-indeterminate (Q968465) (← links)
- A Markov chain Fibonacci model (Q1001163) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Sequential simultaneous estimation of the mean and variance: The rate of convergence (Q1084819) (← links)
- Nonparametric estimation of the integrated intensity of an unobservable transition in a Markov illness-death process (Q1085551) (← links)
- Behavior of modes of a class of processes with independent increments (Q1087238) (← links)
- Estimation of structured covariances with application to array beamforming (Q1094785) (← links)
- Stochastic operator integrals (Q1097579) (← links)
- Maximum likelihood estimators and worst case optimal algorithms for system identification (Q1105558) (← links)
- Exercises in probability (Q1188531) (← links)
- The averaging method for a class of stochastic differential equations (Q1212738) (← links)
- Analysis of an identification algorithm arising in the adaptive estimation of Markov chains (Q1262282) (← links)
- A class of stationary models of singular stochastic control (Q1431134) (← links)
- On sufficient and necessary of existence for a class of singular optimal stochastic control (Q1433516) (← links)
- Krein condition in probabilistic moment problems (Q1590233) (← links)
- Random motions, classes of ergodic Markov chains and beta distributions (Q1591169) (← links)
- A weak convergence approach to hybrid LQG problems with infinite control weights (Q1608646) (← links)
- Elements of stochastic calculus and analysis (Q1709452) (← links)
- Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model (Q1731213) (← links)
- New Stieltjes classes involving generalized gamma distributions (Q1771455) (← links)
- Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions (Q1780524) (← links)
- Markov chains and invariant probabilities (Q1810418) (← links)
- Quantitative results for perturbed stochastic differential equations (Q1815749) (← links)
- Asymptotic expansions in Anscombe's theorem for repeated significance tests and estimation after sequential testing (Q1820535) (← links)
- Recursive Bayesian estimation using piecewise constant approximations (Q1824597) (← links)
- The upper bound estimate of large deviation for inhomogeneous Markov processes (Q1825510) (← links)
- Dependency measure for sets of random events or random variables (Q1892109) (← links)
- Asymptotic analysis of unstable solutions of stochastic differential equations (Q1986987) (← links)
- Markov chains on metric spaces. A short course (Q2170473) (← links)
