This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...
Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.
We give a large-sample analysis of the minimal coverage probability of the usual confidence intervals for regression parameters when the underlying model is chosen by a "conservative" (or ...
Economic evaluation of chemotherapy with mitoxantrone plus prednisone for symptomatic hormone-resistant prostate cancer: based on a Canadian randomized trial with palliative end points. Telomerase ...