W. Stummer

Available identifiers

zbMath Open stummer.wolfgangMaRDI QIDQ276922

List of research outcomes

Publication	Date of Publication	Type
A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations	2024-03-19	Paper
On a cornerstone of bare-simulation distance/divergence optimization	2024-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q5097121	2022-08-19	Paper
Optimal transport with some directed distances	2022-03-22	Paper
A Unifying Framework for Some Directed Distances in Statistics	2022-03-01	Paper
Testing the number and the nature of the components in a mixture distribution	2020-03-10	Paper
Robust estimation by means of scaled Bregman power distances. I: Non-homogeneous data	2020-03-10	Paper
Robust estimation by means of scaled Bregman power distances. II: Extreme values	2020-03-10	Paper
Some universal insights on divergences for statistics, machine learning and artificial intelligence	2019-07-10	Paper
A new toolkit for robust distributional change detection	2019-02-08	Paper
3D insights to some divergences for robust statistics and machine learning	2018-01-12	Paper
Some new flexibilizations of Bregman divergences and their asymptotics	2018-01-12	Paper
On Bregman Distances and Divergences of Probability Measures	2017-07-12	Paper
Robust Statistical Engineering by Means of Scaled Bregman Distances	2017-02-15	Paper
New model search for nonlinear recursive models, regressions and autoregressions	2016-05-25	Paper
Optimal statistical decisions about some alternative financial models	2016-05-04	Paper
Some decision procedures based on scaled Bregman distance surfaces	2014-04-16	Paper
On divergences of finite measures and their applicability in statistics and information theory	2014-03-12	Paper
Limits of Bayesian decision related quantities of binomial asset price models	2012-10-02	Paper
Some distance bounds of branching processes and their diffusion limits	2010-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q3376479	2006-03-23	Paper
Some divergence properties of asset price models	2002-09-10	Paper
On exponentials of additive functionals of Markov processes	2002-08-29	Paper
On a statistical information measure for a generalized Samuelson-Black-Scholes model	2002-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4943207	2002-05-21	Paper
https://portal.mardi4nfdi.de/entity/Q4807822	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2741128	2001-09-09	Paper
On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift	2001-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q4498902	2000-08-27	Paper
Consistent fitting of one-factor models to interest rate data.	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4269340	1999-10-31	Paper
On bounded entropy of solutions of multi-dimensional stochastic differential equations	1998-05-06	Paper
On exponential moments of two Brownian functionals	1997-11-10	Paper
The Novikov and entropy conditions of multidimensional diffusion processes with singular drift	1994-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4002873	1993-01-23	Paper

Research outcomes over time

This page was built for person: W. Stummer