| Publication | Date of Publication | Type |
|---|
A Precise Bare Simulation Approach to the Minimization of Some Distances. I. Foundations
IEEE Transactions on Information Theory | 2024-03-19 | Paper |
On a cornerstone of bare-simulation distance/divergence optimization
Lecture Notes in Computer Science | 2024-01-16 | Paper |
scientific article; zbMATH DE number 7573607 (Why is no real title available?)
| 2022-08-19 | Paper |
Optimal transport with some directed distances
| 2022-03-22 | Paper |
A Unifying Framework for Some Directed Distances in Statistics
| 2022-03-01 | Paper |
Testing the number and the nature of the components in a mixture distribution
| 2020-03-10 | Paper |
Robust estimation by means of scaled Bregman power distances. I: Non-homogeneous data
| 2020-03-10 | Paper |
Robust estimation by means of scaled Bregman power distances. II: Extreme values
| 2020-03-10 | Paper |
Some universal insights on divergences for statistics, machine learning and artificial intelligence
Geometric Structures of Information | 2019-07-10 | Paper |
A new toolkit for robust distributional change detection
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
3D insights to some divergences for robust statistics and machine learning
| 2018-01-12 | Paper |
Some new flexibilizations of Bregman divergences and their asymptotics
| 2018-01-12 | Paper |
On Bregman Distances and Divergences of Probability Measures
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Robust Statistical Engineering by Means of Scaled Bregman Distances
Recent Advances in Robust Statistics: Theory and Applications | 2017-02-15 | Paper |
New model search for nonlinear recursive models, regressions and autoregressions
Lecture Notes in Computer Science | 2016-05-25 | Paper |
Optimal statistical decisions about some alternative financial models
Journal of Econometrics | 2016-05-04 | Paper |
Some decision procedures based on scaled Bregman distance surfaces
Lecture Notes in Computer Science | 2014-04-16 | Paper |
On divergences of finite measures and their applicability in statistics and information theory
Statistics | 2014-03-12 | Paper |
Limits of Bayesian decision related quantities of binomial asset price models
Kybernetika | 2012-10-02 | Paper |
Some distance bounds of branching processes and their diffusion limits
| 2010-05-20 | Paper |
scientific article; zbMATH DE number 5014850 (Why is no real title available?)
| 2006-03-23 | Paper |
Some divergence properties of asset price models
Entropy | 2002-09-10 | Paper |
On exponentials of additive functionals of Markov processes
Stochastic Processes and their Applications | 2002-08-29 | Paper |
On a statistical information measure for a generalized Samuelson-Black-Scholes model
Statistics & Decisions | 2002-05-21 | Paper |
scientific article; zbMATH DE number 1415985 (Why is no real title available?)
| 2002-05-21 | Paper |
scientific article; zbMATH DE number 1916662 (Why is no real title available?)
| 2002-01-01 | Paper |
scientific article; zbMATH DE number 1642360 (Why is no real title available?)
| 2001-09-09 | Paper |
On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
Statistics & Probability Letters | 2001-08-02 | Paper |
scientific article; zbMATH DE number 1497173 (Why is no real title available?)
| 2000-08-27 | Paper |
Consistent fitting of one-factor models to interest rate data.
Insurance Mathematics & Economics | 2000-01-01 | Paper |
scientific article; zbMATH DE number 1355116 (Why is no real title available?)
| 1999-10-31 | Paper |
On bounded entropy of solutions of multi-dimensional stochastic differential equations
Statistics & Probability Letters | 1998-05-06 | Paper |
On exponential moments of two Brownian functionals
Statistics & Probability Letters | 1997-11-10 | Paper |
The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
scientific article; zbMATH DE number 52577 (Why is no real title available?)
| 1993-01-23 | Paper |
