Similar Search Results - EconBiz

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang; Kleinow, Torsten; Korostelev, … - 2001

The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A methodology is proposed for estimating and testing coefficient functions for ergodic diffusions that are not directly observable. It is based on...

Persistent link: https://www.econbiz.de/10009613611

Estimation of support of a probability density and estimation of support functionals

Korostelev, Aleksandr P. - 1992

Persistent link: https://www.econbiz.de/10000839551

On estimation of monotone and convex boundaries

Korostelev, Aleksandr P. - In: Publications de l'Institut de Statistique de … 39 (1995) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10001188690

Minimax linewise algorithm for image reconstruction

Korostelev, Aleksandr P. - 1992

Persistent link: https://www.econbiz.de/10000843850

Hazard rate models for early detection of reliability problems using information from warranty databases and upstream supply chain

Zhou, Chongwen; Chinnam, Ratna Babu; Korostelev, … - In: International journal of production economics 139 (2012) 1, pp. 180-195

Persistent link: https://www.econbiz.de/10009572687

Bayesian approach to hazard rate models for early detection of warranty and reliability problems using upstream supply chain information

Zhou, Chongwen; Chinnam, Ratna Babu; Dalkiran, Evrim; … - In: International journal of production economics 193 (2017), pp. 316-331

Persistent link: https://www.econbiz.de/10011758448

Optimal soft-order revisions under demand and supply uncertainty and upstream information

Baruah, Pundarikaksha; Chinnam, Ratna Babu; Korostelev, … - In: International journal of production economics 182 (2016), pp. 14-25

Persistent link: https://www.econbiz.de/10011621848

Testing the diffusion coefficient

Kleinow, Torsten - 2002

Persistent link: https://www.econbiz.de/10001684924

Valuation and hedging of participating life-insurance policies under management discretion

Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-87

Persistent link: https://www.econbiz.de/10009517657

A common age effect model for the mortality of multiple populations

Kleinow, Torsten - In: Insurance / Mathematics & economics 63 (2015), pp. 147-152

Persistent link: https://www.econbiz.de/10011349843

A service of the