| Publication | Date of Publication | Type |
|---|
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
Journal of Applied Probability | 2024-10-11 | Paper |
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion
Statistics & Probability Letters | 2024-09-16 | Paper |
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Optimal portfolio strategy of wealth process: a Lévy process model-based method
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2024-05-27 | Paper |
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection
Brazilian Journal of Probability and Statistics | 2024-04-15 | Paper |
Optimal portfolio and reinsurance with two differential risky assets
Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
Maximum likelihood estimation for the reflected stochastic linear system with a large signal
Brazilian Journal of Probability and Statistics | 2023-09-01 | Paper |
Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
Methodology and Computing in Applied Probability | 2023-07-25 | Paper |
Parameter estimation for generalized Ait-Sahalia-type interest rate model
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift
Stochastics and Dynamics | 2023-07-17 | Paper |
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises
Statistics & Probability Letters | 2023-07-12 | Paper |
Option pricing under a Markov-modulated Merton jump-diffusion dividend
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises
Journal of Theoretical Probability | 2023-05-16 | Paper |
Trajectory fitting estimation for a class of SDEs with small Lévy noises
Brazilian Journal of Probability and Statistics | 2022-10-10 | Paper |
Stabilization and destabilization of nonlinear stochastic differential delay equations
Stochastics | 2022-07-05 | Paper |
Parameter estimation for certain nonstationary processes driven by α-stable motions
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Nonparametric estimation of periodic signal disturbed by α-stable noises
Journal of Nonparametric Statistics | 2022-02-18 | Paper |
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises
Statistics & Probability Letters | 2020-01-20 | Paper |
Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises
Statistics & Probability Letters | 2019-09-05 | Paper |
Ergodicity of stochastic smoking model and parameter estimation
Advances in Difference Equations | 2018-12-03 | Paper |
| Permanence and extinction of stochastic smoking model | 2018-05-25 | Paper |
Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
Statistics & Probability Letters | 2017-10-06 | Paper |
