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Author ID: bibby.bo-martin Recent zbMATH articles by "Bibby, Bo Martin"
Published as: Bibby, Bo Martin
External Links: MGP
Documents Indexed: 6 Publications since 1995
Co-Authors: 5 Co-Authors with 6 Joint Publications
39 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 205 times in 185 Documents Cited by Year
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
Bibby, Bo Martin; Sørensen, Michael
121
1995
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
41
2005
A hyperbolic diffusion model for stock prices. Zbl 0883.90010
Bibby, Bo Martin; Sørensen, Michael
28
1997
Simplified estimating functions for diffusion models with a high-dimensional parameter. Zbl 0973.60071
Bibby, Bo Martin; Sørensen, Michael
11
2001
The two-dimensional beta binomial distribution. Zbl 1219.62020
Bibby, Bo Martin; Væth, Michael
3
2011
Regression methods for metacognitive sensitivity. Zbl 1437.91361
Kristensen, Simon Bang; Sandberg, Kristian; Bibby, Bo Martin
1
2020
Regression methods for metacognitive sensitivity. Zbl 1437.91361
Kristensen, Simon Bang; Sandberg, Kristian; Bibby, Bo Martin
1
2020
The two-dimensional beta binomial distribution. Zbl 1219.62020
Bibby, Bo Martin; Væth, Michael
3
2011
Diffusion-type models with given marginal distribution and autocorrelation function. Zbl 1066.60071
Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael
41
2005
Simplified estimating functions for diffusion models with a high-dimensional parameter. Zbl 0973.60071
Bibby, Bo Martin; Sørensen, Michael
11
2001
A hyperbolic diffusion model for stock prices. Zbl 0883.90010
Bibby, Bo Martin; Sørensen, Michael
28
1997
Martingale estimation functions for discretely observed diffusion processes. Zbl 0830.62075
Bibby, Bo Martin; Sørensen, Michael
121
1995
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Cited by 318 Authors

12 Leonenko, Nikolai N.
12 Uchida, Masayuki
8 Sorensen, Michael
6 Yoshida, Nakahiro
4 Gloter, Arnaud
4 Kaino, Yusuke
4 Samson, Adeline
3 Ditlevsen, Susanne
3 Favetto, Benjamin
3 Forman, Julie Lyng
3 Gutierrez-Sanchez, Ramon
3 Nafidi, Ahmed
3 Nakakita, Shogo H.
3 Shu, Huisheng
3 Sikorskii, Alla
3 Šuvak, Nenad
3 Walker, Stephen Grahm
2 Alfarano, Simone
2 Antoniano-Villalobos, Isadora
2 Basawa, Ishwar V.
2 Bishwal, Jaya P. N.
2 Chen, Songxi
2 De Gregorio, Alessandro
2 D’Ovidio, Mirko
2 Grahovac, Danijel
2 Guo, Meihui
2 Heyde, Christopher Charles
2 Hwang, Sun Young
2 Iacus, Stefano Maria
2 Jimenez, Juan Carlos
2 Kulik, Alexey M.
2 Lee, Sangyeol
2 Lin, Liang-Ching
2 Lindström, Erik
2 Markussen, Bo
2 Maurer, Raimond H.
2 Milaković, Mishael
2 Mykland, Per Aslak
2 Nicolau, João
2 Ozaki, Tohru
2 Pavliotis, Grigorios A.
2 Platen, Eckhard
2 Roberts, Gareth O.
2 Singer, Hermann
2 Tang, Mingtian
2 Tudor, Ciprian A.
2 Wang, Yunyan
2 Wei, Chao
2 Wong, Bernard
2 Zanoni, Andrea
2 Zhang, Li-Xin
2 Zhang, Xibin
1 Abdulle, Assyr
1 Abi-ayad, Ilham
1 Alaffita-Hernández, F. A.
1 Alaton, Peter
1 Albin, J. M. P.
1 Allen, Edward James
1 Allevi, Elisabetta
1 Anisimov, Vladimir Vladislavovič
1 Awerkin, Almendra
1 Azmy, E.
1 Barndorff-Nielsen, Ole Eiler
1 Becker, Cristhian
1 Behboodian, Javad
1 Bellini, Tiziano
1 Berliner, L. Mark
1 Bertocchi, Marida
1 Bertozzi, Andrea Louise
1 Beskos, Alexandros
1 Bheenick, Emawtee Bissoondoyal
1 Bibbona, Enrico
1 Bibby, Bo Martin
1 Biscay, Rolando J.
1 Bladt, Mogens
1 Bortz, David M.
1 Both, Sandy
1 Bourguin, Solesne
1 Brooks, Robert Darren
1 Calderon, Christopher P.
1 Campese, Simon
1 Castelli, Fabrizio
1 Cattiaux, Patrick
1 Chang, Jinyuan
1 Chang, Yi-Ping
1 Che, Yan
1 Christensen, Kim
1 Clairon, Quentin
1 Clement, Emmanuelle
1 Cohen, Samuel N.
1 Comte, Fabienne
1 Cont, Rama
1 Czechowski, Zbigniew
1 Dadgar, Aniseh
1 De Gaetano, Andrea
1 Dellaportas, Petros
1 Denis, Christophe
1 Detemple, Jerome B.
1 Dion-Blanc, Charlotte
1 Dion, Charlotte
...and 218 more Authors
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Cited in 96 Serials

11 Statistical Inference for Stochastic Processes
9 Statistics & Probability Letters
7 Stochastic Processes and their Applications
7 Quantitative Finance
6 Scandinavian Journal of Statistics
6 The Annals of Statistics
6 Journal of Statistical Planning and Inference
6 Statistics
6 Computational Statistics and Data Analysis
6 Bernoulli
4 Journal of Econometrics
4 Methodology and Computing in Applied Probability
3 Stochastic Analysis and Applications
3 Stochastics
2 Journal of Mathematical Analysis and Applications
2 Chaos, Solitons and Fractals
2 Applied Mathematics and Computation
2 Journal of Economic Dynamics & Control
2 Journal of Applied Mathematics and Stochastic Analysis
2 The Annals of Applied Probability
2 Applied Mathematical Modelling
2 Journal of Statistical Computation and Simulation
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Random Operators and Stochastic Equations
2 Applied Mathematical Finance
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Econometric Theory
2 Asia-Pacific Financial Markets
2 Statistics and Computing
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 International Journal of Control
1 International Journal of General Systems
1 Journal of Mathematical Biology
1 Metrika
1 Molecular Simulation
1 Bulletin of Mathematical Biology
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Information Sciences
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Multivariate Analysis
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Cybernetics and Systems
1 Systems & Control Letters
1 Journal of Time Series Analysis
1 Physica D
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Neural Computation
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Computational Statistics
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Cybernetics and Systems Analysis
1 Test
1 Theory of Probability and Mathematical Statistics
1 Applicationes Mathematicae
1 Journal of Mathematical Sciences (New York)
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Mathematical Methods of Operations Research
1 Chaos
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Communications in Nonlinear Science and Numerical Simulation
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 ASTIN Bulletin
1 SIAM Journal on Applied Dynamical Systems
1 Review of Derivatives Research
1 International Journal of Computational Methods
1 Statistical Methods and Applications
1 Inverse Problems in Science and Engineering
1 Journal of the Korean Statistical Society
1 Networks and Heterogeneous Media
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 SIAM Journal on Financial Mathematics
1 Advances in Applied Mathematics and Mechanics
1 Statistics Surveys
1 Journal of Computational and Graphical Statistics
1 Sankhyā. Series A
1 European Actuarial Journal
1 East Asian Journal on Applied Mathematics
1 Journal of the Japan Statistical Society. Japanese Issue
1 Japanese Journal of Statistics and Data Science
1 Results in Applied Mathematics

Citations by Year