Academic staff at Faculty of Mathematics and Physics, Faculty of Social Sciences
Classes
- Statistical Methods for Data AnalysisJEM019 | Faculty of Social Sciences
- Methods of Mathematical StatisticsNMAI061 | Faculty of Mathematics and Physics
- Econometric Project Seminar +1NMEK521 | Faculty of Mathematics and Physics
- Data Science 3NMFP535 | Faculty of Mathematics and Physics
- Longitudinal and Panel dataNMST422 | Faculty of Mathematics and Physics
- Experimental DesignNMST436 | Faculty of Mathematics and Physics
- Mathematical Statistics ANMST711 | Faculty of Mathematics and Physics
Publications
- Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing2017 | Faculty of Mathematics and Physics
- Covariance structure of European option prices +12005 | Faculty of Mathematics and Physics
- An estimate of risk neutral density based on european option prices2004 | Faculty of Mathematics and Physics
- Dynamics of state price densities, Discussion Paper 2005-021 +1Publication without faculty affiliation
- Dynamics of state price densities, KPMS Preprint 46 +1Publication without faculty affiliation
- Fourier approach to goodness-of-fit tests for Gaussian random processes2023 | Faculty of Mathematics and Physics
- Functional ANOVA based on empirical characteristic functionals2022 | Faculty of Mathematics and Physics
- Fourier-type tests of mutual independence between functional time series2022 | Faculty of Mathematics and Physics
- Confidence intervals for point-of-stabilization of content uniformity2022 | Faculty of Mathematics and Physics
- Testing serial independence with functional data2021 | Faculty of Mathematics and Physics
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