| Publication | Date of Publication | Type |
|---|
Variable selection in partially linear regression models for time series
Communications in Statistics. Theory and Methods | 2026-01-16 | Paper |
Bayesian Φ <sub> <i>q</i> </sub> -optimal designs for multi-factor additive non linear models with heteroscedastic errors
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
A new theorem on finite-time stability of stochastic homogeneous systems and its application
Asian Journal of Control | 2024-08-06 | Paper |
Asymptotics of the general GEE estimator for high-dimensional longitudinal data
Communications in Statistics. Theory and Methods | 2024-07-16 | Paper |
Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control
International Journal of Robust and Nonlinear Control | 2024-02-06 | Paper |
Spline estimation of partially linear regression models for time series with correlated errors
Communications in Statistics. Simulation and Computation | 2024-01-23 | Paper |
Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market
RAIRO - Operations Research | 2024-01-22 | Paper |
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control
International Journal of Robust and Nonlinear Control | 2023-10-25 | Paper |
Maximum likelihood estimation for quantile autoregression models with Markovian switching
Communications in Statistics: Theory and Methods | 2023-10-24 | Paper |
Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model
Journal of Industrial and Management Optimization | 2023-04-24 | Paper |
Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
Markov switching quantile regression models with time-varying transition probabilities
Journal of the Korean Statistical Society | 2022-10-06 | Paper |
Numerical characteristics and parameter estimation of finite mixed generalized normal distribution
Communications in Statistics. Simulation and Computation | 2022-09-14 | Paper |
Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems
Journal of the Franklin Institute | 2022-01-19 | Paper |
New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs
International Journal of Control | 2021-10-20 | Paper |
Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems
Automatica | 2019-12-19 | Paper |
Finite-time stability theorems of homogeneous stochastic nonlinear systems
Systems & Control Letters | 2017-02-22 | Paper |
Statistical modeling of gear vibration signals and its application to detecting and diagnosing gear faults
Information Sciences | 2016-01-14 | Paper |
Finite-time stabilization of stochastic nonlinear systems in strict-feedback form
Automatica | 2015-08-27 | Paper |
Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty
Bulletin des Sciences Mathématiques | 2012-09-19 | Paper |
Finite-time stability and instability of stochastic nonlinear systems
Automatica | 2012-03-05 | Paper |
Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor
Bulletin des Sciences Mathématiques | 2011-12-19 | Paper |
Comments on ``Finite-time stability theorem of stochastic nonlinear systems''
Automatica | 2011-08-01 | Paper |
Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type
Bulletin des Sciences Mathématiques | 2011-01-07 | Paper |
| On solutions and comparison theorems of infinite horizon forward-backward stochastic differential equations with Poisson jumps | 2009-11-11 | Paper |
Generalized Stochastic Delay Lotka–Volterra Systems
Stochastic Models | 2009-09-18 | Paper |
On solutions of a class of infinite horizon FBSDEs
Statistics & Probability Letters | 2008-10-30 | Paper |
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
Journal of Mathematical Analysis and Applications | 2008-08-19 | Paper |
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications
Journal of Mathematical Analysis and Applications | 2007-02-12 | Paper |
| scientific article; zbMATH DE number 2163934 (Why is no real title available?) | 2005-05-03 | Paper |
| scientific article; zbMATH DE number 1895629 (Why is no real title available?) | 2004-02-22 | Paper |
| scientific article; zbMATH DE number 1978885 (Why is no real title available?) | 2003-12-02 | Paper |
On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps
Stochastic Analysis and Applications | 2003-10-28 | Paper |
| scientific article; zbMATH DE number 1536462 (Why is no real title available?) | 2000-11-28 | Paper |
