On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift. - Ceren Vardar-Acar; Craig L. Zirbel; Gábor J. Székely (J. Comput. Appl. Math., 2013)

Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method. - Fatma Yerlikaya-Özkurt; Ceren Vardar-Acar; Yeliz Yolcu-Okur; Gerhard-Wilhelm Weber (J. Comput. Appl. Math., 2014)