Jeffrey F. Collamore

According to our database, Jeffrey F. Collamore authored at least 3 papers between 2007 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2021

Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory.

Anand N. Vidyashankar, Jeffrey F. Collamore

Entropy, 2021

2013

Rare event simulation for stochastic fixed point equations related to the smoothing transformation.

Jeffrey F. Collamore, Anand N. Vidyashankar, Jie Xu

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2007

Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.

Jeffrey F. Collamore, Andrea Höing

Finance Stochastics, 2007