Milan Stehlík

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Person:262382

Available identifiers

zbMath Open stehlik.milanWikidataQ87063066 ScholiaQ87063066MaRDI QIDQ262382

List of research outcomes

PublicationDate of PublicationType
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-20192024-04-18Paper
On dose-response modeling for evaluation of drugs combinations2024-04-18Paper
Flexible extreme value inference2024-04-18Paper
Mixed Poisson process with Stacy mixing variable2024-04-18Paper
Long memory estimation in a non-Gaussian bivariate process2022-03-03Paper
On improved volatility modelling by fitting skewness in ARCH models2022-02-25Paper
On COVID-19 outbreaks predictions: Issues on stability, parameter sensitivity, and precision2021-08-12Paper
Time evolutions of copulas and foreign exchange markets2020-09-22Paper
Priority statement and some properties of t-lgHill estimator2020-09-10Paper
https://portal.mardi4nfdi.de/entity/Q51197842020-09-01Paper
Risk process approximation with mixing2020-01-15Paper
IPO estimation of heaviness of the distribution beyond regularly varying tails2019-12-18Paper
P-Thinned Gamma Process and Corresponding Random Walk2019-10-10Paper
Likelihood testing with censored and missing duration data2019-08-28Paper
Generalized Inv-Log-Gamma-G processes2019-05-07Paper
Logarithm of ratios of two order statistics and regularly varying tails2019-04-16Paper
Statistical testing of availability for mining technological systems with air quality constraints2019-03-07Paper
On multivariate modifications of Cramer–Lundberg risk model with constant intensities2019-02-18Paper
Approximation of Information Divergences for Statistical Learning with Applications2018-11-27Paper
Optimal design for correlated processes with input-dependent noise2018-11-08Paper
Comparison and modelling of pension systems2018-10-12Paper
On convergence of topological aggregation functions2018-07-30Paper
D-optimal designs for complex Ornstein-Uhlenbeck processes2018-06-20Paper
Log-gamma motion as flexible model for generalized interest rates2018-05-03Paper
Negative interest rates: why and how?2017-10-05Paper
``Building exact confidence nets2017-09-21Paper
https://portal.mardi4nfdi.de/entity/Q53578572017-09-18Paper
On a topological universe of \(L\)-bornological spaces2017-09-08Paper
https://portal.mardi4nfdi.de/entity/Q52834662017-07-21Paper
https://portal.mardi4nfdi.de/entity/Q52834732017-07-21Paper
On Stochastic Representation of Blow-Ups for Distributed Parameter Systems2017-07-07Paper
Compound Log-Series Distribution with Negative Multinomial Summands2017-07-07Paper
Geometric aspects of robust testing for normality and sphericity2017-05-16Paper
Multi-fractal cancer risk assessment2017-04-06Paper
Generalized interest rate dynamics and its impacts on finance and pensions2017-03-10Paper
Weak properties and robustness of t-Hill estimators2016-11-30Paper
Mixed Poisson process with Pareto mixing variable and its risk applications2016-10-19Paper
Lattice-valued bornological systems2016-05-02Paper
Kullback-Leibler life time testing2016-04-27Paper
Letter to the editor2016-03-29Paper
The Latest Advances on the Hill Estimator and Its Modifications2016-02-25Paper
Distributions of exact tests in the exponential family2015-10-14Paper
Nonlinear Regression Models with Applications in Insurance2015-10-14Paper
Portfolio Analysis of Investments in Risk Management2015-10-14Paper
On Some Probabilistic Aspects of Diffusion Models for Tissue Growth2015-10-14Paper
On Small Samples Testing for Frailty Through Homogeneity Test2015-06-03Paper
Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets2015-05-18Paper
Letter to the Editor of Annals of Applied Statistics2014-09-02Paper
On the category of lattice-valued bornological vector spaces2014-07-17Paper
Optimal designs for the methane flux in troposphere2014-04-07Paper
The harmonic moment tail index estimator: asymptotic distribution and robustness2014-02-17Paper
On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets2013-12-09Paper
Small Sample Robust Testing for Normality against Pareto Tails2013-02-21Paper
https://portal.mardi4nfdi.de/entity/Q31455982012-12-21Paper
https://portal.mardi4nfdi.de/entity/Q29175582012-09-30Paper
On the favorable estimation for fitting heavy tailed data2011-11-26Paper
https://portal.mardi4nfdi.de/entity/Q30181962011-07-21Paper
Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution2011-07-13Paper
Issues in the optimal design of computer simulation experiments2011-02-22Paper
Marginally restricted D-optimal designs for correlated observations2008-10-28Paper
Optimal allocation of bioassays in the case of parametrized covariance functions: an application to lung's retention of radioactive particles2008-09-22Paper
Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process2008-09-17Paper
Exact likelihood ratio scale and homogeneity testing of some loss processes2006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q46802972005-06-07Paper

Research outcomes over time


Doctoral students

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