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Publications in Statistics

Model Selection in Threshold Models

Journal of Time Series Analysis

Applied Mathematics

English

Generalized Structured Additive Regression Based on Bayesian P-Splines

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

An Option Pricing Formula for the GARCH Diffusion Model

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Demographic Influences on Risk Perceptions

Insurance: Mathematics and Economics

English

Estimating Copula Densities Through Wavelets

Insurance: Mathematics and Economics

English

Least Squares Estimation of a Shift in Linear Processes

Journal of Time Series Analysis

Applied Mathematics

English

Asymptotics for Stationary Very Nearly Unit Root Processes

Journal of Time Series Analysis

Applied Mathematics

English

Linear Grouping Using Orthogonal Regression

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Wavelet Based Time-Varying Vector Autoregressive Modelling

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

A Spatial Mixed Poisson Framework for Combination of Excess-Of-Loss and Proportional Reinsurance Contracts

Insurance: Mathematics and Economics

English