2 papers
stat.ME2023
Optimal Sampling for Estimation of Fractional Brownian Motion
Xiang Cui, Alexandra Chronopoulou
In this paper, we focus on multiple sampling problems for the estimation of the fractional Brownian motion when the maximum number of samples is limited, extending existing results…
stat.AP2018
A Customer Choice Model with HALO Effect
Reza Yousefi Maragheh, Alexandra Chronopoulou, James Mario Davis
In this paper, we propose an extension to the multinomial logit (MNL) model, the Halo MNL, that takes into account the interaction effects among products in an assortment. In parti…