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Asymptotics for fixed transaction costs

Altarovici, Albert ; Muhle-Karbe, Johannes ; Soner, Halil

In: Finance and Stochastics, 2015, vol. 19, no. 2, p. 363-414

Modified marginal expected shortfall under asymptotic dependence

Cai, J.-J ; Chavez-Demoulin, V. ; Guillou, A.

In: Biometrika, 2017, vol. 104, no. 1, p. 243-249

Approximate maximum likelihood estimation for population genetic inference

Bertl, Johanna ; Ewing, Gregory ; Kosiol, Carolin ; Futschik, Andreas

In: Statistical Applications in Genetics and Molecular Biology, 2017, vol. 16, no. 5-6, p. 291-312

The Finite Sample Performance of Inference Methods for Propensity Score Matching and Weighting Estimators

Bodory, Hugo ; Camponovo, Lorenzo ; Huber, Martin ; Lechner, Michael

In: Journal of Business and Economic Statistics, 2020, vol. 38, no. 1, p. 183-200

This article investigates the finite sample properties of a range of inference methods for propensity score-based matching and weighting estimators frequently applied to evaluate the average treatment effect on the treated. We analyze both asymptotic approximations and bootstrap methods for computing variances and confidence intervals in our simulation designs, which are based on German...

A Criterion for Asymptotic Completeness in Local Relativistic QFT

Dybalski, Wojciech ; Gérard, Christian

In: Communications in Mathematical Physics, 2014, vol. 332, no. 3, p. 1167-1202

A new Proof for the Lévy Construction of Second Kind for Stable Laws

Neuenschwander, D.

In: Journal of Mathematical Sciences, 2014, vol. 200, no. 4, p. 473-475

Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods

Gatto, Riccardo ; Baumgartner, Benjamin

In: Methodology and Computing in Applied Probability, 2014, vol. 16, no. 3, p. 561-582

On Multivariate Power Series of Random Variables Satisfying Some Hierarchy Conditions

Neuenschwander, D.

In: Journal of Mathematical Sciences, 2014, vol. 200, no. 4, p. 476-479

Some computational aspects of the generalized von Mises distribution

Gatto, Riccardo

In: Statistics and Computing, 2008, vol. 18, no. 3, p. 321-331

On the asymptotic expansion of the colored Jones polynomial for torus knots

Dubois, Jérôme ; Kashaev, Rinat

In: Mathematische Annalen, 2007, vol. 339, no. 4, p. 757-782