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Publications in Statistics

A Circular Property of the Occurrence of Sequence Patterns in the Fair Coin-Tossing Process

Advances in Applied Probability

Applied Mathematics

English

On a Localization Property of Wavelet Coefficients for Processes With Stationary Increments, and Applications. I. Localization With Respect to Shift

Advances in Applied Probability

Applied Mathematics

English

On the Number of Allelic Types for Samples Taken From Exchangeable Coalescents With Mutation

Advances in Applied Probability

Applied Mathematics

English

Some Reward–penalty Rules for the Multi-Armed Bandit Problem Which Are Asymptotically Optimal

Advances in Applied Probability

Applied Mathematics

English

A Note on Long-Term Optimal Portfolios Under Drawdown Constraints

Advances in Applied Probability

Applied Mathematics

English

A Comment on Star-Ordering and Tail-Ordering

Advances in Applied Probability

Applied Mathematics

English

Itô Formula for the Two-Parameter Fractional Brownian Motion Using the Extended Divergence Operator

English

Robust Optimization of Consumption With Random Endowment

English

Canonical Correspondence Analysis as an Approximation to Gaussian Ordination

Ecological Modeling

English

Stability of Nonlinear Stochastic Recursions With Application to Nonlinear AR-GARCH Models

Advances in Applied Probability

Applied Mathematics

English