| Publication | Date of Publication | Type |
|---|
Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Limiting spectral distribution of stochastic block model
Random Matrices: Theory and Applications | 2024-02-12 | Paper |
ECOPICA: empirical copula-based independent component analysis
Statistics and Computing | 2024-02-06 | Paper |
Monitoring photochemical pollutants based on symbolic interval-valued data analysis
Advances in Data Analysis and Classification. ADAC | 2023-12-02 | Paper |
Huber-type principal expectile component analysis
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Assessing influential trade effects via high-frequency market reactions
Journal of Applied Statistics | 2020-11-04 | Paper |
Variable selection for high-dimensional regression models with time series and heteroscedastic errors
Journal of Econometrics | 2020-03-20 | Paper |
Stock market trend prediction using a functional time series approach
Quantitative Finance | 2020-02-10 | Paper |
A Deterministic Equivalent for the Analysis of Non-Gaussian Correlated MIMO Multiple Access Channels
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Goodness-of-fit test for the SVM based on noisy observations
STATISTICA SINICA | 2016-07-15 | Paper |
Optimal restricted quadratic estimator of integrated volatility
Annals of the Institute of Statistical Mathematics | 2016-05-20 | Paper |
Estimation of inverse autocovariance matrices for long memory processes
Bernoulli | 2016-05-12 | Paper |
COPICA -- independent component analysis via copula techniques
Statistics and Computing | 2016-02-23 | Paper |
Model risk of the implied GARCH-normal model
Quantitative Finance | 2015-04-27 | Paper |
The Bickel-Rosenblatt test for continuous time stochastic volatility models
Test | 2014-10-17 | Paper |
An optimal multi-step quadratic risk-adjusted hedging strategy
Journal of the Korean Statistical Society | 2014-08-06 | Paper |
Test for dispersion constancy in stochastic differential equation models
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
Goodness-of-fit test for stochastic volatility models
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Estimation of MA(1) model based on rounded data
Tatra Mountains Mathematical Publications | 2012-09-26 | Paper |
Independence Test for High Dimensional Random Vectors
| 2012-05-30 | Paper |
Dynamic programming and hedging strategies in discrete time
Handbook of Computational Finance | 2012-01-10 | Paper |
Financial derivative valuation -- A dynamic semiparametric approach
| 2009-07-24 | Paper |
Asymptotic Performance of Reduced-Rank Linear Receivers With Principal Component Filter
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Valuation of Multidimensional Bermudan Options
Applied Quantitative Finance | 2008-12-01 | Paper |
Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications
The Annals of Applied Probability | 2008-01-18 | Paper |
Power approximations for test statistics with dominant components.
Statistica Sinica | 2001-01-01 | Paper |
scientific article; zbMATH DE number 1321830 (Why is no real title available?)
| 1999-10-07 | Paper |
A paradox in least-squares estimation of linear regression models
Statistics \& Probability Letters | 1999-06-10 | Paper |
A lower bound for expectation of a convex functional
Statistics \& Probability Letters | 1994-06-01 | Paper |
On the null recurrence and transience of a first-order SETAR model
Journal of Applied Probability | 1991-01-01 | Paper |
