Application of iterated filtering to stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck process

by Piotr Szczepocki
Published 2020-06-01

Application of Kalman Filter to Stochastic Volatility Models of the Orstein‑Uhlenbeck Type

by Piotr Szczepocki
Published 2018-08-01

Comparison of selected tests for univariate normality based on measures of moments

by Czesław Domański, Piotr Szczepocki
Published 2020-12-01

The XXXV International Conference on Multivariate  Statistical Analysis, 7–9 November 2016, Łódź, Poland

by Piotr Szczepocki, Jacek Białek
Published 2017-06-01