| Publication | Date of Publication | Type |
|---|
The estimations of drift parameters for the Gaussian Vasicek process with time-varying volatility
Communications in Statistics. Theory and Methods | 2025-02-03 | Paper |
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion
Statistics & Probability Letters | 2024-05-17 | Paper |
Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models
Journal of Applied Statistics | 2020-10-28 | Paper |
Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE
Computers & Mathematics with Applications | 2020-10-02 | Paper |
| Local composite quantile regression estimation of return parameter vector for time-varying diffusion model | 2019-09-20 | Paper |
| scientific article; zbMATH DE number 7108979 (Why is no real title available?) | 2019-09-20 | Paper |
| The timer option pricing with paying dividends under the time-varying interest rates for Heston stochastic volatility model | 2019-09-20 | Paper |
Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate
The Journal of Nonlinear Sciences and Applications | 2019-07-22 | Paper |
| Approximate maximum likelihood estimation of semi-parametric jump-diffusion model -- closed-expansion method based on transfer density | 2019-02-22 | Paper |
| The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates | 2019-02-22 | Paper |
Local polynomial estimations of time-varying coefficients for local stationary diffusion models
Journal of Inequalities and Applications | 2017-09-26 | Paper |
Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models
Filomat | 2017-04-11 | Paper |
| The EM algorithm of local estimations for finite mixture of regression models with Laplace distribution | 2017-01-06 | Paper |
| scientific article; zbMATH DE number 6531532 (Why is no real title available?) | 2016-01-15 | Paper |
| A new global optimization algorithm for solving generalized geometric programming | 2015-10-28 | Paper |
| Weighted least squares estimations of time-varying parameters for local stationary diffusion model | 2015-06-29 | Paper |
| scientific article; zbMATH DE number 6454114 (Why is no real title available?) | 2015-06-29 | Paper |
| Asymptotic normality of composite quantile regression estimation for diffusion models | 2015-02-11 | Paper |
| Local linear estimations of time-varying parameters for time-inhomogeneous diffusion models | 2014-02-28 | Paper |
| A bivariate generalized Weibull distribution model | 2013-01-24 | Paper |
| Monte Carlo EM algorithm for multivariate normal distributions under missing data | 2012-01-27 | Paper |
| An optimization algorithm for restricted estimation of normal distributions under linear inequalities | 2011-02-05 | Paper |
| The EM algorithm in logistic linear models with geometric distributions involving missing data | 2010-07-08 | Paper |
| The EM algorithm of parameter estimation of Weibull distributions under type I censoring samples | 2010-07-08 | Paper |
| Note on the EM algorithm in linear regression model | 2010-04-15 | Paper |
| Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion | 2009-07-22 | Paper |
| Restricted estimation of multivariate normal distributions under linear inequalities | 2008-08-06 | Paper |
