| Publication | Date of Publication | Type |
|---|
Possibility theory with an application to volatility estimation
Journal of the Indian Society of Agricultural Statistics | 2024-09-05 | Paper |
Estimating functions for circular time series models
Sankhyā. Series A | 2023-08-21 | Paper |
Generalized value at risk forecasting
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Inference for random coefficient volatility models
Statistics & Probability Letters | 2021-09-29 | Paper |
Modeling financial durations using penalized estimating functions
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Measuring the bullwhip effect for supply chains with seasonal demand components
European Journal of Operational Research | 2016-07-25 | Paper |
First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information
Acta et Commentationes Universitatis Tartuensis de Mathematica | 2016-06-23 | Paper |
Generalized duration models and optimal estimation using estimating functions
Annals of the Institute of Statistical Mathematics | 2015-02-06 | Paper |
Mellin's transform and application to some time series models
ISRN Applied Mathematics | 2014-11-11 | Paper |
RCA models: joint prediction of mean and volatility
Statistics & Probability Letters | 2013-05-13 | Paper |
Inference for linear and nonlinear stable error processes via estimating functions
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Binary option pricing using fuzzy numbers
Applied Mathematics Letters | 2012-11-15 | Paper |
RCA model with quadratic GARCH innovation distribution
Applied Mathematics Letters | 2012-09-18 | Paper |
Hypothesis testing for some time-series models: a power comparison
Statistics & Probability Letters | 2012-09-02 | Paper |
Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations
Journal of Applied Statistical Science | 2012-05-30 | Paper |
Filtering and option pricing with transformation
Journal of Applied Statistical Science | 2012-05-30 | Paper |
Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics
Journal of Applied Statistical Science | 2012-05-30 | Paper |
Doubly stochastic models with GARCH innovations
Applied Mathematics Letters | 2011-12-28 | Paper |
Joint estimation using quadratic estimating function
Journal of Probability and Statistics | 2011-10-26 | Paper |
Possibilistic moment generating functions of fuzzy numbers with GARCH applications
| 2011-07-25 | Paper |
Possibilistic moment generating functions
Applied Mathematics Letters | 2011-03-10 | Paper |
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
Mathematical and Computer Modelling | 2009-07-20 | Paper |
Recent developments in volatility modeling and applications
Journal of Applied Mathematics and Decision Sciences | 2008-11-20 | Paper |
Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance
Communications in Statistics: Theory and Methods | 2008-08-08 | Paper |
Random coefficient volatility models
Statistics & Probability Letters | 2008-04-28 | Paper |
Fuzzy coefficient volatility (FCV) models with applications
Mathematical and Computer Modelling | 2008-02-26 | Paper |
Option valuation model with adaptive fuzzy numbers
Computers & Mathematics with Applications | 2007-11-07 | Paper |
Properties of a new family of volatility sign models
Computers & Mathematics with Applications | 2007-11-01 | Paper |
scientific article; zbMATH DE number 5196615 (Why is no real title available?)
| 2007-09-28 | Paper |
scientific article; zbMATH DE number 5187089 (Why is no real title available?)
| 2007-09-04 | Paper |
Applications of recursive estimation methods in statistical process control: a comparison
| 2007-09-04 | Paper |
RCA models with correlated errors
Applied Mathematics Letters | 2007-06-29 | Paper |
An introduction to volatility models with indices
Applied Mathematics Letters | 2007-02-19 | Paper |
An introduction to generalized moving average models and applications
| 2006-04-04 | Paper |
Random coefficient mixture (RCM) GARCH models
Mathematical and Computer Modelling | 2006-02-16 | Paper |
Forecasting volatility
Statistics & Probability Letters | 2005-12-05 | Paper |
A Note on the Filtering for Some Time Series Models
Journal of Time Series Analysis | 2005-05-20 | Paper |
scientific article; zbMATH DE number 2163600 (Why is no real title available?)
| 2005-04-29 | Paper |
Smoothed estimates for models with random coefficients and infinite variance innovations
Mathematical and Computer Modelling | 2005-02-22 | Paper |
scientific article; zbMATH DE number 2091774 (Why is no real title available?)
| 2004-08-16 | Paper |
Generalized smoothed estimating functions for nonlinear time series.
Statistics & Probability Letters | 2004-02-14 | Paper |
Filtering via estimating functions
Applied Mathematics Letters | 2003-04-10 | Paper |
Multivariate stable ARMA processes with time dependent coefficients
Metrika | 2003-03-25 | Paper |
scientific article; zbMATH DE number 1772184 (Why is no real title available?)
| 2002-07-28 | Paper |
A note on filtering for long memory processes
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Recursive estimation for regression with infinite variance fractional ARIMA noise
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Estimation for regression with infinite variance errors
Mathematical and Computer Modelling | 2002-05-05 | Paper |
Inference for some time series models with random coefficients and infinite variance innovations
Mathematical and Computer Modelling | 2001-07-08 | Paper |
scientific article; zbMATH DE number 1215445 (Why is no real title available?)
| 2000-10-12 | Paper |
scientific article; zbMATH DE number 1304777 (Why is no real title available?)
| 2000-02-13 | Paper |
Prediction via estimating functions
Journal of Statistical Planning and Inference | 1999-11-23 | Paper |
scientific article; zbMATH DE number 1218910 (Why is no real title available?)
| 1999-03-04 | Paper |
Nonparametric estimation for some nonlinear models
Statistics & Probability Letters | 1996-09-15 | Paper |
A note on Model Reference Adaptive System (MRAS) estimate with infinite variance
Statistica Neerlandica | 1995-12-19 | Paper |
A note on smoothed estimating functions
Annals of the Institute of Statistical Mathematics | 1994-11-01 | Paper |
Smoothed estimates for nonlinear time series models with irregular data
Communications in Statistics: Theory and Methods | 1993-10-04 | Paper |
Optimal estimation of polynomial hazard functions
Communications in Statistics: Theory and Methods | 1993-10-04 | Paper |
A nonlinear time series model and estimation of missing observations
Annals of the Institute of Statistical Mathematics | 1993-04-01 | Paper |
scientific article; zbMATH DE number 125641 (Why is no real title available?)
| 1993-02-21 | Paper |
On Bayesian nonparametric estimation for stochastic processes
Journal of Statistical Planning and Inference | 1993-01-16 | Paper |
Estimation of multivariate non-linear time series models
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
Optimal nonparametric estimation for some semimartingale stochastic differential equations
Applied Mathematics and Computation | 1990-01-01 | Paper |
Optimal nonparametric estimation for some semimartingale stochastic differential equations
Applied Mathematics and Computation | 1990-01-01 | Paper |
Robust MR AS-type algorithm for system identification
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1989-01-01 | Paper |
ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS
Journal of Time Series Analysis | 1988-01-01 | Paper |
A criterion for filtering in semimartingale models
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Smoothing signals for semimartingales
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Algorithm for the exact likelihood of a counting process
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1987-01-01 | Paper |
Optimal estimation for semimartingales
Journal of Applied Probability | 1986-01-01 | Paper |
MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
Statistica Neerlandica | 1986-01-01 | Paper |
