E-LIB Suche - Ergebnisse für: Surya, Budhi

1

Maximum likelihood recursive state estimation: An incomplet..:

Surya, Budhi A.
Automatica. 168 (2024) - p. 111820 , 2024

Link: https://doi.org/10.1016/..

2

Profile likelihood estimation for the cox proportional haza..:

Mohammad, Khandoker Akib ; Hirose, Yuichi ; Surya, Budhi.
Statistical Papers. , 2023

Link: https://doi.org/10.1007/..

3

Parisian excursion with capital injection for drawdown refl..:

Surya, Budhi ; Wang, Wenyuan ; Zhao, Xianghua.
Scandinavian Actuarial Journal. 2023 (2022) 2 - p. 97-122 , 2022

Link: https://doi.org/10.1080/..

4

A two-phase dynamic contagion model for COVID-19:

Chen, Zezhun ; Dassios, Angelos ; Kuan, Valerie...
Results in Physics. 26 (2021) - p. 104264 , 2021

Link: https://doi.org/10.1016/..

5

Parisian Excursion Below a Fixed Level from the Last Record..:

, In: 2017 MATRIX Annals; MATRIX Book Series,

Surya, Budhi A. - p. 311-326 , 2019

Link: https://doi.org/10.1007/..

6

OPTIMAL DOUBLE STOPPING OF A BROWNIAN BRIDGE:

BAURDOUX, ERIK J. ; CHEN, NAN ; SURYA, BUDHI A..
Advances in Applied Probability. 47 (2015) 4 - p. 1212-1234 , 2015

Link: http://www.jstor.org/sta..

7

A Note on a Change of Variable Formula with Local Time-Spac..:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XL,

Kyprianou, Andreas E. ; Surya, Budhi A. - p. 97-104 ,

Link: https://doi.org/10.1007/..

8

Estimation in a general mixture of Markov jump processes:

Frydman, Halina ; Surya, Budhi Arta
Canadian Journal of Statistics. , 2024

Link: https://doi.org/10.1002/..

9

Conditional multivariate distributions of phase-type for a ..:

Surya, Budhi Arta
Journal of Multivariate Analysis. 191 (2022) - p. 105021 , 2022

Link: https://doi.org/10.1016/..

10

The Leland–Toft optimal capital structure model under Poiss..:

Palmowski, Zbigniew ; Pérez, José Luis ; Surya, Budhi Arta.
Finance and Stochastics. 24 (2020) 4 - p. 1035-1082 , 2020

Link: https://doi.org/10.1007/..

11

Optimal Portfolio Selection Based on Expected Shortfall Und..:

Surya, Budhi Arta ; Kurniawan, Ryan
Asia-Pacific Financial Markets. 21 (2014) 3 - p. 193-236 , 2014

Link: https://doi.org/10.1007/..

12

Two-dimensional Hull-White model for stochastic volatility ..:

Surya, Budhi Arta
Procedia Computer Science. 4 (2011) - p. 1431-1440 , 2011

Link: https://doi.org/10.1016/..

13

Statistical inference for a mixture of Markov jump processe:

Frydman, Halina ; Surya, Budhi
http://arxiv.org/abs/2103.02755. , 2021

Link: http://arxiv.org/abs/210..

14

A new class of conditional Markov jump processes with regim..:

Surya, Budhi
http://arxiv.org/abs/2107.07026. , 2021

Link: http://arxiv.org/abs/210..

15

Efficient Estimation For The Joint Model of Survival and Lo..:

Mohammad, Khandoker Akib ; Hirose, Yuichi ; Yao, Yuan.
http://arxiv.org/abs/2106.04142. , 2021

Link: http://arxiv.org/abs/210..