Leah A. Kelly

Journal of Applied Probability · 2003

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Leah A. Kelly trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lars Peter Hansen
  2. Bjørn Eraker
  3. Paul Doukhan
  4. Michael W. Brandt
  5. Peter E. Kloeden
  6. Pedro Santa-clara
  7. Eckhard Platen
  8. Michael SØrensen
  9. Robert Sh. Liptser

Papers from Leah A. Kelly's perspective

Ordered by how strongly the researchers Leah A. Kelly trusts endorse each paper. Same corpus, a different order for every researcher.

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. MCMC Analysis of Diffusion Models With Application to Finance
  3. Mixing: Properties and Examples
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. Statistics of Random Processes Ii: Applications
  6. Likelihood INference for Discretely Observed Non-linear Diffusions
  7. Prediction-based estimating functions
  8. Numerical Solution of Stochastic Differential Equations
  9. Brownian Motion and Stochastic Calculus
  10. The Pricing of Options and Corporate Liabilities

Their papers