Ekaterina Vladimirovna Rumyantseva
Personal Details
First Name: | Ekaterina |
Middle Name: | Vladimirovna |
Last Name: | Rumyantseva |
Suffix: | |
RePEc Short-ID: | pru374 |
[This author has chosen not to make the email address public] | |
Affiliation
Faculty of Economics
National Research University Higher School of Economics (HSE)
Moscow, Russiahttp://economics.hse.ru/
RePEc:edi:fehseru (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2017. "Realisation of mortgage property: Survival analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 22-43.
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2016. "Modeling mortgage survival," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 41, pages 123-143.
- Hösler, Jörg & Piterbarg, Vladimir & Rumyantseva, Ekaterina, 2011. "Extremes of Gaussian processes with a smooth random variance," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2592-2605, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2016.
"Modeling mortgage survival,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 41, pages 123-143.
Cited by:
- Rumyantseva, Ekaterina & Furmanov, Kirill, 2017. "Realisation of mortgage property: Survival analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 22-43.
- Hösler, Jörg & Piterbarg, Vladimir & Rumyantseva, Ekaterina, 2011.
"Extremes of Gaussian processes with a smooth random variance,"
Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2592-2605, November.
Cited by:
- Ji, Lanpeng & Peng, Xiaofan, 2023. "Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 418-452.
- Popivoda, Goran & Stamatović, Siniša, 2016. "Extremes of Gaussian fields with a smooth random variance," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 185-190.
- Tan, Zhongquan, 2013. "An almost sure limit theorem for the maxima of smooth stationary Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2135-2141.
More information
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Corrections
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