Michael Grabchak
University of North Carolina at Charlotte
H-index: 12
North America-United States
Top articles of Michael Grabchak
On the Small Jumps of L\'evy Processes and the Multivariate Dickman Distribution
arXiv preprint arXiv:2404.00239
2024/3/30
Michael Grabchak
H-Index: 8
Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
Statistics and Computing
2024/2
Michael Grabchak
H-Index: 8
Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators
Probability theory and related fields
2010/9
How Do We Perform a Paired t-Test When We Don’t Know How to Pair?
The American Statistician
2023/4/3
Michael Grabchak
H-Index: 8
Experience report on using WeBWorK in teaching discrete mathematics
2023/3/2
Lijuan Cao
H-Index: 6
Michael Grabchak
H-Index: 8
Efficient simulation of p-tempered -stable OU processes
Statistics and Computing
2023/2
Michael Grabchak
H-Index: 8
Discrete Tempered Stable Distributions
Methodology and Computing in Applied Probability
2022/9/1
Michael Grabchak
H-Index: 8
Estimation of expected shortfall using quantile regression: a comparison study
Computational economics
2022/8
Michael Grabchak
H-Index: 8
A zero-one law for Markov chains
Stochastics
2022/7/4
Michael Grabchak
H-Index: 8
Risk Estimation With Composite Quantile Regression
Econometrics and Statistics
2022/4/29
Michael Grabchak
H-Index: 8
Estimation and simulation for multivariate tempered stable distributions
Journal of Statistical Computation and Simulation
2022/2/11
Michael Grabchak
H-Index: 8
Around the infinite divisibility of the Dickman distribution and related topics
Записки научных семинаров ПОМИ
2022
A note on calculating expected shortfall for discrete time stochastic volatility models
Financial Innovation
2021/6/10
Michael Grabchak
H-Index: 8
Estimation of the Minimum Probability of a Multinomial Distribution
Journal of Statistical Theory and Practice
2021/6
On the transition laws of p-tempered -stable OU-processes
Computational statistics
2021/6
Michael Grabchak
H-Index: 8
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
Statistics & Probability Letters
2021/3/1
Michael Grabchak
H-Index: 8
On the simulation of general tempered stable Ornstein–Uhlenbeck processes
Journal of Statistical Computation and Simulation
2020/4/12
Michael Grabchak
H-Index: 8
On the occupancy problem for a regime-switching model
Journal of Applied Probability
2020/3
Michael Grabchak
H-Index: 8
Quentin Paris
H-Index: 5
Co-Authors
