All Stories

  1. Minimizing Fisher information with absolute moment constraints

    Article • Statistics & Probability Letters, October 2017, Elsevier

    Philip Ernst

  2. Yule’s “nonsense correlation” solved!

    Article • The Annals of Statistics, August 2017, Institute of Mathematical Statistics

    Philip Ernst

  3. Asymptotics for the time of ruin in the war of attrition

    Article • Advances in Applied Probability, June 2017, Cambridge University Press

    Philip Ernst

  4. The value of foresight

    Article • Stochastic Processes and their Applications, March 2017, Elsevier

    Philip Ernst

  5. On occupation times of the first and third quadrants for planar Brownian motion

    Article • Journal of Applied Probability, March 2017, Cambridge University Press

    Philip Ernst

  6. Stationary Gaussian Markov processes as limits of stationary autoregressive time series

    Article • Journal of Multivariate Analysis, March 2017, Elsevier

    Philip Ernst

  7. Bayesian aggregation of two forecasts in the partial information framework

    Article • Statistics & Probability Letters, December 2016, Elsevier

    Philip Ernst

  8. Eliminating a loophole in the National Flood Insurance Program

    Article • Law Probability and Risk, October 2016, Oxford University Press (OUP)

    Philip Ernst

  9. Exercising control when confronted by a (Brownian) spider

    Article • Operations Research Letters, July 2016, Elsevier

    Philip Ernst

  10. On the time for Brownian motion to visit every point on a circle

    Article • Journal of Statistical Planning and Inference, April 2016, Elsevier

    Philip Ernst

  11. On optimal retirement

    Article • Journal of Applied Probability, June 2014, Cambridge University Press

    Philip Ernst