- Simulated maximum likelihood estimation of agent-based models in economics and finance2019 | Publication without faculty affiliation
- Maximum likelihood estimators and linear regression under survey sampling designs2009 | Faculty of Mathematics and Physics
- Multilevel maximum likelihood estimation with application to covariance matrices2019 | Faculty of Mathematics and Physics
- Maximum likelihood estimation of the Hull-White model2023 | Faculty of Mathematics and Physics
- Maximum likelihood estimation in the simple NMLA model1999 | Faculty of Mathematics and Physics
- Shrinkage of maximum likelihood estimator of multivariate location1994 | Publication without faculty affiliation
- Approximated maximum likelihood estimation of parameters of discrete stable family2014 | Faculty of Mathematics and Physics
- Interest Rate Modelling: Maximum Likelihood Estimation of One-Factor Short-Rate Models2019 | Faculty of Mathematics and Physics
- A maximum likelihood estimator of an inhomogeneous Poisson point process intensity using beta splines1999 | Faculty of Mathematics and Physics
- Estimation of Financial Agent-Based Models with Simulated Maximum LikelihoodPublication without faculty affiliation
- Estimation of financial agent-based models with simulated maximum likelihood2017 | Faculty of Social Sciences
- Monitoring Changes in RCA Models2015 | Faculty of Mathematics and Physics
- Wrong-way Risk - Correlation Coefficient Calibration2015 | Faculty of Mathematics and Physics
- A COMPARISON OF NONPARAMETRIC ESTIMATORS FOR LENGTH DISTRIBUTION IN LINE SEGMENT PROCESSES2019 | Faculty of Mathematics and Physics
- Quantifying Endogeneity of Cryptocurrency MarketsPublication without faculty affiliation
- Modeling bank loan LGD of corporate and SME segments : a case study2009 | Faculty of Social Sciences
- Modelling bank loan LGD of corporate and SME segments : a case studyPublication without faculty affiliation
- When zero may not be zero: A cautionary note on the useof inter-rater reliability in evaluating grant peer review2021 | Faculty of Education
- Bimodality testing of the stochastic cusp model2015 | Faculty of Mathematics and Physics
- On Moment Estimation Methods for Spatial Cox Processes2011 | Faculty of Mathematics and Physics
- Moment estimation methods for stationary spatial Cox processes - a comparison2012 | Faculty of Mathematics and Physics
- Applications of the Girsanov theorem for multivariate fractional Brownian motions2021 | Faculty of Mathematics and Physics
- The Application of Extreme Value Theory in Operational Risk Management2012 | Publication without faculty affiliation
- Spatio-Temporal Model for a Random Set Given by a Union of Interacting Discs2012 | Faculty of Mathematics and Physics
- Statistical inference based on saddlepoint approximationsPublication without faculty affiliation
- Operational risk and economic capital modeling2010 | Faculty of Social Sciences
- Recursive estimators of GARCH models: Selected problems2014 | Faculty of Mathematics and Physics
- SFA robustness to violated distributional assumptions: theory, simulations and empirical evidence2021 | Faculty of Social Sciences, Faculty of Mathematics and Physics, Centre for Economic Research and Graduate Education
- Copula-based trading of cointegrated cryptocurrency pairs2022 | Faculty of Mathematics and Physics
- The importance of operational risk modeling for economic capital management in banking2010 | Faculty of Social Sciences