153 citations · 163 across the 6 of their papers we have counts for
6 papers
Bergsma--Dassios sign covariance with ties: a nonnegative decomposition and sharp bounds
Wicher Bergsma, Angelos Dassios
We construct tie-symmetrised extensions and of the unnormalised Hoeffding and Blum--Kiefer--Rosenblatt functionals and and prove, for every re…
A Two-Phase Dynamic Contagion Model for COVID-19
Zezhun Chen, Angelos Dassios, Valerie Kuan +4
In this paper, we propose a continuous-time stochastic intensity model, namely, two-phase dynamic contagion process(2P-DCP), for modelling the epidemic contagion of COVID-19 and in…
Explicit Asymptotics on First Passage Times of Diffusion Processes
Angelos Dassios, Luting Li
We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theo…
An Economic Bubble Model and Its First Passage Time
Angelos Dassios, Luting Li
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift…
Stationarity of Bivariate Dynamic Contagion Processes
Angelos Dassios, Xin Dong
The Bivariate Dynamic Contagion Processes (BDCP) are a broad class of bivariate point processes characterized by the intensities as a general class of piecewise deterministic Marko…
A consistent test of independence based on a sign covariance related to Kendall's tau
Wicher Bergsma, Angelos Dassios
The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having…