| Publication | Date of Publication | Type |
|---|
Strong consistency of the least squares estimator in regression models with adaptive learning
Electronic Journal of Statistics | 2019-05-17 | Paper |
Estimating structural parameters in regression models with adaptive learning
Econometric Theory | 2018-01-04 | Paper |
WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
Econometric Theory | 2014-04-23 | Paper |
Local Partitioned Regression
Econometrica | 2006-11-30 | Paper |
A Note on the Pricing of American Options
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Minimax estimators for linear models with nonrandom disturbances
Random Operators and Stochastic Equations | 1996-07-04 | Paper |
Linear minimax estimation with ellipsoidal constraints
Acta Applicandae Mathematicae | 1996-06-09 | Paper |
Some comments on a simple nonlinear filter with application to adaptive control
European Journal of Operational Research | 1995-05-28 | Paper |
Estimating parameters of an extreme value distribution by the method of moments
Journal of Statistical Planning and Inference | 1994-09-13 | Paper |
On the existence and characterization of arbitrage–free measure in contingent claim valuation
Stochastic Analysis and Applications | 1994-04-06 | Paper |
scientific article; zbMATH DE number 4213894 (Why is no real title available?)
| 1990-01-01 | Paper |
Strong consistency of least-squares estimators in the monotone regression model with stochastic regressors
The Annals of Statistics | 1987-01-01 | Paper |
scientific article; zbMATH DE number 3972004 (Why is no real title available?)
| 1986-01-01 | Paper |
Quasi-least-squares estimation in semimartingale regression models
Stochastics | 1986-01-01 | Paper |
On the existence of weak solutions to stochastic differential equations with degenerate diffusion
Stochastic Processes and their Applications | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3861031 (Why is no real title available?)
| 1984-01-01 | Paper |
Existence of optimal controls for partially observed linear diffusions
Systems & Control Letters | 1983-01-01 | Paper |
Discrete Approximation of Continuous Time Stochastic Control Systems
SIAM Journal on Control and Optimization | 1983-01-01 | Paper |
On Benes' bang-bang control problem
Applied Mathematics and Optimization | 1982-01-01 | Paper |
Optimal control for a class of partially observable systems†
Stochastics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3841757 (Why is no real title available?)
| 1982-01-01 | Paper |
Strong consistency of least squares estimators in linear regression models
The Annals of Statistics | 1980-01-01 | Paper |
Existence of optimal stochastic controls under partial observation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
Optimal Stochastic Control with Special Information Patterns
SIAM Journal on Control and Optimization | 1980-01-01 | Paper |
Limited risk control of the ornstein-uhleeck process
Mathematische Operationsforschung und Statistik. Series Optimization | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3693132 (Why is no real title available?)
| 1980-01-01 | Paper |
A convergence theorem for random linear combinations of independent normal random variables
The Annals of Statistics | 1979-01-01 | Paper |
Controlled Ornstein-Uhlenbeck process with chance constraints
Journal of Optimization Theory and Applications | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3650438 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3668484 (Why is no real title available?)
| 1979-01-01 | Paper |
A Stochastic Control Model with Chance Constraints
SIAM Journal on Control and Optimization | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3606353 (Why is no real title available?)
| 1978-01-01 | Paper |
Necessary Optimality Conditions with Application to a Variational Problem
SIAM Journal on Control and Optimization | 1977-01-01 | Paper |
