1

Return and Value at Risk using the Dirichlet Process

Zarepour, Mahmoud, Bédard, Thierry, Dabrowski, André R.
Journal:
Applied Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 561 KB
english, 2008
2

A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes

Karimnezhad, Ali, Zarepour, Mahmoud
Journal:
Metrika
Year:
2019
Language:
english
File:
PDF, 706 KB
english, 2019
5

An alternative to the out of bootstrap

Hemant Ishwaran, Lancelot F. James, Mahmoud Zarepour
Journal:
Journal of Statistical Planning and Inference
Year:
2009
Language:
english
File:
PDF, 251 KB
english, 2009
7

On a rapid simulation of the Dirichlet process

Mahmoud Zarepour, Luai Al Labadi
Journal:
Statistics & Probability Letters
Year:
2012
Language:
english
File:
PDF, 331 KB
english, 2012
12

Option pricing for infinite variance data

Ishwaran, Hemant, Jahandideh, Mohammad T., Zarepour, Mahmoud
Journal:
Statistics
Year:
2008
Language:
english
File:
PDF, 352 KB
english, 2008
13

A Recursive Method for Functionals of Poisson Processes

Dragan Banjevic, Hemant Ishwaran and Mahmoud Zarepour
Journal:
Bernoulli
Year:
2002
Language:
english
File:
PDF, 1.36 MB
english, 2002
14

On Approximations of the Beta Process in Latent Feature Models: Point Processes Approach

Al Labadi, Luai, Zarepour, Mahmoud
Journal:
Sankhya A
Year:
2017
Language:
english
File:
PDF, 309 KB
english, 2017
16

) processes with infinite variance innovations

Sohrabi, Maryam, Zarepour, Mahmoud
Journal:
Journal of Statistical Planning and Inference
Year:
2019
Language:
english
File:
PDF, 644 KB
english, 2019