| Publication | Date of Publication | Type |
|---|
Variable selection and regularization via arbitrary rectangle-range generalized elastic net
Statistics and Computing | 2023-07-20 | Paper |
Linear multifractional stable sheets in the broad sense: existence and joint continuity of local times
Bernoulli | 2022-12-19 | Paper |
Fractional Brownian Motion: Local Modulus of Continuity with Refined Almost Sure Upper Bound and First Exit Time from One-sided Barrier
| 2022-07-20 | Paper |
Series representation of jointly \(S \alpha S\) distribution via symmetric covariations
Communications in Mathematics and Statistics | 2021-08-19 | Paper |
Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times
| 2021-06-24 | Paper |
American option pricing with regression: convergence analysis
International Journal of Theoretical and Applied Finance | 2020-01-16 | Paper |
Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes
Machine Learning | 2019-11-26 | Paper |
A general class of multifractional processes and stock price informativeness
Chaos, Solitons and Fractals | 2019-07-19 | Paper |
Representation theorems of \(\mathbb{R}\)-trees and Brownian motions indexed by \(\mathbb{R}\)-trees
Asian-European Journal of Mathematics | 2019-07-05 | Paper |
Subspace condition for Bernstein's lethargy theorem
Turkish Journal of Mathematics | 2019-05-02 | Paper |
Constructing an Element of a Banach Space with Given Deviation from its Nested Subspaces
| 2019-03-05 | Paper |
On the distribution of extended CIR model
Statistics & Probability Letters | 2019-02-20 | Paper |
Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral
| 2018-08-15 | Paper |
Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
Bernstein Lethargy Theorem and Reflexivity
| 2018-03-26 | Paper |
A representation theorem for smooth Brownian martingales
Stochastics | 2016-11-25 | Paper |
A New Algorithm to Simulate the First Exit Times of a Vector of Brownian Motions, with an Application to Finance
| 2016-02-05 | Paper |
Estimation of the Pointwise H\"older Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients
| 2015-12-16 | Paper |
Generating random vectors using transformation with multiple roots and its applications
| 2015-09-15 | Paper |
Fractional Hida Malliavin Derivatives and Series Representations of Fractional Conditional Expectations
| 2014-06-05 | Paper |
A Bond Option Pricing Formula in the Extended CIR Model, with an Application to Stochastic Volatility
| 2013-12-12 | Paper |
Stochastic volatility and multifractional Brownian motion
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
H\"older regularity and series representation of a class of stochastic volatility models
| 2012-08-06 | Paper |
Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values
Statistics & Probability Letters | 2011-07-26 | Paper |
