| Publication | Date of Publication | Type |
|---|
| Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance | 2025-01-03 | Paper |
| On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks | 2024-05-17 | Paper |
| smam | 2024-01-10 | Software |
| Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach | 2023-04-20 | Paper |
| On occupation time for on-off processes with multiple off-states | 2022-12-13 | Paper |
| Moving‐resting process with measurement error in animal movement modeling | 2021-08-17 | Paper |
| On estimation for Brownian motion governed by telegraph process with multiple off states | 2021-01-18 | Paper |
| Density and distribution evaluation for convolution of independent gamma variables | 2020-05-28 | Paper |
| Density and distribution evaluation for convolution of independent gamma variables | 2019-09-30 | Paper |
| Buses, Bullies, and Bijections | 2018-10-25 | Paper |
| A Repeated Significance Test With Applications To Sequential Detection In Sensor Networks | 2018-07-09 | Paper |
| On estimation for Brownian motion governed by telegraph process with multiple off states | 2018-06-03 | Paper |
| Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation | 2017-02-02 | Paper |
| On expected occupation time of Brownian bridge | 2015-05-06 | Paper |
| A systematic martingale construction with applications to permutation inequalities | 2015-02-25 | Paper |
| Asymptotics of the empirical cross-over function | 2014-10-02 | Paper |
| On modeling animal movements using Brownian motion with measurement error | 2014-02-01 | Paper |
| A moving–resting process with an embedded Brownian motion for animal movements | 2014-01-29 | Paper |
| On the 80th birthday of I. A. Ibragimov | 2013-11-22 | Paper |
| On Gaussian HJM framework for Eurodollar futures | 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 | 2013-05-29 | Paper |
| BUGS ON A BUDGET: DISTRIBUTED SENSING WITH COST FOR REPORTING AND NONREPORTING | 2011-08-17 | Paper |
| A test for self-exciting clustering mechanism | 2011-08-16 | Paper |
| Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion | 2009-12-02 | Paper |
| On occurrence of subpattern and method of gambling teams | 2009-11-23 | Paper |
| On occurrence of patterns in Markov chains: Method of gambling teams | 2008-11-14 | Paper |
| Waiting Times for Patterns and a Method of Gambling Teams | 2008-02-05 | Paper |
| A note on occurrence of gapped patterns in i.i.d. Sequences | 2007-11-30 | Paper |
| A nonparametric repeated significance test with adaptive target sample size | 2007-02-14 | Paper |
| Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains | 2006-09-25 | Paper |
| A martingale approach to scan statistics | 2006-03-09 | Paper |
| On the martingale framework for futures prices. | 2005-11-29 | Paper |
| A Repeated Significance Test for Distributions with Heavy Tails | 2005-05-23 | Paper |
| On the functional CLT for partial sums of truncated bounded from below random variables | 2005-03-08 | Paper |
| A note on functional CLT for truncated sums. | 2004-03-14 | Paper |
| Convexity bias in the pricing of Eurodollar swaps | 2002-12-15 | Paper |
| On the functional law of the iterated logarithm for trimmed sums | 2000-08-24 | Paper |
| The functional law of the iterated logarithm for truncated sums | 2000-08-24 | Paper |
| On the law of iterated logarithm for reduced sums | 1996-09-01 | Paper |
| On the strong law of large numbers for reduced sums | 1996-09-01 | Paper |
