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Publications in Statistics

Moderate Deviation Principle in Nonlinear Bifurcating Autoregressive Models

Statistics and Probability Letters
UncertaintyStatisticsProbability
2018English

Large and Moderate Deviations of Realized Covolatility

Statistics and Probability Letters
UncertaintyStatisticsProbability
2014English

Recovering a Piecewise Constant Volatility From Perpetual Put Option Prices

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2010English

Singular Mean-Field Control Games

Stochastic Analysis and Applications
UncertaintyApplied MathematicsStatisticsProbability
2017English

Correction To: Conditional Growth Volatility and Sectoral Comovement in U.S. Industrial Production, 1828–1915

Empirical Economics
StatisticsProbabilityEconomicsEconometricsMathematicsSocial Sciences
2019English

Loss Rate for a General Lévy Process With Downward Periodic Barrier

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2011English

Boundary Problem in Simon’s Two-Stage Clinical Trial Designs

Journal of Biopharmaceutical Statistics
StatisticsProbabilityPharmacology
2016English

Industrial Statistics Revisited: From Footnotes to Meta-Information Management

Austrian Journal of Statistics
UncertaintyApplied MathematicsStatisticsProbability
2016English

Spatial Expectile Predictions for Elliptical Random Fields

Methodology and Computing in Applied Probability
MathematicsStatisticsProbability
2017English

Stochastic Intensity for Minimal Repairs in Heterogeneous Populations

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2011English

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