4. Statistics
  5. Computation

Stefano M. Iacus

Statistics – Computation

Scientist

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Adaptive LASSO-type estimation for ergodic diffusion processes

Mathematics – Statistics Theory
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Approximating distribution functions by iterated function systems

Mathematics – Statistics Theory
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Change point estimation for the telegraph process observed at discrete times

Mathematics – Statistics Theory
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Estimation for the change point of the volatility in a stochastic differential equation

Mathematics – Statistics Theory
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Estimation for the discretely observed telegraph process

Mathematics – Probability
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