| Publication | Date of Publication | Type |
|---|
Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation
IEEE Transactions on Circuits and Systems I: Regular Papers | 2021-08-26 | Paper |
Comparison of asymmetric stochastic volatility models under different correlation structures
Journal of Applied Statistics | 2020-12-04 | Paper |
Likelihood methods for regression models with expensive variables missing by design
Biometrical Journal | 2020-09-25 | Paper |
Common-factor stochastic volatility modelling with observable proxy
The Canadian Journal of Statistics | 2020-04-28 | Paper |
Simulating random variables using moment-generating functions and the saddlepoint approximation
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Journal of Economic Dynamics and Control | 2019-03-27 | Paper |
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Mathematical Finance | 2017-03-13 | Paper |
Algorithms for finding copulas minimizing convex functions of sums
Asia-Pacific Journal of Operational Research | 2016-12-16 | Paper |
Correction note for ``The large-maturity smile for the Heston model
Finance and Stochastics | 2013-02-07 | Paper |
Nearly exact option price simulation using characteristic functions
International Journal of Theoretical and Applied Finance | 2013-01-16 | Paper |
Design and relative efficiency in two-phase studies
Journal of Statistical Planning and Inference | 2012-09-18 | Paper |
A general method for debiasing a Monte Carlo estimator
Monte Carlo Methods and Applications | 2012-04-18 | Paper |
A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study
Biostatistics | 2011-07-27 | Paper |
Comment on ``Option pricing under the Merton model of the short rate by Kung and Lee
Mathematics and Computers in Simulation | 2010-11-30 | Paper |
Bounded Relative Error Importance Sampling and Rare Event Simulation
ASTIN Bulletin | 2010-06-21 | Paper |
Simulation of jump diffusions and the pricing of options
Insurance Mathematics & Economics | 2009-01-16 | Paper |
Antithetic and Negatively Associated Random Variables and Function Maximization
Oppositional Concepts in Computational Intelligence | 2009-01-07 | Paper |
Estimation of regression parameters in missing data problems
The Canadian Journal of Statistics | 2008-02-22 | Paper |
A calibration algorithm for simulation-based pricing models
IMA Journal of Management Mathematics | 2007-12-18 | Paper |
| Monte Carlo simulation and finance. | 2007-03-07 | Paper |
| scientific article; zbMATH DE number 2243741 (Why is no real title available?) | 2006-01-05 | Paper |
| scientific article; zbMATH DE number 2152221 (Why is no real title available?) | 2005-04-04 | Paper |
| scientific article; zbMATH DE number 1844040 (Why is no real title available?) | 2003-05-20 | Paper |
Highs and lows: Some properties of the extremes of a diffusion and applications in finance
The Canadian Journal of Statistics | 2003-04-07 | Paper |
Designing the future: A simple algorithm for sequential design of a generalized linear model
Journal of Statistical Planning and Inference | 2000-04-06 | Paper |
| scientific article; zbMATH DE number 1215450 (Why is no real title available?) | 1998-10-26 | Paper |
| scientific article; zbMATH DE number 707804 (Why is no real title available?) | 1995-01-08 | Paper |
The theory and applications of statistical inference functions
Lecture Notes in Statistics | 1993-06-05 | Paper |
Conditioning for variance reduction in estimating the sensitivity of simulations
Annals of Operations Research | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 125647 (Why is no real title available?) | 1993-02-21 | Paper |
A projected likelihood function for semiparametric models
Biometrika | 1993-01-17 | Paper |
Sequential Designs in Bioassay
Biometrics | 1990-01-01 | Paper |
Sensitivity analysis and the ``what if problem in simulation analysis
Mathematical and Computer Modelling | 1989-01-01 | Paper |
Projection as a method for increasing sensitivity and eliminating nuisance parameters
Biometrika | 1989-01-01 | Paper |
Generalizations of ancillarity, completeness and sufficiency in an inference function space
The Annals of Statistics | 1988-01-01 | Paper |
Likelihood methods for the discrimination problem
Biometrika | 1986-01-01 | Paper |
Fitting linear regression models to censored data by least squares and maximum likelihood methods
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
The information in aggregate data from Markov chains
Biometrika | 1984-01-01 | Paper |
Estimation for aggregate models: The aggregate Markov chain
The Canadian Journal of Statistics | 1984-01-01 | Paper |
The estimation of extreme quantiles in logit bioassay
Biometrika | 1983-01-01 | Paper |
The expected ratio of the sum of squares to the square of the sum
The Annals of Probability | 1982-01-01 | Paper |
A robust alternative to the normal distribution
The Canadian Journal of Statistics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3757513 (Why is no real title available?) | 1981-01-01 | Paper |
Central Limit Theorem for Absolute Deviations from the Sample Mean and Applications
Canadian Mathematical Bulletin | 1979-01-01 | Paper |
An extended martingale invariance principle
The Annals of Probability | 1978-01-01 | Paper |
Variations of the robbins—monro procedure for estimating ED(p)in the logit model
Journal of Statistical Computation and Simulation | 1978-01-01 | Paper |
On the invariance principle for nonstationary mixingales
The Annals of Probability | 1977-01-01 | Paper |
On conditional medians and a law of iterated logarithm for strongly multiplicative systems
Acta Mathematica Academiae Scientiarum Hungaricae | 1977-01-01 | Paper |
Functional and random central limit theorems for the Robbins-Munro process
Journal of Applied Probability | 1976-01-01 | Paper |
A maximal inequality and dependent strong laws
The Annals of Probability | 1975-01-01 | Paper |
Invariance principles for dependent variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1975-01-01 | Paper |
An invariance principle for strongly multiplicative sequences
Acta Mathematica Academiae Scientiarum Hungaricae | 1975-01-01 | Paper |
A Central Limit Theorem with Conditioning on the Distant Past
Canadian Mathematical Bulletin | 1975-01-01 | Paper |
Dependent central limit theorems and invariance principles
The Annals of Probability | 1974-01-01 | Paper |
