User: Guest  Login
Sort by:
and:
next

Finegold, Michael A.; Drton, Mathias
Robust graphical modeling with t-distributions
UAI '09 (Proceedings of the Twenty-Fifth Conference on Uncertainty in Artificial Intelligence)
2009
169–176
Drton, Mathias, Sturmfels, Bernd, and Sullivant, Seth
Lectures on Algebraic Statistics
Birkhäuser Basel
2009
172
Drton, Mathias
Likelihood ratio tests and singularities
The Annals of Statistics
2009
37
2
Mar
979-1012
Drton, Mathias
Discrete chain graph models
Bernoulli
2009
15
3
Aug
736-753
Klüppelberg, C. and Pergamenshchikov, S.
Albrecher, H., Runggaldier, W. and Schachermayer, W. (Eds.)
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
245-273
Albrecher, H., Runggaldier, W. and Schachermayer, W.: Advanced Financial Modelling
Walter de Gruyter
2009
Karg, M., Haug, S., Kühnlenz, K. and Buss, M. (2009)
A dynamic model and system-theoretic analysis of affect based on a piecewise linear system.
Proceedings of the 18th IEEE International Symposium on Robot and Human Interactive Communication (Ro-Man)
2009
Clason, C., Hepperger, P.
A forward approach to numerical data assimilation
SIAM Journal on Scientific Computing
2009
31
4
3090-3115
Stelzer, R.
First jump approximation of a multivariate Lévy driven SDE and an application to ECOGARCH processes
Stochastic Processes and Their Application
2009
119
6
1932-1951
Eder, I. and Klüppelberg, C.
The first passage event for sums of dependent Lévy processes with applications to insurance risk
Ann. Appl. Probab.
2009
19
6
2047-2079
Cotar, C., Deuschel, J-D. and Müller, S.
Strict convexity of the free energy for a class of non-convex gradient models
Communications in Mathematical Physics
2009
286
1
359-376
Sort by:
and:
next