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Publications in Statistics

Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum

Journal of Applied Probability

English

Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

Journal of Applied Probability

English

Stochastic vs. Deterministic Modeling of Intracellular Viral Kinetics

Journal of Theoretical Biology

Molecular Biology

Applied Mathematics

Biological Sciences

English

Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach

Empirical Economics

Social Sciences

English

Heavy Traffic Analysis of a Transportation Network Model

Journal of Applied Probability

English

Approximations in Finite-Capacity Multi-Server Queues With Poisson Arrivals

Journal of Applied Probability

English

Ageing Properties of Certain Dependent Geometric Sums

Journal of Applied Probability

English

Shot Noise Generated by a Semi-Markov Process

Journal of Applied Probability

English

On Transient Regenerative Processes

Journal of Applied Probability

English

Minimizing the Expected Rank With Full Information

Journal of Applied Probability

English