Tag: Statistics and Risk Management

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Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs

2015, Stochastic Processes and their Applications, Gassiat,P;Oberhauser,H;Dos Reis,G

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Time discretization of fbsde with polynomial growth drivers and reactiondiffusion pdes

2015, Annals of Applied Probability, Lionnet,A;Reis,GD;Szpruch,L

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MEASURING THE EFFECTS OF MARKETING ACTIONS: THE ROLE OF MATCHING METHODOLOGIES

2015, Quantitative Modelling in Marketing and Management, Pinto,I;Cardoso,MG

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Stability in price competition revisited

2015, Economic Theory Bulletin, Faias,M;Hervés-Estévez,J;Moreno-García,E

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Industrial production of gypsum: Quality control charts

2015, Springer Proceedings in Mathematics and Statistics, Grilo,LM;Grilo,HL;Marques,CJ

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A log probabilityweighted moment estimator of extreme quantiles

2015, Springer Proceedings in Mathematics and Statistics, Caeiro,F;Gomes,DP

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Estimation of Variance Components in Normal Linear Mixed Models with Additivity

2015, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), Ferreira,D;Ferreira,SS;Nunes,C;Mexia,JT

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Adaptive choice and resampling techniques in extremal index estimation

2015, Springer Proceedings in Mathematics and Statistics, Gomes,DP;Neves,MM

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Computer Intensive Methods for Improving the Extremal Index Estimation

2015, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), Gomes,DP;Neves,MM

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Preface of the “3rd symposium on statistical inference in linear models”

2015, , Carvalho,F

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