Pavlina Jordanova

Available identifiers

zbMath Open jordanova.pavlina-kMaRDI QIDQ327175

List of research outcomes

Publication	Date of Publication	Type
On improved volatility modelling by fitting skewness in ARCH models	2022-02-25	Paper
Priority statement and some properties of t-lgHill estimator	2020-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q5119784	2020-09-01	Paper
Risk process approximation with mixing	2020-01-15	Paper
IPO estimation of heaviness of the distribution beyond regularly varying tails	2019-12-18	Paper
P-Thinned Gamma Process and Corresponding Random Walk	2019-10-10	Paper
Generalized Inv-Log-Gamma-G processes	2019-05-07	Paper
Multivariate compounds with equal number of summands	2019-04-23	Paper
On multivariate modifications of Cramer–Lundberg risk model with constant intensities	2019-02-18	Paper
Log-gamma motion as flexible model for generalized interest rates	2018-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q5283466	2017-07-21	Paper
Compound Log-Series Distribution with Negative Multinomial Summands	2017-07-07	Paper
Generalized interest rate dynamics and its impacts on finance and pensions	2017-03-10	Paper
Weak properties and robustness of t-Hill estimators	2016-11-30	Paper
Mixed Poisson process with Pareto mixing variable and its risk applications	2016-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q5497162	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q5323936	2009-07-31	Paper
Random Time-Changed Extremal Processes	2008-01-30	Paper
A functional extremal criterion	2005-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4652043	2005-02-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Pavlina Jordanova