| Publication | Date of Publication | Type |
|---|
CMMSE: a nonparametric test for grouping factor levels. An application to cocoa breeding experiments in acidic soils
Journal of Mathematical Chemistry | 2023-04-11 | Paper |
Default propensity implicit in pulled to par V@R for bonds
Discussiones Mathematicae Probability and Statistics | 2022-10-11 | Paper |
Random Tempered Distributions on Locally Compact Separable Abelian Groups
Operator Theory and Harmonic Analysis | 2021-12-08 | Paper |
Brownian bridge and other path-dependent Gaussian processes vectorial simulation
Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations
Computational and Mathematical Biophysics | 2021-10-26 | Paper |
On a stochastic model for a cooperative banking scheme for microcredit
Theory of Probability & Its Applications | 2021-08-10 | Paper |
Model selection for stock prices data
Journal of Applied Statistics | 2020-12-03 | Paper |
Pulled-to-par returns for zero-coupon bonds historical simulation value at risk
Journal of Statistical Theory and Practice | 2020-07-07 | Paper |
On some statistical models with a random number of observations
Journal of Statistical Theory and Practice | 2019-08-30 | Paper |
| Open Markov chain scheme models | 2017-09-18 | Paper |
The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
Small perturbations with large effects on value-at-risk
Discussiones Mathematicae Probability and Statistics | 2015-05-21 | Paper |
On a continuous time stock price model with regime switching, delay, and threshold
Quantitative Finance | 2015-04-16 | Paper |
On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
Stochastic Models | 2014-09-25 | Paper |
Machine learning Vasicek model calibration with Gaussian processes
Communications in Statistics. Simulation and Computation | 2013-02-21 | Paper |
Unifying exotic option closed formulas
Review of Derivatives Research | 2013-02-01 | Paper |
Some applications of probability generating function based methods to statistical estimation
Discussiones Mathematicae Probability and Statistics | 2011-03-25 | Paper |
A Conditional Gaussian Martingale Algorithm for Global Optimization
Computational Science and Its Applications - ICCSA 2006 | 2009-02-10 | Paper |
Probability Generating Functions for Discrete Real-Valued Random Variables
Theory of Probability & Its Applications | 2008-08-21 | Paper |
On the asymptotic behavior of the second moment of the Fourier transform of a random measure
International Journal of Mathematics and Mathematical Sciences | 2005-05-25 | Paper |
Locating and Computing Zeros of Airy Functions
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1134978 (Why is no real title available?) | 1998-03-30 | Paper |
| scientific article; zbMATH DE number 953263 (Why is no real title available?) | 1997-05-25 | Paper |
| scientific article; zbMATH DE number 729737 (Why is no real title available?) | 1996-09-10 | Paper |
| scientific article; zbMATH DE number 826110 (Why is no real title available?) | 1996-02-06 | Paper |
| scientific article; zbMATH DE number 773010 (Why is no real title available?) | 1995-08-10 | Paper |
| scientific article; zbMATH DE number 572080 (Why is no real title available?) | 1994-07-04 | Paper |
| scientific article; zbMATH DE number 66382 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 4107247 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3979423 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3931118 (Why is no real title available?) | 1982-01-01 | Paper |
