Selected Papers 2016-2020

Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data

Border analysis for spatial clusters

Bypassing the truncation problem of truncated Lévy flights

Characterization of implied scenarios as families of common behavior

Dynamic changepoint detection in count time series: a particle filter approach

Dynamics of an optimal maintenance policy for imperfect repair models

Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: Full Bayesian analysis

Estimation of a nonlinear discriminant function from a mixture of two GEV distributions

Exact distribution of the product and the quotient of two stable Lévy random variables

Fitting asymmetric bimodal data with selected distributions