Application of the Polynomial Maximization Method for Estimation Parameters of Autoregressive Models with Asymmetric Innovations

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

Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks

Схоже за: Financial Risk and Volatility Modeling · Hydrology and Drought Analysis

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

On the rate of convergence to the normal law for solutions of the burgers equation with singular initial data

Схоже за: Financial Risk and Volatility Modeling · Hydrology and Drought Analysis

Maximum Likelihood Estimators in a Statistical Model of Natural Catastrophe Claims with Trend

Схоже за: Financial Risk and Volatility Modeling · Hydrology and Drought Analysis