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11/02/2022
Statistical Modelling for Improving Efficiency of Online Advertising
Real-time bidding has transformed the digital advertising landscape, all...
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08/12/2019
Prediction in regression models with continuous observations
We consider the problem of predicting values of a random process or fiel...
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04/05/2019
Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval
We consider the quasi-stationary distribution of the classical Shiryaev ...
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05/19/2018