| Publication | Date of Publication | Type |
|---|
Atm transaction simulation: combination of ACDs and Cox process
Journal of Numerical Analysis and Approximation Theory | 2026-03-05 | Paper |
Monte Carlo simulation of present value of cash flows
Serdica Mathematical Journal | 2025-04-01 | Paper |
Change point detection in scale family distributions
Statistica Neerlandica | 2024-07-17 | Paper |
Bayesian fault probability estimation: application in wind turbine drivetrain sensor fault detection
Asian Journal of Control | 2024-06-27 | Paper |
| Existence of fixed point in functions of Brownian motion | 2023-04-03 | Paper |
A quasi-Bayesian change point detection with exchangeable weights
Journal of Statistical Planning and Inference | 2022-09-28 | Paper |
| scientific article; zbMATH DE number 7353753 (Why is no real title available?) | 2021-06-02 | Paper |
Some notes about the martingale representation theorem and their applications
Ural mathematical journal | 2021-04-27 | Paper |
| Optimal versus no arbitrage hedge ratio: a stochastic control approach | 2019-08-01 | Paper |
| Recursive least square estimations of AR(\(q\)) series | 2019-01-31 | Paper |
| scientific article; zbMATH DE number 7009461 (Why is no real title available?) | 2019-01-31 | Paper |
Bayesian sensor fault detection in a Markov jump system
Asian Journal of Control | 2017-10-02 | Paper |
Change point detection using bootstrap methods
Advanced Modeling and Optimization | 2016-03-14 | Paper |
A note on beta approximation for change point estimator
Advanced Modeling and Optimization | 2016-03-14 | Paper |
Two notes about rolling estimates
Advanced Modeling and Optimization | 2016-03-14 | Paper |
| On ACVF of a regime switching AR(1) process | 2015-06-26 | Paper |
A note on Newton's method for system of stochastic differential equations
Monte Carlo Methods and Applications | 2013-01-24 | Paper |
Finite sample distributions of statistics in change point analysis
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
Two notes about random vibration equations
Advances in Theoretical and Applied Mechanics | 2012-09-04 | Paper |
Three notes about linear stochastic oscillator equations
International Mathematical Forum | 2012-09-04 | Paper |
Exact distribution of argmax (argmin)
Economic Quality Control | 2012-06-13 | Paper |
A note on approximating continuous distribution functions
Calcutta Statistical Association Bulletin | 2012-01-26 | Paper |
A note on approximating distribution functions of cusum and cusumsq tests
Monte Carlo Methods and Applications | 2011-04-19 | Paper |
| scientific article; zbMATH DE number 5587083 (Why is no real title available?) | 2009-07-27 | Paper |
| Change points with linear trend in exponential family distribution | 2006-03-17 | Paper |
