Universidad Carlos III de Madrid-ko ikertzaileekin lankidetzan egindako argitalpenak (6)

2014

  1. On idiosyncratic stochasticity of financial leverage effects

    Statistics and Probability Letters, Vol. 91, Núm. 1, pp. 20-26

  2. Trajectory composition of Poisson time changes and Markov counting systems

    Statistics and Probability Letters, Vol. 88, Núm. 1, pp. 91-98

2012

  1. On the infinitesimal dispersion of multivariate Markov counting systems

    Statistics and Probability Letters, Vol. 82, Núm. 4, pp. 720-725

  2. Time changes that result in multiple points in continuous-time Markov counting processes

    Statistics and Probability Letters, Vol. 82, Núm. 12, pp. 2229-2234

2011

  1. Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

    Stochastic Processes and their Applications, Vol. 121, Núm. 11, pp. 2571-2591

2009

  1. Time series analysis via mechanistic models

    Annals of Applied Statistics, Vol. 3, Núm. 1, pp. 319-348