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Works (4)

Discretely observed Brownian motion governed by telegraph signal process: Estimation and application to finance

Statistical Inference for Stochastic Processes
2025-04 | Journal article
DOI: 10.1007/s11203-024-09319-0
Contributors: Surya Teja Eada; Vladimir Pozdnyakov; Jun Yan
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Recurrent events modeling based on a reflected Brownian motion with application to hypoglycemia

Biostatistics
2024-12-31 | Journal article
DOI: 10.1093/biostatistics/kxae053
Contributors: Yingfa Xie; Haoda Fu; Yuan Huang; Vladimir Pozdnyakov; Jun Yan
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On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States

Methodology and Computing in Applied Probability
2020-09 | Journal article
DOI: 10.1007/s11009-020-09774-1
Contributors: V. Pozdnyakov; L. M. Elbroch; C. Hu; T. Meyer; J. Yan
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Discretely Observed Brownian Motion Governed by Telegraph Process: Estimation

Methodology and Computing in Applied Probability
2019-09 | Journal article
DOI: 10.1007/s11009-017-9547-6
Contributors: Vladimir Pozdnyakov; L. Mark Elbroch; Anthony Labarga; Thomas Meyer; Jun Yan
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Peer review (2 reviews for 1 publication/grant)

Review activity for Methodology and computing in applied probability. (2)
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