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20092024
most citedParameters estimation for asymmetric bifurcating autoregressive processes with missing data

26 citations · 88 across the 19 of their papers we have counts for

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math.PR2009★ 26 cited

Numerical method for optimal stopping of piecewise deterministic Markov processes

Benoîte de Saporta, François Dufour, Karen Gonzalez

We propose a numerical method to approximate the value function for the optimal stopping problem of a piecewise deterministic Markov process (PDMP). Our approach is based on quanti…