| Do financial returns have finite or infinite variance? A paradox and an explanation M Grabchak, G Samorodnitsky Quantitative Finance 10 (8), 883-893, 2010 | 88 | 2010 |
| The generalized Simpson’s entropy is a measure of biodiversity M Grabchak, E Marcon, G Lang, Z Zhang PloS one 12 (3), e0173305, 2017 | 51 | 2017 |
| Tempered stable distributions M Grabchak, M Grabchak Tempered Stable Distributions: Stochastic Models for Multiscale Processes, 15-45, 2016 | 45 | 2016 |
| On a new class of tempered stable distributions: moments and regular variation M Grabchak Journal of Applied Probability 49 (4), 1015-1035, 2012 | 35 | 2012 |
| Entropic representation and estimation of diversity indices Z Zhang, M Grabchak Journal of Nonparametric Statistics 28 (3), 563-575, 2016 | 30 | 2016 |
| Nonparametric estimation of Küllback-Leibler divergence Z Zhang, M Grabchak Neural computation 26 (11), 2570-2593, 2014 | 28 | 2014 |
| Authorship attribution using entropy M Grabchak, Z Zhang, DT Zhang Journal of Quantitative Linguistics 20 (4), 301-313, 2013 | 26 | 2013 |
| Rejection sampling for tempered Lévy processes M Grabchak Statistics and Computing 29, 549-558, 2019 | 18 | 2019 |
| Finite sample properties of the mean occupancy counts and probabilities G Decrouez, M Grabchak, Q Paris | 17 | 2018 |
| Smoothly truncated levy walks: Toward a realistic mobility model L Cao, M Grabchak 2014 IEEE 33rd International Performance Computing and Communications …, 2014 | 16 | 2014 |
| Asymptotic properties of Turing’s formula in relative error M Grabchak, Z Zhang Machine Learning 106, 1771-1785, 2017 | 15 | 2017 |
| Bias adjustment for a nonparametric entropy estimator Z Zhang, M Grabchak Entropy 15 (6), 1999-2011, 2013 | 15 | 2013 |
| Estimation and simulation for multivariate tempered stable distributions Y Xia, M Grabchak Journal of Statistical Computation and Simulation 92 (3), 451-475, 2022 | 11 | 2022 |
| An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case M Grabchak Statistics & Probability Letters 170, 109015, 2021 | 11 | 2021 |
| On the simulation of general tempered stable Ornstein–Uhlenbeck processes M Grabchak Journal of Statistical Computation and Simulation 90 (6), 1057-1081, 2020 | 11 | 2020 |
| Interactive preparatory work in a flipped programming course L Cao, M Grabchak Proceedings of the ACM Conference on Global Computing Education, 229-235, 2019 | 11 | 2019 |
| Estimation of value-at-risk using single index quantile regression E Christou, M Grabchak Journal of Applied Statistics, 2019 | 9 | 2019 |
| Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes M Grabchak Journal of Theoretical Probability 28, 184-197, 2015 | 9 | 2015 |
| How Do We Perform a Paired t-Test When We Don’t Know How to Pair? M Grabchak The American Statistician 77 (2), 127-133, 2023 | 8 | 2023 |
| Estimation of expected shortfall using quantile regression: a comparison study E Christou, M Grabchak Computational economics 60 (2), 725-753, 2022 | 7 | 2022 |
Zhiyi ZhangUNC CharlotteПодтвержден адрес электронной почты в домене uncc.edu
