1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ME2024
Conditional correlation estimation and serial dependence identification
Kewin Pączek, Damian Jelito, Marcin Pitera +1
It has been recently shown in Jaworski, P., Jelito, D. and Pitera, M. (2024), 'A note on the equivalence between the conditional uncorrelation and the independence of random variab…
stat.ME2024
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
Jakub Woźny, Piotr Jaworski, Damian Jelito +2
We present a novel data-oriented statistical framework that assesses the presumed Gaussian dependence structure in a pairwise setting. This refers to both multivariate normality an…
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…