Statistical inference using higher-order information

Recovery of periodicities hidden in heavy‐tailed noise

Схоже за: Distributed Sensor Networks and Detection Algorithms · Financial Risk and Volatility Modeling

On the Whittle estimators for some classes of continuous-parameter random processes and fields

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference

Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference

Parameter estimation in CKLS model by continuous observations

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference

New copulas based on general partitions-of-unity and their applications to risk management (part II)

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference

Large deviation probabilities in terms of majorizing measures

Схоже за: Financial Risk and Volatility Modeling · Statistical Methods and Inference