Alexandria Digital Research Library

Parameter Estimation for Stable Distributions : Spacings-based and Indirect Inference

Optimal execution with order flow

Stochastic flocking and its application to systemic risk with jumps

A change-point problem and preliminary test estimation in circular statistics

Some Contributions to Nonparametric Bayesian Methods

Statistical Methods for Treatment Effects with Treatment Switching

Stochastic Conditional Distribution Models with Applications in Finance

Nonparametric Mixed-Effects Density Regression

Systemic Risk Illustrated