2016:22
Maria Deijfen & Robert Fitzner: Birds of a feather or opposites attract: effects in network modelling
Abstrakt (pdf) | Fulltext (pdf)


2016:21
Kristoffer Lindensjö: Constructive martingale representation using Functional Itô Calculus: a local martingale extension
Abstrakt (pdf) | Fulltext (pdf)


2016:20
Kristoffer Lindensjö: Time-inconsistent stochastic control: solving the extended HJB system is a necessary condition for regular equilibria
Abstrakt (pdf) | Fulltext (pdf)


2016:19
Kristoffer Lindensjö: An Explicit Formula for Optimal Portfolios in Complete Wiener Driven Markets: a Functional Itô Calculus Approach
Abstrakt (pdf) | Fulltext (pdf)


2016:18
Abid Ali Lashari & Pieter Trapman: Branching process approach for epidemics in dynamic partnership network
Abstrakt (pdf) | Fulltext (pdf)


2016:17
Taras Bodnar, Stepan Mazur, Stanislas Muhinyuza & Nestor Parolya: On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension Vector
Abstrakt (pdf) | Fulltext (pdf)


2016:16
Taras Bodnar, Ostap Okhrin & Nestor Parolya : Optimal Shrinkage Estimator for High-Dimensional Mean Vector
Abstrakt (pdf) | Fulltext (pdf)


2016:15
Mathias Lindholm : A Note on the Connection Between Some Classical Mortality Laws and Proportional Frailty
Abstrakt (pdf) | Fulltext (pdf)


2016:14
Hampus Engsner, Mathias Lindholm & Filip Lindskog : Insurance valuation: a computable multi-period cost-of-capital approach
Abstrakt (pdf) | Fulltext (pdf)


2016:13
André Neumann, Taras Bodnar, Dietmar Pfeifer & Thorsten Dickhaus : Statistical Properties of Bernstein Copulae with Applications in Multiple Testing
Abstrakt (pdf) | Fulltext (pdf)


2016:12
Rolf Sundberg : A note on “shaved dice” inference
Abstrakt (pdf) | Fulltext (pdf)


2016:11
Federica Giardina, Ethan Obie Romero-Severson, Jan Albert, Tom Britton & Thomas Leitner : Inference of transmission network structure from HIV phylogenetic trees
Abstrakt (pdf) | Fulltext (pdf)


2016:10
Ying Pang : Factor-Augmented Modeling and Forecasting: regional animal abundance and dynamics
Abstrakt (pdf) | Fulltext (pdf)


2016:9
Sebastian Rosengren & Pieter Trapman : A Dynamic Erdös-Rényi Graph Model
Abstrakt (pdf) | Fulltext (pdf)


2016:8
Ying Pang : Extended Factor-Augmented Vector Autoregression: macroeconomic forecasting with the Lasso
Abstrakt (pdf) | Fulltext (pdf)


2016:7
Maria Deijfen, Alexander E. Holroyd & James B. Martin : Friendly frogs, stable marriage, and the magic of invariance
Abstrakt (pdf) | Fulltext (pdf)


2016:6
Dmitrii Silvestrov, Mikael Petersson & Ola Hössjer : Nonlinearly Perturbed Birth-Death-Type Models
Abstrakt (pdf) | Fulltext (pdf)


2016:5
Jens Malmros & Luis E.C. Rocha : Multiple seed structure and disconnected networks in respondent-driven sampling
Abstrakt (pdf) | Fulltext (pdf)


2016:4
Dmitrii Silvestrov : Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2016:3
Taras Bodnar, Stepan Mazur & Nestor Parolya : Central Limit Theorems for Functionals of Large Dimensional Sample Covariance Matrix and Mean Vector in Matrix-Variate Skewed Model
Abstrakt (pdf) | Fulltext (pdf)


2016:2
Andreas Lagerås & Mathias Lindholm : Issues with the Smith-Wilson method
Abstrakt (pdf) | Fulltext (pdf)


2016:1
Dmitrii Silvestrov & Raimondo Manca : Reward Algorithms for Exponential Moments of Hitting Times for Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)