3 citations · 9 across the 20 of their papers we have counts for
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q-fin.RM2018
Weak comonotonicity
Ruodu Wang, Ricardas Zitikis
The classical notion of comonotonicity has played a pivotal role when solving diverse problems in economics, finance, and insurance. In various practical problems, however, this no…
math.ST2018
Assessing transfer functions in control systems
Nadezhda Gribkova, Ričardas Zitikis
When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may no…
stat.ME2018
Detecting intrusions in control systems: a rule of thumb, its justification and illustrations
Nadezhda Gribkova, Ričardas Zitikis
Control systems are exposed to unintentional errors, deliberate intrusions, false data injection attacks, and various other disruptions. In this paper we propose, justify, and illu…