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Spectral Analysis for Comparing Bitcoin to Currencies and Assets

Mathematics (Basel), 2023-04, Vol.11 (8), p.1775

2023

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On Structured Random Matrices Defined by Matrix Substitutions

Mathematics (Basel), 2023-05, Vol.11 (11), p.2505

2023

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Estimation–Calibration of Continuous-Time Non-Homogeneous Markov Chains with Finite State Space

Mathematics (Basel), 2024-03, Vol.12 (5), p.668

2024

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The Multi-Compartment SI(RD) Model with Regime Switching: An Application to COVID-19 Pandemic

Symmetry (Basel), 2021-12, Vol.13 (12), p.2427

2021

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Coupled Price–Volume Equity Models with Auto-Induced Regime Switching

Risks (Basel), 2023-11, Vol.11 (11), p.203

2023

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Open Markov Type Population Models: From Discrete to Continuous Time

Mathematics (Basel), 2021-07, Vol.9 (13), p.1496

2021

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On a Parallelised Diffusion Induced Stochastic Algorithm with Pure Random Search Steps for Global Optimisation

Mathematics (Basel), 2021-12, Vol.9 (23), p.3043

2021

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A wavelet-based neural network scheme for supervised and unsupervised learning

Neural computing & applications, 2021-10, Vol.33 (20), p.13433-13448

2021

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Model selection for stock prices data

Journal of applied statistics, 2016-12, Vol.43 (16), p.2977-2987

2016

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Stochastic Finance

1. Aufl., 2006

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From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations

Computational and Mathematical Biophysics, 2020-01, Vol.8 (1), p.180-197

2020

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Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

2013., 2013

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On a continuous time stock price model with regime switching, delay, and threshold

Quantitative finance, 2014-01, Vol.14 (8), p.1479-1488

2014

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On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

Stochastic models, 2014-07, Vol.30 (3), p.365-389

2014

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Unifying exotic option closed formulas

Review of derivatives research, 2012-07, Vol.15 (2), p.99-128

2012

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The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate

Communications in statistics. Theory and methods, 2014-01, Vol.43 (2), p.266-290

2014

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ON THE ASYMPTOTIC BEHAVIOR OF THE SECOND MOMENT OF THE FOURIER TRANSFORM OF A RANDOM MEASURE

International Journal of Mathematics and Mathematical Sciences, 2004, Vol.2004 (63), p.3423-3434

Esquivel, Manuel L

2004

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CMMSE: a nonparametric test for grouping factor levels: an application to cocoa breeding experiments in acidic soils

Journal of mathematical chemistry, 2023-03, Vol.61 (3), p.652-672

2023

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A Conditional Gaussian Martingale Algorithm for Global Optimization

Computational Science and Its Applications - ICCSA 2006, 2006, p.841-851

2006

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Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk

Journal of statistical theory and practice, 2020-06, Vol.14 (2), Article 30

2020

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An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

AIP Conference Proceedings, 2016, Vol.1738 (1)

2016

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On Some Auto-Induced Regime Switching Double-Threshold Glued Diffusions

Journal of statistical theory and practice, 2014-10, Vol.8 (4), p.760-771

2014

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On some statistical models with a random number of observations

Journal of statistical theory and practice, 2016-10, Vol.10 (4), p.805-823

2016

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Random Tempered Distributions on Locally Compact Separable Abelian Groups

Operator Theory and Harmonic Analysis, 2021, Vol.358, p.147-166

2021

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On the Information Content of Some Stochastic Algorithms

Recent Developments in Stochastic Methods and Applications, p.57-75

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Spectral Analysis for Comparing Bitcoin to Currencies and Assets

On Structured Random Matrices Defined by Matrix Substitutions

Estimation–Calibration of Continuous-Time Non-Homogeneous Markov Chains with Finite State Space

The Multi-Compartment SI(RD) Model with Regime Switching: An Application to COVID-19 Pandemic

Coupled Price–Volume Equity Models with Auto-Induced Regime Switching

Open Markov Type Population Models: From Discrete to Continuous Time

On a Parallelised Diffusion Induced Stochastic Algorithm with Pure Random Search Steps for Global Optimisation

A wavelet-based neural network scheme for supervised and unsupervised learning

Model selection for stock prices data

Stochastic Finance

From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations

Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

On a continuous time stock price model with regime switching, delay, and threshold

On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

Unifying exotic option closed formulas

The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate

ON THE ASYMPTOTIC BEHAVIOR OF THE SECOND MOMENT OF THE FOURIER TRANSFORM OF A RANDOM MEASURE

CMMSE: a nonparametric test for grouping factor levels: an application to cocoa breeding experiments in acidic soils

A Conditional Gaussian Martingale Algorithm for Global Optimization

Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

On Some Auto-Induced Regime Switching Double-Threshold Glued Diffusions

On some statistical models with a random number of observations

Random Tempered Distributions on Locally Compact Separable Abelian Groups

On the Information Content of Some Stochastic Algorithms

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