1 citations · 1 across the 3 of their papers we have counts for
4 papers
Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion
Aldo Taranto, Ron Addie, Shahjahan Khan
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSPs) constrain the random movement toward the origin steadily more and more, the further they deviate from the origin…
Hidden Geometry of Bi-Directional Grid Constrained Stochastic Processes
Aldo Taranto, Shahjahan Khan
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSP) are constrained Itô diffusions with the property that the further they drift away from the origin, the more resis…
Iterated Logarithm Bounds of BGC Stochastic Processes
A. Taranto, S. Khan, R. Addie
We derive a novel framework called Bi-Directional Grid Constrained (BGC) stochastic processes in which the further an Ito diffusion drifts away from the origin, then the further it…
Increasing power of the test through pre-test - a robust method
Rossita M Yunus, Shahjahan Khan
This paper develops robust test procedures for testing the intercept of a simple regression model when it is \textit{apriori} suspected that the slope has a specified value. Defini…