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Publications in Probability

Mixtures of Gaussian Wells: Theory, Computation, and Application

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Fitting Parabolas in Noisy Images

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Estimation of the Long-Memory Stochastic Volatility Model Parameters That Is Robust to Level Shifts and Deterministic Trends

Journal of Time Series Analysis

Applied Mathematics

English

Time-Varying Multi-Regime Models Fitting by Genetic Algorithms

Journal of Time Series Analysis

Applied Mathematics

English

Inference for Longitudinal Data With Nonignorable Nonmonotone Missing Responses

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Small-Band Fixed-bAsymptotics for Weighted Covariance Estimation in Fractional Cointegration

Journal of Time Series Analysis

Applied Mathematics

English

Risk Aggregation in Solvency II Through Recursive Log-Normals

Insurance: Mathematics and Economics

English

Sparse Vector Markov Switching Autoregressive Models. Application to Multivariate Time Series of Temperature

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Do Actuaries Believe in Longevity Deceleration?

Insurance: Mathematics and Economics

English

Impact of Non-Normal Random Effects on Inference by Multiple Imputation: A Simulation Assessment

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English