We consider a stochastic model for the problem of taxonomic identification in bacterial genomes, motivated by the detection of horizontal gene transfer between non-closely related species. ...

All models are wrong; only some are useful. (G. E. P. Box) In this project, we have analyzed some useful models, based on an approximation introduced by G. E. P. Box; hence, the next few ...

This project considers an estimation concept for integreted volatility and variance. We finde an application in volatlity derivatives. We consider continuous stochastic volatility processes ...

A generalization of Marshall-Olkin(1967) bivariate exponential model is proposed and the existence, uniqueness and asymptotic distributional properties of the maximum likelihood estimators ...

We prove a distributional convergence version of Levy's theorem on the continuity modulus of the Brownian motion. The result is extended to totally skewed alpha-stable processes.

Diagnostic tests form the base of almost every clinical trial since they are necessary for the identification of the disease. For the evaluation of a new diagnostic trial one needs cases and controls with assured disease state. ...

Statistical estimation theory for certain classes of random matrix ensembles is developed. We give a brief historical overview of random matrix theory, state some existing theoretical results ...

We construct the generalized discrete-time model of the underlying stock price process which serves as a better approximation to the stock price process than classical random walk. The ...

The family of the natural iterations of a subhyperbolic relaxed Newton s method of a complex polynomial devides the Riemann sphere into two disjoint sets: the nonempty, perfect, nowhere ...

This thesis deals with two different types of limit theorems: classical limit theorems and almost sure limit theorems (ASLT).We prove classical limit theorems for a special statistical ...