The following pages link to Joanna Janczura (Q1621242):
Displaying 6 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Efficient estimation of Markov regime-switching models: an application to electricity spot prices (Q1633253) (← links)
- Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach (Q2242102) (← links)
- Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach (Q2441572) (← links)
- A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment (Q2698195) (← links)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261) (← links)
