Damian Jelito

Available identifiers

Publication	Date of Publication	Type
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule	2025-01-20	Paper
Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments	2025-01-14	Paper
A note on the equivalence between the conditional uncorrelation and the independence of random variables	2024-03-25	Paper
Long-Run Impulse Control with Generalized Discounting	2024-03-07	Paper
Asymptotics of impulse control problem with multiplicative reward	2023-07-06	Paper
Estimation of stability index for symmetric {\alpha}-stable distribution using quantile conditional variance ratios	2022-12-27	Paper
Risk-sensitive optimal stopping with unbounded terminal cost function	2022-02-22	Paper
New fat-tail normality test based on conditional second moments with applications to finance	2021-12-27	Paper
Risk sensitive optimal stopping	2021-06-04	Paper
Long-run risk-sensitive impulse control	2020-10-30	Paper

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