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20112026
most citedOptimal Capital Structure with Scale Effects under Spectrally Negative Levy Models

15 citations · 25 across the 19 of their papers we have counts for

collaborators

21 papers

stat.ME2026

Multi-Absorbing Phase-Type Distributions for Right-Censored Competing Risks Data

Zhihao Qiao, Budhi Surya, Azam Asanjarani +1

Phase-type (PH) distributions are versatile semi-parametric models for lifetime duration and can be used in survival and reliability analysis. In this paper we put forward methods…

stat.ME2023

Maximum likelihood smoothing estimation in state-space models: An incomplete-information based approach

Budhi Arta Surya

This paper revisits classical works of Rauch (1963, et al. 1965) and develops a novel method for maximum likelihood (ML) smoothing estimation from incomplete information/data of st…

stat.ME2022

Maximum likelihood recursive state estimation in state-space models: A new approach based on statistical analysis of incomplete data

Budhi Arta Surya

This paper revisits the work of Rauch et al. (1965) and develops a novel method for recursive maximum likelihood particle filtering for general state-space models. The new method i…

stat.ME2021

Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling

Budhi Arta Surya

This paper presents some results on the maximum likelihood (ML) estimation from incomplete data. Finite sample properties of conditional observed information matrices are establish…

stat.ME2021★ 1 cited

A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation

Budhi Surya

This paper develops a new class of conditional Markov jump processes with regime switching and paths dependence. The key novel feature of the developed process lies on its ability…

stat.ME2021

Efficient Estimation For The Joint Model of Survival and Longitudinal Data

Khandoker Akib Mohammad, Yuichi Hirose, Yuan Yao +1

In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the as…