| Publication | Date of Publication | Type |
|---|
A time-varying branching process approach to model self-renewing cells
Methodology and Computing in Applied Probability | 2026-05-28 | Paper |
High Dimensional Space Oddity
The American Statistician | 2026-05-19 | Paper |
| smam | 2026-03-07 | Software |
On the convergence of credit risk in current consumer automobile loans
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Estimating the time-to-event distribution for loan-level data within a consumer auto loan asset-backed security
The Annals of Applied Statistics | 2026-01-12 | Paper |
Martingale approach to gambler's ruin problem for correlated randomwalks
Journal of Applied Probability | 2025-11-28 | Paper |
Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance
Statistical Inference for Stochastic Processes | 2025-01-03 | Paper |
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks
Statistics & Probability Letters | 2024-05-17 | Paper |
| smam | 2024-01-10 | Software |
Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach
Insurance Mathematics & Economics | 2023-04-20 | Paper |
On occupation time for on-off processes with multiple off-states
Modern Stochastics. Theory and Applications | 2022-12-13 | Paper |
Moving‐resting process with measurement error in animal movement modeling
Methods in Ecology and Evolution | 2021-08-17 | Paper |
On estimation for Brownian motion governed by telegraph process with multiple off states
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Density and distribution evaluation for convolution of independent gamma variables
Computational Statistics | 2020-05-28 | Paper |
Density and distribution evaluation for convolution of independent gamma variables
Computational Statistics | 2019-09-30 | Paper |
Buses, bullies, and bijections
Mathematics Magazine | 2018-10-25 | Paper |
A Repeated Significance Test With Applications To Sequential Detection In Sensor Networks
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
On estimation for Brownian motion governed by telegraph process with multiple off states
Methodology and Computing in Applied Probability | 2018-06-03 | Paper |
Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation
Methodology and Computing in Applied Probability | 2017-02-02 | Paper |
On expected occupation time of Brownian bridge
Statistics & Probability Letters | 2015-05-06 | Paper |
A systematic martingale construction with applications to permutation inequalities
Journal of Mathematical Analysis and Applications | 2015-02-25 | Paper |
Asymptotics of the empirical cross-over function
Annals of the Institute of Statistical Mathematics | 2014-10-02 | Paper |
On modeling animal movements using Brownian motion with measurement error
Ecology | 2014-02-01 | Paper |
A moving–resting process with an embedded Brownian motion for animal movements
Population Ecology | 2014-01-29 | Paper |
On the 80th birthday of I. A. Ibragimov
Theory of Probability and its Applications | 2013-11-22 | Paper |
On Gaussian HJM framework for Eurodollar futures
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
| Can Tests for Jumps be Viewed as Tests for Clusters? | 2013-10-06 | Paper |
Asymptotics of a clustering criterion for smooth distributions
Electronic Journal of Statistics | 2013-05-29 | Paper |
Asymptotics of a clustering criterion for smooth distributions
Electronic Journal of Statistics | 2013-05-29 | Paper |
Bugs on a budget: distributed sensing with cost for reporting and nonreporting
Probability in the Engineering and Informational Sciences | 2011-08-17 | Paper |
A test for self-exciting clustering mechanism
Statistics & Probability Letters | 2011-08-16 | Paper |
Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion
Methodology and Computing in Applied Probability | 2009-12-02 | Paper |
On occurrence of subpattern and method of gambling teams
Annals of the Institute of Statistical Mathematics | 2009-11-23 | Paper |
On occurrence of patterns in Markov chains: Method of gambling teams
Statistics & Probability Letters | 2008-11-14 | Paper |
Waiting Times for Patterns and a Method of Gambling Teams
The American Mathematical Monthly | 2008-02-05 | Paper |
A note on occurrence of gapped patterns in i.i.d. Sequences
Discrete Applied Mathematics | 2007-11-30 | Paper |
A nonparametric repeated significance test with adaptive target sample size
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
Journal of Applied Probability | 2006-09-25 | Paper |
A martingale approach to scan statistics
Annals of the Institute of Statistical Mathematics | 2006-03-09 | Paper |
On the martingale framework for futures prices.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
A Repeated Significance Test for Distributions with Heavy Tails
Sequential Analysis | 2005-05-23 | Paper |
On the functional CLT for partial sums of truncated bounded from below random variables
Statistics & Probability Letters | 2005-03-08 | Paper |
A note on functional CLT for truncated sums.
Statistics & Probability Letters | 2004-03-14 | Paper |
Convexity bias in the pricing of Eurodollar swaps
Methodology and Computing in Applied Probability | 2002-12-15 | Paper |
On the functional law of the iterated logarithm for trimmed sums
Journal of Mathematical Sciences (New York) | 2000-08-24 | Paper |
The functional law of the iterated logarithm for truncated sums
Journal of Mathematical Sciences (New York) | 2000-08-24 | Paper |
On the law of iterated logarithm for reduced sums
Vestnik St. Petersburg University. Mathematics | 1996-09-01 | Paper |
On the strong law of large numbers for reduced sums
Vestnik St. Petersburg University. Mathematics | 1996-09-01 | Paper |
