海量图书期刊资源,随时随地畅享阅读乐趣
On piecewise linear processesRatanov, Nikita · Statistics & Probability Letters · 2014
On the asymmetric telegraph processesLópez, Oscar; Ratanov, Nikita · Journal of Applied Probability · 2014
On the Asymmetric Telegraph ProcessesLópez, Oscar; Ratanov, Nikita · Journal of Applied Probability · 2014
Kac–Lévy ProcessesRatanov, Nikita · Journal of Theoretical Probability · 2018
A jump telegraph model for option pricingRatanov, Nikita · Quantitative Finance · 2007
Occupation time distributions for the telegraph processLeonid Bogachev; Nikita Ratanov · 2011
Double Telegraph Processes and Complete Market ModelsRatanov, Nikita · Stochastic Analysis and Applications · 2014
Moderate deviations for Hawkes processesZhu, Lingjiong · Statistics & Probability Letters · 2013
Bayesian efficiencyWithers, Christopher S.; Nadarajah, Saralees · Statistics & Probability Letters · 2013
Alpha–Skew–Laplace distributionShams Harandi, S.; Alamatsaz, M.H. · Statistics & Probability Letters · 2013
A multistate monotone system signatureda Costa Bueno, Vanderlei · Statistics & Probability Letters · 2013
A double generalized Pareto distributionNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · Statistics & Probability Letters · 2013
Expansions for bivariate extreme value distributionsNadarajah, Saralees · Statistics & Probability Letters · 2013
Risk measures for skew normal mixturesBernardi, Mauro · Statistics & Probability Letters · 2013