2024 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e цитирана в Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
2024 |
P. Jordanova, Probabilities for p-outside values – general properties, AIP Conf. Proc. 2164 (2019), pp. 020002. doi:10.1063/1.5130789 e цитирана в Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus). |
2024 |
P. Jordanova and G. Nedzhibov, IPO and IPO-NM estimators in exponentiated Frechet case, AIP Conf. Proc. 2333 (2021), pp. 150001-1–150001-9. doi:10.1063/5.0044136, AIP Publishing LLC. е цитирана в Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
2024 |
P. Jordanova and M. Stehlik, IPOestimation of heaviness of the distribution beyond regularly varying tails, Stoch. Anal.Appl. 38 (2020), pp. 76–96. е цитирана в Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
2024 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e цитирана в Barry, Mamadou Aliou, et al. \"Improved estimators of tail index and extreme quantiles under dependence serials.\" Mathematical Methods of Statistics 32.2 (2023): 133-153. (WoS, Scopus) |
2024 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e цитирана в Caeiro, Frederico, and Ayana Mateus. \"Reduced bias estimation of the shape parameter of the log-logistic distribution.\" Journal of Computational and Applied Mathematics 436 (2024): 115347. (Q1 -WoS, Scopus)
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2024 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e цитирана в Morkunaite, Indre, Dmitrij Celov, and Remigijus Leipus. \"Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models.\" Research in Statistics 2.1 (2024): 2346075.
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2024 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e цитирана в Deme, El Hadji, et al. \"Robust estimator of the ruin probability in infinite time for heavy-tailed distributions.\" Statistics, vol. 58(6), pp. 1401-1422 (2024). https://doi.org/10.1080/02331888.2024.2402497 (Q2 -WoS, Scopus)
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2024 |
Stehlik, M., P. Aguirre, S. Girard, P. Jordanova, J. Kiselak, S. Torres, Z. Sadovsky, and A. Rivera (2017). On ecosystem dynamics. Ecological Complexity 29:10–29. doi:10.1016/j.ecocom.2016.11.002 е цитирана в Fabian, Zdenеk. \"A measure of variability within parametric families of continuous distributions.\" Communications in Statistics-Theory and Methods 53.10 (2024): 3568-3580. (WoS, Scopus)
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2024 |
Jordanova P., Stehlik M., Mixed Poisson process with Pareto mixing variable and its risk applications. Lith. Math. J. 56(2), 189–206 (2016) e цитирана в
Beatrice M. Gathongo, Continuous Erlang Mixtures and their Relation to Exponential Mixtures and Poisson Mixtures, Asian Journal of Probability and Statistics, vol.26 (8), pp. 58-70, 2024; Article no.AJPAS.118568, ISSN: 2582-0230 (Index Copernicus ICV) |
2024 |
Jordanova P., Stehlik M., Mixed Poisson process with Pareto mixing variable and its risk applications. Lith. Math. J. 56(2), 189–206 (2016) e цитирана в
Beatrice M. Gathongo, Discrete Erlang Mixed Distributions and their Properties, Asian Journal of Probability and Statistics, vol. 26(8), pp. 89-106, 2024; Article no.AJPAS. 117820, ISSN: 2582-0230 (Index Copernicus ICV)
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2024 |
Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiselak J, Hudac, J., Stehlik M (2019) On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics, pp. 1031-1063, Vol. 47 (6), 2020 e цитирана в Szczygielski, Jan Jakub, et al. \"Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index.\" Research in International Business and Finance (2024): 102448. ISSN: 2582-0230 (Q1 -WoS, Scopus)
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2024 |
Milan Stehlik, Jozef Kiselak, Rastislav Potocky, Pavlina Kalcheva Jordanova, Generalized interest rate dynamics and its impacts on finance and pensions. Stochastic Analysis and Applications 35.1 (2017): 178-190. e цитирана в Kalligeris, Emmanouil-Nektarios, Alex Karagrigoriou, and Christina Parpoula. \"On stochastic dynamic modeling of incidence data.\" International Journal of Biostatistics 20.1 (2024): 201-215. https://doi.org/10.1515/ijb-2021-0134 (Scopus) |
2024 |
Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. (WoS, Scopus) е цитирана в Deme, El Hadji, et al. \"Robust estimator of the ruin probability in infinite time for heavy-tailed distributions.\" Statistics, vol. 58(6), pp. 1401-1422 (2024). https://doi.org/10.1080/02331888.2024.2402497 (Q2 -WoS, Scopus)
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2024 |
Stehlik, M., P. Aguirre, S. Girard, P. Jordanova, J. Kiselak, S. Torres, Z. Sadovsky, and A. Rivera (2017). On ecosystem dynamics. Ecological Complexity 29:10–29. doi:10.1016/j.ecocom.2016.11.002 е цитирана в Fabian, Zdenek. \"A measure of variability within parametric families of continuous distributions.\" Communications in Statistics-Theory and Methods 53.10 (2024): 3568-3580. (WoS, Scopus)
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2024 |
Soza, L.N., Jordanova, P., Nicolis, O., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile, Chemometrics and Intelligent Laboratory Systems, 185, pp. 73–84 (2019) ISSN: 0169-7439. e цитирана в Fayad, Nour Mohamad, et al. \"The Causality Between Corruption and Economic Growth in MENA Countries: A Dynamic Panel-Data Analysis.\", International Journal of Finance, Insurance and Risk Management, 14.1 (2024): 28-49. (Index Copernicus) |
2024 |
Jordanova, P., Dusek, J., Stehlik, M., Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, pp. 124 - 134, 2013 ELSEVIER, Amsterdam, Netherlands, (Q1) (WoS, IF 2,533, Scopus и др.) ISSN: 0169-7439. е цитирана в Beatrice M. Gathongo, Continuous Erlang Mixtures and their Relation to Exponential Mixtures and Poisson Mixtures, Asian Journal of Probability and Statistics, vol.26 (8), pp. 58-70, 2024; Article no.AJPAS.118568, ISSN: 2582-0230 (Index Copernicus) |
2024 |
Jordanova, P., Dusek, J., Stehlik, M., Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, pp. 124 - 134, 2013 ELSEVIER, Amsterdam, Netherlands, (Q1) (WoS, IF 2,533, Scopus и др.) ISSN: 0169-7439 e цитирана в Beatrice M. Gathongo, Discrete Erlang Mixed Distributions and their Properties, Asian Journal of Probability and Statistics, vol. 26(8), pp. 89-106, 2024; Article no.AJPAS. 117820 (Index Copernicus) |
2024 |
Milan Stehlik, Jozef Kiselak, Rastislav Potocky, Pavlina Kalcheva Jordanova, Generalized interest rate dynamics and its impacts on finance and pensions. Stochastic Analysis and Applications 35.1 (2017): 178-190. e цитирана в. Носков, С. И., А. П. Медведев, and И. В. Овсянников. \"Анализ срабатываний предикторов в функции Леонтьева для объема финансирования отделения социального фонда.\" Вестник кибернетики 23.3 (2024): 40-45.
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2024 |
P. Jordanova and M. Stehlik, IPO estimation of heaviness of the distribution beyond regularly varying tails, Stoch. Anal.Appl. 38 (2020), pp. 76–96. е цитирана в Dorp, Johan Rene van, and Ekundayo Shittu. \"Two-sided distributions with applications in insurance loss modeling.\" Statistical Methods & Applications, vol. 33, pp. 827–861, (2024). https://doi.org/10.1007/s10260-024-00749-x (WoS, Scopus)
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2024 |
Veleva, E.; Jordanova, P. Time Series Analysis of the Spread of COVID-19 Infection in Bulgaria. AIP Conf. Proc 2022, vol. 2522, Article number 050013 (Scopus) е цитирана в Sapundzhi, F.; Chikalov, A.; Georgiev, S.; Georgiev, I. (2024). Predictive Modeling of Photovoltaic Energy Yield Using an ARIMA Approach. Applied Sciences, vol. 14(23), Article Number: 11192. https://doi.org/10.3390/app142311192 (Q1 WoS, Scopus) |
2024 |
Jordanova, P., Dusek, J., and Stehlik, M. (2013). Microergodicity effects on ebullition of methane modelled by mixed poisson process with Pareto mixing variable. Chemometrics and Intelligent Laboratory Systems, 128:124–134 е цитирана в Li, Siyang, David van Dyk, and Maximilian Autenrieth. \"Poisson and Gamma Model Marginalisation and Marginal Likelihood calculation using Moment-generating Functions.\" arXiv preprint arXiv:2409.11167 (2024). |
2024 |
Jordanova, P. and Stehlik, M. (2016). Mixed poisson process with pareto mixing variable and its risk applications. Lithuanian mathematical journal, 56:189–206 е цитирана в Li, Siyang, David van Dyk, and Maximilian Autenrieth. \"Poisson and Gamma Model Marginalisation and Marginal Likelihood calculation using Moment-generating Functions.\" arXiv preprint arXiv:2409.11167 (2024). |
2024 |
Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. (WoS, Scopus) е цитирана в Henriques-Rodrigues, Ligia, Frederico Caeiro, and M. Ivette Gomes. Improvements in the estimation of the Weibull tail coefficient: A comparative study. Mathematical Methods in the Applied Sciences, vol. 47 (11), pp. 8255-8274 (2024). (Q1 - WoS, Scopus) |
2024 |
Jordanova, P., Probabilities for p-outside values - particular cases, Proceedings of the 45-th International Conference on Applications of Mathematics in Engineering and Economics, American Institute of Physics Conference Proceedings, vol. 2172, pages 100004-1--100004-9, 2019, American Institute of Physics Publishing, USA, ISBN: 978-0-7354-1919-3. (Scopus) е цитирана в Benghoul, Maroua, Berna Yazici, and Ahmet Sezer. Detection and handling outliers in longitudinal data: wavelets decomposition as a solution. Communications in Statistics-Simulation and Computation, vol. 53 (3), pp. 1472-1483 (2024).
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2024 |
Veleva, E., M. Filipova, and P. Jordanova. \"Machine learning approach to study and predict air pollution in Ruse, Bulgaria.\" AIP Conference Proceedings. Vol. 2953. No. 1. AIP Publishing, 2023. (Scopus) е цитирана в Ivanov, Atanas, Snezhana Gocheva-Ilieva, and Maya Stoimenova-Minova. \"Exploring SO2 air pollution in Plovdiv through multivariate adaptive regression splines: A case study.\" Journal of Physics: Conference Series. Vol. 2910. No. 1. IOP Publishing, 2024. ISSN:1742-6588, E-ISSN:1742-6596 (Scopus) |
2024 |
Jordanova, Pavlina K., and Milan Stehlik. \"On multivariate modifications of Cramer–Lundberg risk model with constant intensities.\" Stochastic Analysis and Applications 36.5 (2018): 858-882. (WoS, Scopus) e цитирана в Dhillon, Manisha, and Kuldeep Kumar Kataria. \"On the superposition and thinning of generalized counting processes.\" Stochastic Analysis and Applications 42.6 (2024): 1110-1136. (WoS, Scopus) |
2024 |
Veleva, E., Jordanova P.: Time Series Analysis of the Spread of COVID-19 Infection in Bulgaria. In: Application of Mathematics in Technical and Natural Sciences, AIP Publishing, vol. 2522, pp. 050013–1–10, (2022) (Scopus). e цитирана в Klimenko, A., Mihova, V., Georgiev, S., Georgiev, I., Pavlov, V. (2024). Comparative Analysis on Neural Networks and ARIMA for Forecasting Heterogeneous Portfolio Returns. In: Slavova, A. (eds) New Trends in the Applications of Differential Equations in Sciences. NTADES 2023. Book series: Springer Proceedings in Mathematics and Statistics, vol 449. Springer, Cham. https://doi.org/10.1007/978-3-031-53212-2_30 (Scopus) |
2023 |
Jordanova, P.K., Petkova, M.P., Stehlik., M, Inverse Log-Gamma-G process, Application of Mathematics in Technical and Natural Sciences, American Institute of Physics Conference Proceedings, vol. 2025, Article Number 030002, ISSN 0094-243X (Scopus) e цитирана в Mohamed, R. A., Elgarhy, M., Alabdulhadi, M. H., Almetwally, E. M., & Radwan, T. (2023). Statistical Inference of Truncated Cauchy Power-Inverted Topp–Leone Distribution under Hybrid Censored Scheme with Applications. Axioms, vol. 12(2), Article Number 148, DOI: 10.3390/axioms12020148 (Q1- WoS, Scopus) |
2023 |
Papanicolaou, A., Fu, H., Krishnamurthy, P., Khorrami, F. (2023). A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs. IEEE Access, pp. 16774-16792, doi:10.1109/ACCESS.2023.3245570 (Q2-WoS, Scopus) цитират Mantalos, P., A. Karagrigoriou, L. Strelec, P. Jordanova, P. Hermann, J. Kiselak, J. Hudak, and M. Stehlik. 2020. On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics 47 (6): 1031–63. doi:10.1080/02664763.2019.1671323 |
2023 |
Dumenci M, Mericli F, Tosun O, Yavuz DO. The Attitude, Knowledge, and Evaluation of Herbal Medicinal Products for Respiratory Diseases in Northern Cyprus among Pharmacists, Patients, and Pulmonologists. Indian J of Pharmaceutical Education and Research. 2023, 57(4):1242-50. DOI: 10.5530/ijper.57.4.148, ISSN 00195464 (Scopus, Q3, SJR2022-0.186, IF2022-0.921) цитират Dragoeva, A.P.; Koleva, V.P.; Nanova, Z.D.; Koynova, T.V.; Jordanova, P.K. A study on current status of herbal utilization in
Bulgaria: Part 1-Application of herbal medicines. Sci. Res. Essays 2015, 10, 168–176, DOI: 10.5897/SRE2015.6172, ISSN: 1992-2248 (Google Scholar, SJR 0.13). |
2023 |
Ruiz-Moreno, S.; Nunez-Reyes, A.; Garcia-Cantalapiedra, A.; Pavon, F.; Prototype generation method using a growing self-organizing map applied to the banking sector, Neural Computing and Applications, vol. 35(24), pp. 17579–17597, 2023 https://doi.org/10.1007/s00521-023-08630-w цитират Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiseak J, Hudak J, Stehlik M, On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statatistics 47(6), pp.1031–1063, 2020. https://doi.org/10.1080/02664763.2019.1671323 |
2023 |
Vaziri, J.; Farid, D.; Nazemi, A., M.; Hosseini Bamakan, S. M.; Shahlaei, M. A., A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints, Neural Computing and Applications, vol. 35(25), pp. 18445–18470, 2023. DOI 10.1007/s00521-023-08669-9
цитират Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiseak J, Hudak J, Stehlik M, On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statatistics 47(6), pp.1031–1063, 2020. https://doi.org/10.1080/02664763.2019.1671323 |
2023 |
Boyi, J., A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading, IEEE Xplore, vol. 11, pp. 16774 – 16792, 2023. DOI 10.1109/ACCESS.2023.3259108 цитират Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiseak J, Hudak J, Stehlik M, On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statatistics 47(6), pp.1031–1063, 2020. https://doi.org/10.1080/02664763.2019.1671323
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2023 |
Cavus, M.; Yazicia, B.; Sezer, A., Penalized power properties of the normality tests in the presence of outliers, Communication in Statistics – Simulation and Computation, vol. 52(8), pp. 3568–3580, 2023. https://doi.org/10.1080/03610918.2021.1938124 Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiseak J, Hudak J, Stehlik M, On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statatistics 47(6), pp.1031–1063, 2020. https://doi.org/10.1080/02664763.2019.1671323 |
2023 |
Barry, M.A.; Deme, El H.; Diop, A.; Manou-Abi, S. M. Improved Estimators of Tail Index and Extreme Quantiles under Dependence Serials, Mathematical Methods of Statistics, Volume 32, pages 133–153, (2023) https://doi.org/10.3103/S1066530723020011 цитират M. Stehlik, J. Kiselak, M. Vaiciulis, P. Jordanova, L.N. Soza, Zd. Fabian, Ph. Hermann, L. Strelec, A. Rivera, St. Girard, S. Torres Leiva, Priority statement and some properties of t-lgHill estimator, Extremes, vol. 23, no. 3, pp. 493–499, 2020.
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2023 |
Khaled, O. M.; Barakat, H. M.; Khalil Rakha, N., Extreme Value Index Estimation in the Extreme Value Theorem under Non-Linear Normalization, American Journal of Mathematical and Management Sciences, Volume 42 (4), Pages 323-337, 2023, https://doi.org/10.1080/01966324.2023.2256436 цитират M. Stehlik, J. Kiselak, M. Vaiciulis, P. Jordanova, L.N. Soza, Zd. Fabian, Ph. Hermann, L. Strelec, A. Rivera, St. Girard, S. Torres Leiva, Priority statement and some properties of t-lgHill estimator, Extremes, vol. 23, no. 3, pp. 493–499, 2020. |
2023 |
Khaled, O. M.; Barakat, H. M.; Khalil Rakha, N., Extreme Value Index Estimation in the Extreme Value Theorem under Non-Linear Normalization, American Journal of Mathematical and Management Sciences, Volume 42 (4), Pages 323-337, 2023, https://doi.org/10.1080/01966324.2023.2256436 цитиратJordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. |
2023 |
Gorbunov, Eduard; Danilova, Marina; Dobre, David; Dvurechensky, Pavel; Gasnikov, Alexander; Gidel, Gauthier, \"Clipped stochastic methods for variational inequalities with heavy-tailed noise.\" Advances in Neural Information Processing Systems, Volume 35, Pages: 31319-31332 (2022) цитират Jordanova, P.K., Petkova, M.P., Measuring heavy-tailedness of distributions. AIP Conference Proceedings; 2017: AIP Publishing. |
2023 |
Gajwani, Mehul; Oldham, Stuart; Pang, James C.; Arnatkeviciute, Aurina; Tiego, Jeggan; Bellgrove, Mark A.; Fornito, Alex, \"Can hubs of the human connectome be identified consistently with diffusion MRI?.\" Network Neuroscience, Volume 7(4), Pages: 1326-1350 (2023) цитират Jordanova, P.K., Petkova, M.P., Measuring heavy-tailedness of distributions. AIP Conference Proceedings; 2017: AIP Publishing. |
2023 |
Khaled, O. M.; Barakat, H. M.; Khalil Rakha, N., Extreme Value Index Estimation in the Extreme Value Theorem under Non-Linear Normalization, American Journal of Mathematical and Management Sciences, Volume 42 (4), Pages 323-337, 2023, https://doi.org/10.1080/01966324.2023.2256436 цитират P. Jordanova, M. Stehlik, Z. Fabian, and L. Strelec: On estimation and testing for Pareto tails. Pliska Stud. Math. Bulgar. 22 (2013), 89–108. |
2023 |
Mandjes, M.; Boxma, O., Regime Switching, In: The Cramer–Lundberg Model and Its Variants - A Queueing Perspective, Pages: 65–83, Springer Actuarial (2023), Springer, Cham. https://doi.org/10.1007/978-3-031-39105-7_3 цитират Jordanova P., Nefedova Y., Stehlсk M. (2017). Risk process approximation with mixing. Applied Mathematical Modelling 41, 285–298. |
2023 |
Grigutis, A.; Jankauskas, J.; Siaulys, J. Multiseasonal discrete-time risk model revisited. Lith Math J (2023). https://doi.org/10.1007/s10986-023-09613-z цитират Jordanova, P.K.; Stehlik, M., On multivariate modifications of Cramer–Lundberg risk model with constant intensities, Stochastic Anal. Appl., 36(5):858–882, 2018, https://doi.org/https://doi.org/10.1080/07362994.2018.1471403 |
2023 |
Ma, Guojian, Youqing Lv, and Junjie Wei. \"The Optimal Investment and Re-Guarantee Purchase of China’s Financing Guarantee Institutions Considering Risk Preference.\" IEEE Access 10 (2022): 81239-81249 цитират Jordanova, P.K.; Stehlik, M., On multivariate modifications of Cramer–Lundberg risk model with constant intensities, Stochastic Anal. Appl., 36(5):858–882, 2018, https://doi.org/https://doi.org/10.1080/07362994.2018.1471403 |
2023 |
Barrios-Blanco, Leonardo; Gallardo, Diego I.; Gomez, Hector J.; Bourguignon, Marcelo \"A Compound Class of Inverse-Power Muth and Power Series Distributions.\" Axioms, Volume 12(4) : 383 (2023) https://doi.org/10.3390/axioms12040383 (Scopus) цитират Jordanova, P.; Petkova, M. and Stehlik, M., Compound power series distribution with negative multinomial summands: characterization and risk process, Accepted in RevStat Statistical Journal, Vol.18(1), pp. 47-69, (2020) INST NACIONAL ESTATISTICA-INE, Lisbon, Portugal (Q4, WoS, Scopus и др.) ISSN: 1645-6726. |
2022 |
Loukissas, Fotis and Alex Karagrigoriou, Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims, International Journal of Mathematical, Engineering and Management Sciences, Vol. 7, No. 1, 153-165, 2022 https://doi.org/10.33889/IJMEMS.2022.7.1.010 цитират Jordanova, P.K., Stehlik, M. (2018). On multivariate modifications of Cramer-Lundberg risk model with constant intensities. Stochastic Analysis and Applications, 36(5), 858-882. |
2022 |
Mateus, Ayana; Frederico Caeiro, Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution, Computational and Mathematical Methods, Volume 2022, Article ID: 8400130, eISSN: 2577-7408, Wiley-Hindawi, England, https://doi.org/10.1155/2022/8400130, (WoS Journal Citation Indicator 0.48 (2021)), (Q3 Scopus SJR 0.23 (2021)) цитират M. Stehlik, J. Kiselak, M. Vaiciulis, P. Jordanova, L.N. Soza, Zd. Fabian, Ph. Hermann, L. Strelec, A. Rivera, St. Girard, S. Torres Leiva, Priority statement and some properties of t-lgHill estimator, Extremes, vol. 23, no. 3, pp. 493–499, 2020. |
2022 |
Jaune E.; Siaulys J, Asymptotic risk decomposition for regularly varying distributions with tail dependence, Applied Mathematics and Computation, Vol. 427, art. no. 127164, 2022 цитират P. Jordanova, M. Stehlik., Mixed Poisson process with Pareto mixing variable and its risk applications,
Lithuanian Mathematical Journal, vol. 56, no. 2, pp. 189-206, 2016. |
2022 |
Hu, S., Peng, Z., Nadarajah, S., Location invariant heavy tail index estimation with block method, Statistics: A Journal of Theoretical and Applied Statistics, Volume: 56(3), Taylor & Francis, Pages: 479-497 (Q2 WoS IF 2021), (WoS IF 2,346 (2021), Five Year 1,983) DOI: 10.1080/02331888.2022.2071898, цитират Jordanova, P., Fabian, Zd., Hermann, Ph., Strelec, L., Rivera, A., Girard, S., Torres, S., Stehlik, M. (2016) Weak properties and robustness of t-Hill estimators. Extremes, vol. 19(4), pp. 591–626. |
2022 |
Benghoul, M., Yazici, B., and Sezer, A. “Detection and handling outliers in longitudinal data: wavelets decomposition as a solution“ Communications in Statistics - Simulation and Computation (2022): DOI: 10.1080/03610918.2022.2050389 цитират Jordanova, P., Stehlik, M., IPO estimation of heaviness of the distribution beyond regularly varying tails, Stochastic Analysis and Applications, vol. 38(1), pp. 76-96, ISSN: 0736-2994 eISSN: 1532-9356, TAYLOR & FRANCIS INC (Q3) WoS, Scopus https://www.tandfonline.com/doi/full/10.1080/07362994.2019.1647786 |
2022 |
Wang, Z., Wenchen, L., Stochastic reserving using policyholder information via EM algorithm, Applied Mathematical Modelling, Volume: 112, Pages: 199-214, 2022, (Q1 WoS IF 2021), (WoS IF 5,336 (2021), Five Year 4,522) https://doi.org/10.1016/j.apm.2022.07.038, https://www.sciencedirect.com/science/article/abs/pii/S0307904X22003821 цитират Jordanova P., Nefedova Y., Stehlсk M. (2017). Risk process approximation with mixing. Applied Mathematical Modelling 41, 285–298.
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2022 |
Rodionov, I., Vaiciulis, M., The Estimation of Parameters for the Tapered Pareto Distribution from Incomplete Data, Lithuanian Mathematical Journal volume, Volume: 62, Pages: 391-411, ISSN: 0363-1672, eISSN: 1573-8825, Springer, Lithuania, https://doi.org/10.1007/s10986-022-09567-8, (Q3 WoS IF (2021)), (WoS IF 0.704 (2021), Five Years 0.68) цитират M. Stehlik, J. Kiselak, M. Vaiciulis, P. Jordanova, L.N. Soza, Zd. Fabian, Ph. Hermann, L. Strelec, A. Rivera, St. Girard, S. Torres Leiva, Priority statement and some properties of t-lgHill estimator, Extremes, vol. 23, no. 3, pp. 493–499, 2020. |
2022 |
Mincheva, I., Naychov, Z., Radev, C., Aneva, I., Rastrelli, L., Kozuharova, E., Ethnobotanical and Ethnopharmacological Study in the Bulgarian Rhodopes Mountains—Part _I. Diversity, Volume: 14, Article Number: 686, 2022 (Q2 WoS IF (2021)), (WoS IF 3.029 (2021), Five Years 2.905) https://doi.org/10.3390/d14080686 цитират Dragoeva, A.P.; Koleva, V.P.; Nanova, Z.D.; Koynova, T.V.; Jordanova, P.K. A study on current status of herbal utilization in
Bulgaria: Part 1-Application of herbal medicines. Sci. Res. Essays 2015, 10, 168–176. |
2022 |
Francesco Colasanto, Luca Grilli, Domenico Santoro, Giovanni Villani, BERT’s sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model, Neural Computing and Applications, Volume: 34, Pages: 17507–17521, ISSN: 0941-0643, eISSN: 1433-3058, Springer London LTD, England (Q2 WoS IF 2021), (WoS IF 5,102 (2021), Five Year 5,13, Scopus и др.) https://doi.org/10.1007/s00521-022-07403-1 цитират Mantalos, P., A. Karagrigoriou, L. Strelec, P. Jordanova, P. Hermann, J. Kiselak, J. Hudak, and M. Stehlik. 2020. On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics 47 (6): 1031–63. doi:10.1080/02664763.2019.1671323 |
2022 |
Евгeньевна, С., И., Сергеев Ал., П., Шичкин, А., Васильевич, Буевич, Ал., Г., Багаева, Ел., М., ТРЕХДНЕВНЫЙ ПРОГНОЗ СОДЕРЖАНИЯ МЕТАНА В АТМОСФЕРЕ АРКТИЧЕСКОГО ОСТРОВА БЕЛЫЙ С ПОМОЩЬЮ ДИСКРЕТНОГО ВЕЙВЛЕТ-ПРЕОБРАЗОВАНИЯ И ИСКУССТВЕННЫХ НЕЙРОННЫХ СЕТЕЙ, ЭКОЛОГИЧЕСКИЕ СИСТЕМЫ И ПРИБОРЫ, Т. 3., стр. 48-55, 2002, ISSN: 2072-9952, Издательство \"Научтехлитиздат\" (на руски език) цитират Stehlik, M., Soza, L.N., Fabian, Z., Jirina, M., Jordanova, P., Arancibia, S.C., Kiselak, J., On ecological aspects of dynamics for zero slope regression for water pollution in Chile, Stochastic Analysis and Applications, vol.37(4), pp.574-601, (2019), Taylor and Francis, doi: 10.1080/07362994.2019.1592692. |
2022 |
Ocran, E., Minkah, R., Kallah-Dagadu, G., Doku-Amponsah, K., (2022) Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation, Journal of Mathematics, vol. 2022, Article ID 5064875, 16 pages, Hindawi, DOI: 10.1155/2022/5064875, (Q1, 66/333, WoS 2021) (1, 555 WoS IF 2021, Five Years 1.493) цитират Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. |
2022 |
Lee, J., Yu, G.J., “Impact of environmental structure on the optimal exploration-exploitation“ Academy of Strategic Management Journal, vol. 21(1) (2022): pp: 1-13, ISSN: 1544-1458, eISSN: 1939-6104 Scopus цитират Jordanova, P.K., Petkova, M.P., Measuring heavy-tailedness of distributions. AIP Conference Proceedings; 2017: AIP Publishing. |
2021 |
Bouali, D., L., Benatia, F., Brahimi, B., Chesneau, Chr. (2021) Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution, Journal of Statistical Theory and Practice, vol. 15, article 16, Springer Nature Switzerland AG, цитират Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. |
2021 |
Bouali, D., L., Benatia, F., Brahimi, B., Chesneau, Chr. (2021) Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution, Journal of Statistical Theory and Practice, vol. 15, article 16, Springer Nature Switzerland AG, цитират Jordanova, P., Fabian, Zd., Hermann, Ph., Strelec, L., Rivera, A., Girard, S., Torres, S., Stehlik, M. (2016) Weak properties and robustness of t-Hill estimators. Extremes, vol. 19(4), pp. 591–626. |
2021 |
Xie, X., Shi, J., A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets, Mathematical Biosciences and Engineering (2021): vol. 18(1), pp. 214-230, Arizona State University, ISSN:1547-1063, E-ISSN:1551-0018 цитира Weak properties and robustness of t-Hill estimators, Jordava, P., Fabian, Zd., Hermann, Ph., Strelec, L., Rivera, A., Girard, St., Torres, S., Stehlik, M., Extremes, vol.19(4),
pp.591--626, (201), Springer. |
2021 |
Xie, X., Shi, J., A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets, Mathematical Biosciences and Engineering (2020): vol. 18(1), pp. 214-230, American Institute of Mathematical Sciences, ISSN:1547-1063, E-ISSN:1551-0018 цитира Stehlik, M., Soza, L.N., Fabian, Z., Jirina, M., Jordanova, P., Arancibia, S.C., Kiselak, J., On ecological aspects of dynamics for zero slope regression for water pollution in Chile, Stochastic Analysis and Applications, vol.37(4), pp.574-601, (2019), Taylor and Francis, doi: 10.1080/07362994.2019.1592692. |
2021 |
Rakhmatova, A., Sergeev, A., Shichkin, A., Buevich, Al., Baglaeva, E., Three-day forecasting of greenhouse gas CH4 in the atmosphere of the Arctic Belyy Island using discrete wavelet transform and artificial neural networks, NEURAL COMPUTING AND
APPLICATIONS, 2021,Volume: 33(16), Pages: 10311-10322, DOI: 10.1007/s00521-021-05792-3, ISSN: 0941-0643, eISSN: 1433-3058, Springer London LTD, England (Q2 WoS IF 2021), (WoS IF 5,102 (2021), Five Year 5,13, Scopus и др.).
https://link.springer.com/article/10.1007/s00521-021-05792-3, цитират Stehlik, M., Aguirre, P., Girard, S., Jordanova, P., Kiselak, J., Torres, S., Sadovsky, Z., Rivera, A., On ecosystem dynamics, Ecological Complexity, Vol., 29, pp. 10-29, 2017. |
2021 |
Jiang, H., Li, Z., Wang, F., Zhou, X., Wang, F., Ma,Sh., Zhang, X., Water-Soluble Ions in Atmospheric Aerosol Measured in a Semi-Arid and Chemical-Industrialized City, Northwest China, Atmosphere (ISSN 2073-4433), Atmosphere (12), 456, pp. 1-17. https://doi.org/10.3390/atmos12040456 (IF) цитират
Soza, L.N., Jordanova, P., Nicolis, O., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of
atmospheric pollution and health effects in Santiago de Chile, Chemometrics and Intelligent Laboratory Systems, 185, pp. 73–84 (2019) ISSN: 0169-7439. |
2021 |
Fabian, Zd., Mean, mode or median? The score mean, Communications in Statistics-Theory and Methods (2021), vol. 50(10), pp. 2360-2370 цитира Jordanova, P., Z. Fabian, P. Hermann, L. Sterelec, A. Rivera, S. Girard, S. Torres, and M. Stehlik (2016). Weak properties and robustness of t-Hill estimators. Extremes 19 (4):591–626. doi:10.1007/s10687-016-0256-2. |
2021 |
Fabian, Zd., Mean, mode or median? The score mean, Communications in Statistics-Theory and Methods (2021), vol. 50(10), pp. 2360-2370 цитира Stehlik, M., P. Aguirre, S. Girard, P. Jordanova, J. Kiselak, S. Torres, Z. Sadovsky, and A. Rivera (2017). On ecosystem dynamics. Ecological Complexity 29:10–29. doi:10.1016/j.ecocom.2016.11.002 |
2021 |
Lapere, Remy, Laurent Menut, Sylvain Mailler, Nicolas Huneeus, Seasonal variation in atmospheric pollutants transport in central Chile: dynamics and consequences. Atmospheric Chemistry and Physics, 21(8) pp. 6431-6454 цитират Soza, L. N., Jordanova, P., Nicolis, O., Strelec, L., and Stehlik, M., Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile, Chemometr. Intell. Lab., 185, pp. 73–84. |
2021 |
Buevich, A., Sergeev, A., Shichkin, A., Baglaeva, E., A two-step combined algorithm based on NARX neural network and the subsequent prediction of the residues improves prediction accuracy of the greenhouse gases concentrations, Neural Computing & Applications, vol. 33, pp. 1547–1557, DOI: 10.1007/s00521-020-04995-4, цитират Jordanova, P., Dusek, J., Stehlik, M., Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, pp. 124 - 134, 2013 ELSEVIER, Amsterdam, Netherlands, (Q1) (WoS, IF 2,533, Scopus и др.) ISSN: 0169-7439. |
2021 |
Cavus, Mustafa, Berna Yazici, and Ahmet Sezer. Penalized power properties of the normality tests in the presence of outliers. Communications in Statistics-Simulation and Computation (2021): 1-13 цитират Mantalos, P., A. Karagrigoriou, L. Strelec, P. Jordanova, P. Hermann, J. Kiselak, J. Hudak, and M. Stehlik. 2020. On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics 47 (6):
1031–63. doi:10.1080/02664763.2019.1671323 |
2021 |
Oliveira, Gabriela, Wagner Barreto-Souza, and Roger WC Silva. Fractional Poisson random sum and its associated normal variance mixture. Stochastic models, Volume: 37(4), Pages: 654-678, ISSN: 1532-6349, eISSN: 1532-4214,Taylor & Francis, USA (Q4 WoS IF 2021), (WoS IF 0,613 (2021), Five Year 0,612, Scopus и др.). DOI: 10.1080/15326349.2021.1954533 (2021) цитират Jordanova, P. K. Multivariate functional extremal criterion., 2005. PhD thesis (In Bulgarian). |
2021 |
Namdari, Alireza, and Tariq S. Durrani. A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends. Operations Research Forum. Vol. 2. No. 3. Article Number: 38, Springer International Publishing, 2021 цитират Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiselak J, Hudac, J., Stehlik M (2019) On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics, pp. 1031-1063, Vol. 47 (6), 2020. |
2021 |
Lishamol, T., Chesneau, Chr., Madhav, A.K., Statistical Techniques for Environmental Sciences: A Review, Mathematical and Computational Applications, Vol. 26(4),
74 (2021), https://doi.org/10.3390/mca26040074 цитират Soza, L.N.; Jordanova, P.; Nicolis, O.; Strelec, L.; Stehlik, M. Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile. Chemom. Intell. Lab. Syst. 2019, 185, 73–84.
|
2021 |
Lishamol, T., Chesneau, Chr., Madhav, A.K., Statistical Techniques for Environmental Sciences: A Review, Mathematical and Computational Applications, Vol. 26(4),
74 (2021), https://doi.org/10.3390/mca26040074 цитират Stehlik, M.; Soza, L.N.; Fabian, Z.; Jirina, M.; Jordanova, P.; Arancibia, S.C.; Kiselak, J. On ecological aspects of dynamics for zero slope regression for water pollution in Chile. Stoch. Anal. Appl. 2019, 37, 574–601. |
2021 |
Lishamol, T., Chesneau, Chr., Madhav, A.K., Statistical Techniques for Environmental Sciences: A Review, Mathematical and Computational Applications, Vol. 26(4),
74 (2021), https://doi.org/10.3390/mca26040074 цитират Jordanova, P.K. Probabilities for p-outside values—General properties. AIP Conf. Proc. 2019, 2164, 020002 |
2021 |
Lishamol, T., Chesneau, Chr., Madhav, A.K., Statistical Techniques for Environmental Sciences: A Review, Mathematical and Computational Applications, Vol. 26(4),
74 (2021), https://doi.org/10.3390/mca26040074 цитират Jordanova, P.K. Tails and probabilities for p-outside values. arXiv 2019, arXiv:1902.03810. |
2021 |
Chen J., Editorial Journal of Applied Statatistics, vol. 48(1), pp. 1-3, 2021, (WoS, Scopus и др.) DOI: 10.1080/02664763.2020.1830613
https://www.tandfonline.com/doi/full/10.1080/02664763.2020.1830613 цитира Stehlik, M.; Grilo, L.M.; Jordanova, P.K., Editorial to special issue V WCDANM 2018. Journal of Applied Statatistics, vol. 47, 2020, pp. 2289–2298. DOI: 10.1080/02664763.2020 |
2020 |
Constantinescu, C., Delsing, G., Mandjesр M., Rojas Nandayapa, L., (2020) A ruin model with a resampled environment, Scandinavian Actuarial Journal, vol. 4, pp. 323-341, DOI: 10.1080/03461238.2019.1667424 цитират Jordanova P., Nefedova Y., Stehlсk M. (2017). Risk process approximation with mixing. Applied Mathematical Modelling 41, 285–298. |
2020 |
Ekaterina Kozuharova, Ina Aneva, Dave Goulson (2020) Bees and Medicinal Plants – Prospective for Entomovectoring, Integrative Biological Control, Ecostacking for Enhanced Ecosystem Services, Progress in Biological Control, vol. 20, Editors Yulin Gao, Heikki M. T. Hokkanen, Ingeborg Menzler-Hokkanen, pp 231-248, Springer Nature Switzerland AG, Switzerland, ISSN 1573-5915 ISSN 2543-0076 (electronic), ISBN 978-3-030-44837-0, ISBN 978-3-030-44838-7 (eBook), https://doi.org/10.1007/978-3-030-44838-7, цитират Dragoeva A.P., Koleva V.P., Nanova Z.D., Koynova T.V., Jordanova P.K. (2015) A study on current status of herbal utilization in Bulgaria: part 1-application of herbal medicines. Sci. Res. Essays, vol. 10(5), pages 168–176. |
2020 |
Sanchez, M., Gonzalez-Burgos, E., Iglesias, I., Lozano, R., Gomez-Serranillos, M.P., Current uses and knowledge of medicinal plants in the Autonomous Community of Madrid (Spain): a descriptive cross-sectional study, BMC COMPLEMENTARY MEDICINE AND THERAPIES, vol. 20(1), Article Number: 306,
DOI: 10.1186/s12906-020-03089-x цитират Dragoeva A., Koleva V., Nanova Zh., Koynova T., Jordanova P., A study of current status of herbal utilization in Bulgaria: Part 1 - Application of herbal medicines, Scientific Research and Essays, Vol. 10(5), pp. 168-176, Academic Journals ISSN: 1992-2248. |
2020 |
Delnevo, G., Mirri, S., Roccetti, M. “Particulate Matter and COVID-19 Disease Diffusion in Emilia-Romagna (Italy). Already a Cold Case?.“ Computation 8.2 (2020): 59 doi:10.3390/computation8020059 цитират Soza, L.N., Jordanova, P., Nicolis, L., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of Atmospheric Pollution and Health Effects in Santiago de Chile. Chemometrics and Intelligent Laboratory Systems 2019, 185, 73–84. |
2020 |
Mirri, S., Delnevo, G., Roccetti, M., Is a COVID-19 Second Wave Possible in Emilia-Romagna (Italy)? Forecasting a Future Outbreak with Particulate Pollution and Machine Learning, Computation, Vol. 8(3), Article Number: 74, DOI: 10.3390/computation8030074
цитират Soza, L.N., Jordanova, P., Nicolis, L., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of Atmospheric Pollution and Health Effects in Santiago de Chile. Chemometrics and Intelligent Laboratory Systems 2019, 185, 73–84. |
2020 |
Thrun, Michael C., Tino Gehlert, and Alfred Ultsch. “Analyzing the fine structure of distributions.“ PloS one 15.10 (2020): e0238835. https://doi.org/10.1371/journal.pone.0238835 цитират Jordanova, P.K., Petkova, M.P., Measuring heavy-tailedness of distributions. AIP Conference Proceedings; 2017: AIP Publishing. |
2020 |
Klebanov, Lev B., Shevlyakov, Georgy L. “Outsiders: The Definition and Critical Analysis.“ Preprints 2020, 2020070226 (doi: 10.20944/preprints202007.0226.v1) цитира Jordanova, P. “Tails and probabilities for p-outliers.“ arXiv preprint arXiv:1902.03810 (2019): 1-45. |
2020 |
Dunner, M. A., Puentes, R., Vaquero, A., Dias, J., Ayala, S., “Enfermedades no transmisibles y clima en Chile: un resumen de evidencia para el periodo 1990-2019.“ Revista del Instituto de Salud Publica de Chile 20, vol. 4(2) (2020), pp. 15-28, ISSN: 0719-9317, DOI: https://doi.org/10.34052/rispch.v4i2.107
цитират Soza, L.N., Jordanova, P., Nicolis, L., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of Atmospheric Pollution and Health Effects in Santiago de Chile. Chemometrics and Intelligent Laboratory Systems 2019, 185, 73–84. |
2020 |
Penalva, H., Gomes, M. I., Caeiro, F., Neves, M. M. (2020) Lehmer s mean-of-order-p extreme value index estimation: a simulation study and applications, Journal of Applied Statistics, vol. 47(13-15), pp. 2825-2845, ISSN:0266-4763, E-ISSN:1360-0532, DOI: 10.1080/02664763.2019.1694871 цитират Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. |
2020 |
Boycheva, P., Zahariev, D., Ivanon, D., Medicinal Plants As A Food Source And Their Use For Culinary Purposes By The Local Population Of The Northern Black Sea Coast (Bulgaria) - Ethnobotanical Study, Research Journal of Pharmaceutical, Biological and Chemical Sciences (2020), vol. 11(6), pp. 17-36, ISSN: 0975-8585 цитират Dragoeva, A., Koleva, V., Nanova, Z., Koynova, V., Jordanova, P. A study on current status of herbal
utilization in Bulgaria. Part 2: Safety concern. Journal of ethnopharmacology. 2015, p. 168-176.
. |
2019 |
Milan Stehlik, Jozef Kiselak, Rastislav Potocky, Pavlina Kalcheva Jordanova, Generalized interest rate dynamics and its impacts on finance and pensions. Stochastic Analysis and Applications 35.1 (2017): 178-190. e цитирана в Karagrigoriou, A., A. Makrides, and I. Vonta. “On a control chart for the Gini index with simulations.“ Communications in Statistics-Simulation and Computation, vol.48(4) (2019): 1121-1137. |
2019 |
Nescolarde-Selva, Josue-Antonio, Jose-Luis Uso-Domenech, and Miguel Lloret-Climent. "Impure Systems and Ecological Models (II): Components and Thermodynamics." Foundations of Science (2019): Volume: 24 Issue: 3 Pages: 427-455 цитират Stehlik, M., Aguirre, P., Girard, S., Jordanova, P., Kiselak, J., Torres Leiva, S., et al. (2017a). On ecosystems dynamics. Ecological Complexity, 29C, 10–29. |
2019 |
Voitanov, I., van der Hoorn, P., van der Hofstad,R., Kriukov, D., Scale-free networks well done, Physical review research, vol. 1, 033034-1--033034-30, pp. 2019 цитират Jordanova, P., Fabian, Zd., Hermann, Ph., Strelec, L., Rivera, A., Girard, St., Torres, S., Stehlik, M., Weak properties and robustness of t-Hill estimators, Extremes, vol. (19)4, 2016, pp. 591-626. |
2019 |
Kilova, Kristina. "WEB-BASED INFORMATION SYSTEMS FOR SURVEYS OF THE QUALITY OF HIGHER EDUCATION (ROUNDUP)." Knowledge International Journal 30.2 (2019): 311-314р ISSN: 1857-923X (Printed),
ISSN: 2545-4439 (Online) (EBSCO Discovery Services, CrossRef, Index Copernicus, WorldCat и др.) цитира
Лечева, Д., Харизанов, Кр., Йорданова, П., Уеб-базиран софтуер за обработка на анкети, Научни трудове на Русенски Университет "Ангел Кънчев", том 52, серия 6.1, стр.82 - 86, Русенски Университет "Ангел Кънчев", ISSN 1311-3321, Национален референтен списък. |
2019 |
Voitanov, I., van der Hoorn, P., van der Hofstad,R., Kriukov, D., Scale-free networks well done, Physical review research, vol. 1, 033034-1--033034-30, pp. 2019 цитират Jordanova, P., Stehlik, M., Flexible extreme value inference and Hill plots for a small, mid and large samples, arXiv:1509.06718. |
2018 |
H. Cossette, E. Marceau, I. Mtalai, D. Veilleux, Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications, Insurance: Mathematics and Economics, vol. 78, 53-71, 2018 цитират P. Jordanova, Y. Nefedova, M. Stehlik, Risk process approximation with mixing, Applied Mathematical Modelling 41, 285-298, 2017. |
2018 |
P. Jordanova, M. Stehlik, Z. Fabian, and L. Strelec: On estimation and testing for Pareto tails. Pliska Stud. Math. Bulgar. 22 (2013), 89–108 e цитирана в Ouadjed, Hakim, and Tawfiq Fawzi Mami. Estimation for heavy-tailed moving average process. Kybernetika 54.2 (2018): 351-362. |
2018 |
P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, S. Torres, and
M. Stehlik: Weak properties and robustness of t-Hill estimators. Extremes 19 (2016),
591–626. DOI:10.1007/s10687-016-0256-2 e цитирана в Ouadjed, Hakim, and Tawfiq Fawzi Mami. Estimation for heavy-tailed moving average process. Kybernetika 54.2 (2018): 351-362 |
2018 |
P. Jordanova, J. Dusek, and M. Stehlik: Modeling methane emission by the infinite
moving average process. Chemometrics and Intelligent Laboratory Systems 122 (2013),
40–49. DOI:10.1016/j.chemolab.2012.12.006 e цитирана в Ouadjed, Hakim, and Tawfiq Fawzi Mami. Estimation for heavy-tailed moving average process. Kybernetika 54.2 (2018): 351-362. |
2018 |
Mthi, S., J.M. Rust T.L. Morgenthal B. Moyo l. "An ethno-veterinary survey of medicinal plants used to treat bacterial diseases of livestock in three geographical areas of the Eastern Cape Province, South Africa." Journal of Medicinal Plants Research 12.18 (2018): 240-247 цитират Dragoeva AP, Koleva VP, Nanova ZD, Koynova TV, Jordanova PK (2015). A study of current status of herbal utilization in Bulgaria: Part 1- Application of herbal medicines. Science Resource Essays, 10(5):168-176. |
2018 |
Jordanova, P., Nefedova, Y., and Stehlik, M. (2017). Risk process approximation with mixing. Applied Mathematical Modelling, (41), 285–298 се цитира в Veilleux, Dery. "Modeles de dependance avec copule Archimedienne: fondements bases sur la construction par melange, methodes de calcul et applications." (2018). |
2018 |
Hees, Katharina, and Hans-Peter Scheffler. "Coupled Continuous Time Random Maxima." Extremes 21.2 p. 235-259 (2018) (IF) https://doi.org/10.1007/s10687-017-0304-6 цитират статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004. |
2018 |
Hand, David J. "Statistical challenges of administrative and transaction data." Journal of the Royal Statistical Society: Series A (Statistics in Society) 181.3: 555-605 (2018) (IF)цитира Jordanova, Jordanova, P., Fabian, Z., Hermann, P., Strelec, L., Rivera, A., Girard, S., Tores S., Stehlik, M. Weak properties and robustness of t-Hill estimators. Extremes, 2016, 19(4), pp 591–626. http://link.springer.com/article/10.1007/s10687-016-0256-2 |
2018 |
Jaune, Egle, Olena Ragulina, and Jonas Siaulys, Expectation of the truncated randomly weighted sums with dominatedly varying summands. Lithuanian Mathematical Journal, Volume: 58 Issue: 4 Pages: 421-440, (2018), цитират P. Jordanova and M. Stehlik, Mixed Poisson process with Pareto mixing variable and its risk applications, Lith. Math. J., 56:189–206, 2016. |
2018 |
Jordanova P., Stehlik M., Mixed Poisson process with Pareto mixing variable and its risk applications. Lith. Math. J. 56(2), 189–206 (2016) e цитирана в Dominyka Kievinaite, Jonas Siaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk, Modern Stochastics: Theory and Applications, Volume: 5 Issue: 2 Pages: 129-143. |
2018 |
Koleva, V., A. Dragoeva, Z. Nanova, P. Jordanova, N. Chipev, V. Kapchina-Toteva, G. Dashev, I. Yotova (2014) Is there a tendency for rising use of herbs in pharmaceutical form – a survey in Bulgaria from an ethnobotanical viewpoint. Acta Scientifica Naturalis, 1:192-201. ISSN: 2603-347X (ProQuest) e цитирана в Boycheva, P., (2018) Top 10 among the most used medicinal plants of the local population along the North Black Sea Coast (Bulgaria). Proceedings of the Sixth student scientific conference „Ecology and Environment“, 5:136-147. ISSN: 2367-5209 (GoogleScholar) |
2018 |
Arsovski, Zora, Slavko Arsovski, and Ivan Milosevic. PROCESS AND ENTERPRISE RISK MANAGEMENT IN CONTEXT ANALYSIS. ENTERPRISES AND ECONOMIES IN THE FACE OF CONTEMPORARY CHALLENGES 29.5: 49, pp. 49-67 цитират Jordanova, P., Nefedova, Y. and Stehlik, M. (2017). Risk process approximation with mixing. Applied Mathematical
Modelling, 41, pp. 285-298. |
2018 |
Jaune, Egle, Tail asymptotics of a sum of heavytailed distributions with application to risk theory, Doctoral Dissertation, Academic supervisor:
Prof. Habil. Dr. Jonas Siaulys (Vilnius University, Physical sciences, Mathematics) цитира Jordanova P. and Stehlik M. (2016). Mixed Poisson process with Pareto
mixing variable and its risk. Lithuanian Mathematical Journal, 56, рр. 189–206 |
2017 |
Haroon Barakat, El Sayed M Nigm, H.A. Alaswed, The Hill estimators under power normalization, Applied Mathematical Modelling, January 2017 DOI: 10.1016/j.apm.2017.01.028 цитират статията Jordanova P., E. Pancheva, Weak Asymptotic Results for t-Hill Estimator, Comptes Rendus de l`Academie Bulgare des Sciences, Volume 65, No 12, Page(s) 1649-1656, 2012. |
2017 |
Djeni Cherneva, Galina Yaneva, Dobri Ivanov, Ethnobotanical study of the impact of certain demographic indicators on the attitudes towards the use of medicinal plants among local population of the north Black sea coast, Scripta Scientifica Pharmaceutica, vol. 4, No. 1, 7-11, 2017, цитират статията Dragoeva A, Koleva V, Nanova Z, Koynova T, Jordanova P. A study on current status of herbal utilization in Bulgaria: Part 1 - Application of herbal medicines. Scientific Research-academicjournals.org. 2015;10 (5):168-176. |
2017 |
Lawan, U. M., Takai, I. U., Abdullahi, H. M., Kamal, R. M., & Umar, H. (2017). Perceived Indications, Safety and Efficacy of Perinatal Use of Traditional and Spiritual Remedies among Mothers of Under-Five Children in Kano, North-Western Nigeria. Annals of Medical and Health Sciences Research, 7(1), 10-15 цитират Asya PD, Vanya PK, Zheni DN, Teodora VK, Pavlina KJ. A study on current status of herbal utilization in Bulgaria: Part 1-Application of herbal medicines. Acad J., vol.10, 2015, 168--176. |
2017 |
Деница Петкова Загорчева, дисертация на тема "Изследване и оценка на данъчната и инвестиционна политика на общините като управляем фактор на бизнес средата за индустриалните фирми" към РУ "Ангел Кънчев" цитира Вълчев, Х., Йорданова, П., Статистика, УИ Епископ Константин Преславски, Шумен, 2004. |
2017 |
Загорчева Д., Й. Велчева, Бюджетната децентрализация като фактор за едновременно развитие на общините и индустриалния бизнес, сп .Народностопански архив, СА Д.А.Ценов, гр. Свищов, бр. 3, 2017 цитират Вълчев, Х., Йорданова, П., Статистика, УИ Епископ Константин Преславски, Шумен, 2004. |
2017 |
Gelman, Andrew, and Christian Hennig. Beyond subjective and objective in statistics. Journal of the Royal Statistical Society: Series A (Statistics in Society) 180.4 (2017): 967-1033 цитират Stehlik, M., P. Aguirre, St. Girard, P. Jordanova, J. Kiselak, S. Torres-Leiva, Z. Sadovsky, A. Rivera, On ecosystems dynamics. Ecological Complexity, 29 (2017): 10-29. |
2017 |
Dragoeva A., Koleva V., Nanova Zh., Koynova T., Jordnova P., A study of current status of herbal utilization in Bulgaria: Part 1 - Application of herbal medicines, Scientific Research and Essays, Vol. 10(5), pp. 168-176 e цитирана в Djeni Cherneva, Galina Yaneva, Dobri Ivanov, Ethnobotanical study of the attitudes towards herbal remedies and conventional medicines among local population of the North Black sea coast, Scripta Scientifica Pharmaceutica, vol. 4, No. 1, 2017, pp. 29-32. |
2017 |
Iksanov, Alexander, Andrey Pilipenko, and Igor Samoilenko. "Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M 1-topology." Extremes 20.3: 567-583 (2017) (IF) цитират статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004. |
2016 |
Mami Tawfiq Fawzi and Ouadjed Hakim,Semi parametric estimation for autoregressive process with
infinite variance, ProbStat Forum, Vol. 09, April 2016, Pages 73–79 цитират Jordanova, P., J. Dusek, and M. Stehlik. "Modeling methane emission via the infinite moving average process." Chemometrics and Intelligent Laboratory Systems 122 (2013): 40-49. |
2016 |
Goerg, G. M. Rebuttal of the Letter to the Editor of Annals of Applied Statistics on Lambert W x F Distributions and the IGMM Algorithm. arXiv preprint arXiv:1602.02200 цитира Jordanova, P., Dusek, J., Stehlik, M. (2013). Modeling methane emission via the infinite moving average process. Chemometrics and Intelligent Laboratory Systems, 122, 40-49. |
2016 |
M.V. Vasileva, A.I. Andreev, C.T. Tsoneva, Software system "Inquriy", МАТТЕХ, Том 1 цитират Лечева Д., Харизанов К., Йорданова П. Уеб-базиран софтуер за обработка на анкети. Научни трудове на
Русенския университет - 2013, том 52, серия 6.1. |
2016 |
Боряна Узунова, Дисертация за придобиване на научно-образователна степен Доктор, цитира Дияна Лечева, Красимир Харизанов, Павлина Йорданова, Уеб-базиран софтуер за обработка на анкети, Научни трудове на РУ "Ангел Кънчев", том 52, серия 6.1, стр.82-86. |
2016 |
Iksanov, A., "Perturbed Random Walks", Chapter: Renewal theory for perturbed random walks and similar processes, Part of the series Probability and Its Applications, Springer research monographs series, pp. 1-41, 2016 цитира статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004. |
2016 |
Iksanov Alexander and Sergei Polotskiy, “Tail behaviour of suprema of parturbed random walks“, Theory of Stochastic Processes 21(37), number 1 (2016): 12-16. http://tsp.imath.kiev.ua/files/2110/art2110_02.pdf
http://tsp.imath.kiev.ua/
цитират статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004.
|
2016 |
Dragoeva, A., V. Koleva, Zh. Nanova, T. Koynova, P. Jordanova (2015) A study on current status of herbal utilization in Bulgaria: Part 1 - Application of herbal medicines. Scientific Research and Essays, 10(5):168-176. DOI: 10.5897/SRE2015.6172, ISSN: 1992-2248 (Google Scholar, SJR 0.13) e е цитирана в Popova, D., P. Perenovska (2016) Survey on the use and attitudes of bulgarian doctors to natural and homeopathic remedies in pediatrics (Review). Pediatriya, 56(3):53-58. ISSN: 04797876 (Scopus, SJR 0.100, Q4) |
2016 |
Astuti, Ani. \"Tiga faktor penggunaan obat herbal hipertensi di kota Jambi.\" Jurnal Endurance: Kajian Ilmiah Problema Kesehatan 1.2 (2016): 81-87. цитира Dragoeva, Asya Pencheva, Vanya Koleva, Zheni Nanova, Teodora Koynova, Pavlina Jordanova, \"A study on current status of herbal utilization in Bulgaria: Part 1-Application of herbal medicines.\" Scientific Research and Essays 10.5 (2015): 168-176. |
2015 |
Sabolova, Radka. PhD thesis "Statistical inference based on saddlepoint approximations.", Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, 2015 цитира P. Jordanova, J. Dusek, M. Stehlik, Modeling methane emission via the infinite moving average process, Chemometrics and Intelligent Laboratory Systems, vol. 122, 40-49. |
2015 |
Sabolova, Radka. PhD thesis "Statistical inference based on saddlepoint approximations.", Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, 2015 цитира P. Jordanova, J. Dusek, M. Stehlik, Microergodicity effects on ebullition of methane modeled by mixed Poisson process with Pareto mixing
variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, 124–134. |
2014 |
Павлова, Н., Х., Николов, Й., И., Елементи от комбинаторика, теория на вероятностите и статистика в училищния курс по математика, Електронен учебник по проект BG051PO001-4.3.04-0020 „Модернизиране на Центъра за дистанционно обучение на Шуменския университет „Епископ Константин Преславски” чрез въвеждане на съвременни електронни форми на обучение“ цитират учебника Хр. Вълчев, П. Йорданова, Статистика, ШУ"Епископ Константин Преславски", Шумен, 2004. |
2014 |
Danijel Krizmanic, Weak convergence of partial maxima processes in the M 1 topology, J. Extremes, 2014, Vol. 17, Issue 3, pp. 447-465 цитира статията Jordanova P., Maxima of moving averages with Noise in the Weibull max-domain of attraction, Mathematics and Education in Mathematics, pp. 184 – 189, 2009. |
2014 |
Mitov, Kosto V., Nadarajah, Saralees, Extremal and additive processes generated by Pareto distributed random vectors, ESAIM. Probability and Statistics, 18, 2014, рр. 667-685 цитират статията: Pancheva, Е., Kolkovska E., Jordanova P., Random Time-changed Extremal Processes, Theory of Probability and Its Applications, volume 51(4), pages 752-772, 2006.
|
2014 |
Mitov, Kosto V., Nadarajah, Saralees, Extremal and additive processes generated by Pareto distributed random vectors, ESAIM. Probability and Statistics, 18, 2014, рр. 667-685 цитират статията:E. I. Pancheva, E. T. Kolkovska, and P. K. Jordanova, A functional extremal criterion, Theory Probab. Appl., 51(4), 645–662. |
2014 |
Mitov, Kosto V., Nadarajah, Saralees, Extremal and additive processes generated by Pareto distributed random vectors, ESAIM. Probability and Statistics, 18, 2014, рр. 667-685 цитират статията: Pancheva, Е., Jordanova P., Functional Transfer Theorems for Maxima of iid Random Variables,, volume 57(84), pages 9 - 18, 2004. |
2012 |
Satheesh S., Sandhya E., Prasanth С. B., (2012), A Generalization of the Marshal-Olkin Scheme and Related Processes, in Collection of recent Statistical Methods and Applications, 12-17, Published by Department of Statistics, University of Kerala, India., http://arxiv.org/pdf/1312.4001v1.pdf 2013 цитират Pancheva, E; Kolkovska, E T and Jordanova, P K (2006), Random time changed extremal processes, Probab. Theor. Appl., 51, 752-772.
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2010 |
Mitov I., Rachev Sv., Fabozzie Fr., Approximation of aggregate and extremal losses within the very heavy tails framework, Quantitative Finance 10(10):1153-1162, 1153-1162, 2010 цитират статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004. |
2010 |
Mitov I., Rachev Sv., Fabozzie Fr., Approximation of aggregate and extremal losses within the very heavy tails framework, Quantitative Finance 10(10):1153-1162, 1153-1162, 2010 цитират статията Pancheva E.I., Jordanova P. K., A functional extremal criterion, J. Math. Sci., volume 121, pages 2636–2644, 2004. |
2009 |
Meerschaert M.M., S. Stoev, Extremal limit theorems for observations separated by random power law waiting times, Journal of Statistical Planning and Inference, Vol.139 (2009), pp. 2175-2188. Цитират статията: Pancheva, Е., Kolkovska E., Jordanova P., Random Time-changed Extremal Processes, Theory of Probability and Its Applications, volume 51(4), pages 752-772, 2006
|
2009 |
Meerschaert M.M., S. Stoev, Extremal limit theorems for observations separated by random power law waiting times, Journal of Statistical Planning and Inference, Vol.139 (2009), 2175-2188 цитират статията Pancheva, Е., Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de l’Academie Bulgare des Sciences, volume 57(8), pages 9-14, 2004. |
2009 |
Иван Митов, Дисертация за придобиване на научно-образователна степен "Доктор", цитира Pancheva, E., Kolkovska, E., Jordanova, P., (2006), Random time-changed extremal processes, Theor. Probability Allp., 51, 752-772. |
2009 |
Иван Митов, Дисертация за придобиване на научно-образователна степен "Доктор", цитира Pancheva, E., Jordanova, P., (2004), A functional extremal criterion, J.Math.Sci., 121(5), 2636-2644. |
2009 |
Иван Митов, Дисертация за придобиване на научно-образователна степен "Доктор", цитира П. Йорданова, (2004) Функционален екстремален критерий, Дисертация за присъждане на образователно-научна степен "Доктор". |
2009 |
Иван Митов, Дисертация за придобиване на научно-образователна степен "Доктор", цитира E. Pancheva, Jordanova P., Functional transfer theorems for maxima of iid random variables, Comptes Rendus de lAcademie Bulgare des Sciences, 57(8), 9-14, 2004 http://www.nada.kth.se/~dilian/Pancheva/paper6.pdf |
2009 |
Satheesh S., Sandhya E., Geometric Gamma Max-Infinitely Divisible Models, International journal of agricultural and statistical sciences, Volume 5, Issue 1, Pages 99-105 2009, http://arxiv.org/ftp/arxiv/papers/0801/0801.2083.pdf цитират статията Pancheva, Е., Kolkovska E., Jordanova P., Random Time-changed Extremal Processes, Theory of Probability and Its Applications, volume 51(4), pages 752-772, 2006. |
2008 |
Z. Khraibani, PhD Thesysis, UNIVERSITE PARIS XI FACULTE DE MEDECINE PARIS-SUD цитира статията
Jordanova P., (G, lambda) – Extremal Processes and Their Relation with Max-stable Processes, Pliska Studia Mathematica Bulgarica, vol. 18, pp. 145 - 156, 2007. |
2008 |
Jacob, Christine, Zaher Khraibani, and Elisaveta Pancheva. An extremal process approach for sporadic events. Technical report, UR 341, INRA, 78350 Jouy-en-Josas, France, 63pp, 2008 цитират Jordanova P., (G, lambda) – Extremal Processes and Their Relation with Max-stable Processes, Pliska Studia Mathematica Bulgarica, vol. 18, pp. 145 - 156, 2007. |
2006 |
Satheesh S., Sandhya E., Max-Semi-Selfdecomposable Laws and Related Processes, Statistics and Probability Letters, 2006, 76, 1435-1440. http://arxiv.org/ftp/math/papers/0503/0503232.pdf цитират статията Pancheva, Е., Kolkovska E., Jordanova P., Random Time-changed Extremal Processes, Theory of Probability and Its Applications, volume 51(4), pages 752-772, 2006
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2006 |
Satheesh S., Sandhya E., Semi-stability of sums and maximums in samples of random size, Focus on probability theory, 43-72, 2006, Nova Science Publishers, Ins. Editor: Louis R. Velle цитират статията Pancheva, Е., Kolkovska E., Jordanova P., Random Time-changed Extremal Processes, Theory of Probability and Its Applications, volume 51(4), pages 752-772, 2006. |