38 citations · 55 across the 12 of their papers we have counts for
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econ.EM2018
Functional Sequential Treatment Allocation
Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best,…
math.PR2018
Edgeworth expansion for Euler approximation of continuous diffusion processes
Mark Podolskij, Bezirgen Veliyev, Nakahiro Yoshida
In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a r…