Souvik Ghosh, Ph.D. - Publications
Affiliations: | 2008 | Cornell University, Ithaca, NY, United States |
Area:
Mathematics, Operations Research, StatisticsYear | Citation | Score | |||
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2010 | Ghosh S, Samorodnitsky G. Long strange segments, ruin probabilities and the effect of memory on moving average processes Stochastic Processes and Their Applications. 120: 2302-2330. DOI: 10.1016/J.Spa.2010.08.004 | 0.499 | |||
2009 | Ghosh S, Samorodnitsky G. The effect of memory on functional large deviations of infinite moving average processes Stochastic Processes and Their Applications. 119: 534-561. DOI: 10.1016/J.Spa.2008.02.013 | 0.505 | |||
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