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Bayesian‐type count data models with varying coefficients: estimation and testing in the presence of overdispersion JOURNAL ARTICLE published April 2001 in Applied Stochastic Models in Business and Industry |
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Simultaneous estimation of the parameters of the Hurst–Kolmogorov stochastic process JOURNAL ARTICLE published January 2011 in Stochastic Environmental Research and Risk Assessment |
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Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations JOURNAL ARTICLE published April 2021 in Statistical Inference for Stochastic Processes |
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Optimal Mutation Rate Using Bayesian Priors for Estimation of Distribution Algorithms BOOK CHAPTER published 2001 in Stochastic Algorithms: Foundations and Applications |
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The range inter‐event process in a symmetric birth–death random walk JOURNAL ARTICLE published July 2001 in Applied Stochastic Models in Business and Industry |
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Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry |
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Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process JOURNAL ARTICLE published September 2009 in Applied Stochastic Models in Business and Industry |
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Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process JOURNAL ARTICLE published March 1995 in Applied Stochastic Models and Data Analysis |
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Bayesian estimation and prediction for the transformed Wiener degradation process JOURNAL ARTICLE published July 2020 in Applied Stochastic Models in Business and Industry |
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Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry |
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Corrigendum to “Limit theorems for iterated random functions by regenerative methods” [Stochastic Process. Appl. 96 (2001) 123–142] JOURNAL ARTICLE published February 2002 in Stochastic Processes and their Applications |
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Computational approaches to estimation in the principal component analysis of a stochastic process JOURNAL ARTICLE published December 1995 in Applied Stochastic Models and Data Analysis |
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Erratum to “Long strange segments in a long-range-dependent moving average” [Stochastic Process. Appl. 93 (2001) 119–148] JOURNAL ARTICLE published September 2002 in Stochastic Processes and their Applications |
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Post selection shrinkage estimation for high‐dimensional data analysis JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry |
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Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry |
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Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry Research funded by National Science Foundation (1405698) |
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Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’ JOURNAL ARTICLE published March 2017 in Applied Stochastic Models in Business and Industry Research funded by Simons Foundation (359337) |
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Ruin theory for classical risk process that is perturbed by diffusion with risky investments JOURNAL ARTICLE published January 2009 in Applied Stochastic Models in Business and Industry |
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Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions JOURNAL ARTICLE published August 2017 in Applied Stochastic Models in Business and Industry Research funded by US NIH (#GM70335,#P01CA142538) |
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The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production JOURNAL ARTICLE published May 2018 in Applied Stochastic Models in Business and Industry Research funded by Ministerio de Economía, Industria y Competitividad, Spain (MTM2014-58061-P) |