12 citations · 34 across the 13 of their papers we have counts for
Showing 2023Show all
3 papers · 1 filter
stat.ME2023
Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments
Kewin Pączek, Damian Jelito, Marcin Pitera +1
In this paper we introduce a novel statistical framework based on the first two quantile conditional moments that facilitates effective goodness-of-fit testing for one-sided Lévy d…
math.OC2023★ 1 cited
Long-run impulse control with generalised discounting
Damian Jelito, Łukasz Stettner
In this paper, we investigate the effects of applying generalised (non-exponential) discounting on a long-run impulse control problem for a Feller-Markov process. We show that the…
math.OC2023★ 1 cited
Asymptotics of impulse control problem with multiplicative reward
Damian Jelito, Łukasz Stettner
We consider a long-run impulse control problem for a generic Markov process with a multiplicative reward functional. We construct a solution to the associated Bellman equation and…