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A Multigranularity Linguistic Group Decision-Making Method Based on Hesitant 2-Tuple Sets

International journal of intelligent systems, 2016-06, Vol.31 (6), p.612-634

2016

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André Dabrowski's work on limit theorems and weak dependence

Canadian journal of statistics, 2009-09, Vol.37 (3), p.307-326

Dehling, Herold

2009

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A Priori Identification of Skillful Extratropical Subseasonal Forecasts

Geophysical research letters, 2019-11, Vol.46 (21), p.12527-12536

2019

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A mixture of common skew-t factor analysers

Stat (International Statistical Institute), 2014-03, Vol.3 (1), p.68-82

2014

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Point pattern analysis on a region of a sphere

Stat (International Statistical Institute), 2016, Vol.5 (1), p.144-157

2016

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PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Mathematical finance, 2011-10, Vol.21 (4), p.627-641

2011

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Predicting the presence and titre of rabies virus‐neutralizing antibodies from low‐volume serum samples in low‐containment facilities

Transboundary and emerging diseases, 2021-05, Vol.68 (3), p.1564-1576

2021

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Analysis of failure time using threshold regression with semi-parametric varying coefficients

Statistica Neerlandica, 2011-05, Vol.65 (2), p.164-182

2011

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NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

Mathematical finance, 2006-07, Vol.16 (3), p.569-582

Guasoni, Paolo

2006

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HEDGING UNDER ARBITRAGE

Mathematical finance, 2013-04, Vol.23 (2), p.297-317

Ruf, Johannes

2013

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Partially varying coefficient instrumental variables models

Statistica Neerlandica, 2012-05, Vol.66 (2), p.85-110

2012

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Convolution-closed models for count time series with applications

Journal of time series analysis, 2011-05, Vol.32 (3), p.268-280

2011

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The flight-to-quality effect: a copula-based analysis

Accounting and finance (Parkville), 2010-06, Vol.50 (2), p.281-299

2010

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Consistent estimation of the memory parameter for nonlinear time series

Journal of time series analysis, 2006-03, Vol.27 (2), p.211-251

2006

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BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Mathematical finance, 1993-10, Vol.3 (4), p.349-375

1993

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Estimation with right-censored observations under a semi-Markov model

Canadian journal of statistics, 2013-06, Vol.41 (2), p.237-256

2013

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Sensitivity of univariate AR(1) time-series forecasts near the unit root

Journal of forecasting, 2001-04, Vol.20 (3), p.203-229

Banerjee, Anurag N

2001

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The pattern of natural size distributions

Sedimentology, 1980-04, Vol.27 (2), p.199-207

1980

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CONSISTENCY FOR NON-LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

Journal of time series analysis, 1995-11, Vol.16 (6), p.585-606

1995

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A new derivation of the Taylor-Aris Theory of solute dispersion in a capillary

Water resources research, 1983-08, Vol.19 (4), p.945-951

1983

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A theoretical explanation of solute dispersion in saturated porous media at the Darcy Scale

Water resources research, 1983-08, Vol.19 (4), p.938-944

1983

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PERSISTENCE IN UK STOCK MARKET RETURNS: SOME EVIDENCE USING HIGH-FREQUENCY DATA

Journal of business finance & accounting, 1992-06, Vol.19 (4), p.505-514

1992

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A Multigranularity Linguistic Group Decision-Making Method Based on Hesitant 2-Tuple Sets

André Dabrowski's work on limit theorems and weak dependence

A Priori Identification of Skillful Extratropical Subseasonal Forecasts

A mixture of common skew-t factor analysers

Point pattern analysis on a region of a sphere

PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS

Predicting the presence and titre of rabies virus‐neutralizing antibodies from low‐volume serum samples in low‐containment facilities

Analysis of failure time using threshold regression with semi-parametric varying coefficients

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND

HEDGING UNDER ARBITRAGE

Partially varying coefficient instrumental variables models

Convolution-closed models for count time series with applications

The flight-to-quality effect: a copula-based analysis

Consistent estimation of the memory parameter for nonlinear time series

BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Estimation with right-censored observations under a semi-Markov model

Sensitivity of univariate AR(1) time-series forecasts near the unit root

The pattern of natural size distributions

CONSISTENCY FOR NON-LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

A new derivation of the Taylor-Aris Theory of solute dispersion in a capillary

A theoretical explanation of solute dispersion in saturated porous media at the Darcy Scale

PERSISTENCE IN UK STOCK MARKET RETURNS: SOME EVIDENCE USING HIGH-FREQUENCY DATA

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