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Michael Grabchak
Michael Grabchak
Verified email at uncc.edu - Homepage
Title
Cited by
Cited by
Year
Do financial returns have finite or infinite variance? A paradox and an explanation
M Grabchak, G Samorodnitsky
Quantitative Finance 10 (8), 883-893, 2010
802010
The generalized Simpson’s entropy is a measure of biodiversity
M Grabchak, E Marcon, G Lang, Z Zhang
PloS one 12 (3), e0173305, 2017
392017
Tempered stable distributions
M Grabchak, M Grabchak
Tempered Stable Distributions: Stochastic Models for Multiscale Processes, 15-45, 2016
372016
On a new class of tempered stable distributions: moments and regular variation
M Grabchak
Journal of Applied Probability 49 (4), 1015-1035, 2012
312012
Entropic representation and estimation of diversity indices
Z Zhang, M Grabchak
Journal of Nonparametric Statistics 28 (3), 563-575, 2016
282016
Nonparametric estimation of KŘllback-Leibler divergence
Z Zhang, M Grabchak
Neural computation 26 (11), 2570-2593, 2014
242014
Authorship attribution using entropy
M Grabchak, Z Zhang, DT Zhang
Journal of Quantitative Linguistics 20 (4), 301-313, 2013
232013
Rejection sampling for tempered LÚvy processes
M Grabchak
Statistics and Computing 29, 549-558, 2019
142019
Finite sample properties of the mean occupancy counts and probabilities
G Decrouez, M Grabchak, Q Paris
142018
Smoothly truncated levy walks: Toward a realistic mobility model
L Cao, M Grabchak
2014 IEEE 33rd International Performance Computing and Communicationsá…, 2014
142014
Bias adjustment for a nonparametric entropy estimator
Z Zhang, M Grabchak
Entropy 15 (6), 1999-2011, 2013
142013
Asymptotic properties of Turing’s formula in relative error
M Grabchak, Z Zhang
Machine Learning 106, 1771-1785, 2017
122017
On the simulation of general tempered stable Ornstein–Uhlenbeck processes
M Grabchak
Journal of Statistical Computation and Simulation 90 (6), 1057-1081, 2020
102020
Interactive preparatory work in a flipped programming course
L Cao, M Grabchak
Proceedings of the ACM Conference on Global Computing Education, 229-235, 2019
92019
Inversions of LÚvy measures and the relation between long and short time behavior of LÚvy processes
M Grabchak
Journal of Theoretical Probability 28, 184-197, 2015
92015
Estimation and simulation for multivariate tempered stable distributions
Y Xia, M Grabchak
Journal of Statistical Computation and Simulation 92 (3), 451-475, 2022
72022
An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
M Grabchak
Statistics & Probability Letters 170, 109015, 2021
72021
Estimation of value-at-risk using single index quantile regression
E Christou, M Grabchak
Journal of Applied Statistics 46 (13), 2418-2433, 2019
72019
Normal laws for two entropy estimators on infinite alphabets
C Chen, M Grabchak, A Stewart, J Zhang, Z Zhang
Entropy 20 (5), 371, 2018
72018
On the consistency of the MLE for Ornstein–Uhlenbeck and other selfdecomposable processes
M Grabchak
Statistical Inference for Stochastic Processes 19, 29-50, 2016
72016
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