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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Ñòàòèè
| Jordanova, P.; Veleva, E., Mixed Poisson process with Max-U-Exp mixing variable, AIP Conference Proceedings of 49-th International Conference Applications of Mathematics in Engineering and Economics, 10 - 16 June 2023, Sozopol, Bulgaria, Volume: 3182, Article Number: 110002 (2025) https://doi.org/10.1063/5.0246277 (WoS, Scopus è äð.) |
08.04.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Ñòàòèè
| Jordanova, P.; Probabilities for asymmetric p-outside values, Mathematics, and Education in Mathematics, Proceedings of the 54 Spring Conference of the Union of Bulgarian Mathematicians, pp. 51-60, 2025, ISSN 1313-3330. (Íàöèîíàëåí ðåôåðåíòåí ñïèñúê, Scopus) http://www.math.bas.bg/smb/conf.html |
08.04.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Mukhopadhyay, Subhadeep; Parzen, Emanuel Nonparametric universal copula modeling. Appl. Stoch. Models Bus. Ind. 36 (2020), no. 1, 77--94. 62H05 (62G05 62H12) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Porter, Thomas; Stewart, Michael Beyond HC: more sensitive tests for rare/weak alternatives. Ann. Statist. 48 (2020), no. 4, 2230--2252. 62F03 (62C25 62E20 62F05 62G30 62G32) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Bastian, Caleb Deen; Rempala, Grzegorz A. Throwing stones and collecting bones: looking for Poisson-like random measures. Math. Methods Appl. Sci. 43 (2020), no. 7, 4658--4668. 60G57 (60G18 60G55) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Jedidi, Wissem; Basalim, Kholoud; Bridaa, Safa Three classes of decomposable distributions. Open Math. 18 (2020), no. 1, 1855--1878. 60E07 (60E15) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Bhatnagar, Saumya; Chang, Won; Kim, Seonjin; Wang, Jiali Computer model calibration with time series data using deep learning and quantile regression. SIAM/ASA J. Uncertain. Quantif. 10 (2022), no. 1, 1--26. 62G08 (62P12 68T07) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Xu, Wen; Wang, Huixia Judy; Li, Deyuan Extreme quantile estimation based on the tail single-index model. Statist. Sinica 32 (2022), no. 2, 893--914. 62G08 (62G32) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Kouritzin, Michael A.; Paul, Sounak On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. Stochastic Process. Appl. 152 (2022), 208--232. 62G32 (60F15 62M10) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Ferreira, Rui A. C.; Simon, Thomas Convolution of beta prime distribution. Trans. Amer. Math. Soc. 376 (2023), no. 2, 855--890. 26A48 (33C15 33C20 33C45 33C65 60E07 60E15 62E15) |
10.02.2025 |
|
Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Doss, Natalie; Wu, Yihong; Yang, Pengkun; Zhou, Harrison H. Optimal estimation of high-dimensional Gaussian location mixtures. Ann. Statist. 51 (2023), no. 1, 62--95. 62G05 (62C20 62G07) |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Ñòàíîâèùå, íà ÷ëåí íà æóðè çà ïðèñúæäàíå íà íàó÷íà ñòåïåí “äîêòîð“, â ïðîôåñèîíàëíî íàïðàâëåíèå 4.5 Ìàòåìàòèêà, âúâ Ôàêóëòåòà ïî ìàòåìàòèêà è èíôîðìàòèêà êúì ÑÓ \"Ñâ. Êëèìåíò Îõðèäñêè\". |
10.02.2025 |
|
Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Ðåöåíçèÿ ïî êîíêóðñ çà çàåìàíå íà àêàäåìè÷íàòà äëúæíîñò “ïðîôåñîð“ â ïðîôåñèîíàëíî íàïðàâëåíèå 4.5 Ìàòåìàòèêà, çà íóæäèòå íà Íîâ Áúëãàðñêè óíèâåðñèòåò. |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Ñòàíîâèùå, íà ÷ëåí íà æóðè çà ïðèñúæäàíå íà íàó÷íà ñòåïåí “äîêòîð íà íàóêèòå“ â ïðîôåñèîíàëíî íàïðàâëåíèå 4.5 Ìàòåìàòèêà, çà íóæäèòå íà Èíñòèòóòà ïî ìàòåìàòèêà è èíôîðìàòèêà êúì Áúëãàðñêà àêàäåìèÿ íà íàóêèòå. |
10.02.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Veleva, E., Jordanova P.: Time Series Analysis of the Spread of COVID-19 Infection in Bulgaria. In: Application of Mathematics in Technical and Natural Sciences, AIP Publishing, vol. 2522, pp. 050013–1–10, (2022) (Scopus). e öèòèðàíà â Klimenko, A., Mihova, V., Georgiev, S., Georgiev, I., Pavlov, V. (2024). Comparative Analysis on Neural Networks and ARIMA for Forecasting Heterogeneous Portfolio Returns. In: Slavova, A. (eds) New Trends in the Applications of Differential Equations in Sciences. NTADES 2023. Book series: Springer Proceedings in Mathematics and Statistics, vol 449. Springer, Cham. https://doi.org/10.1007/978-3-031-53212-2_30 (Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Jordanova, Pavlina K., and Milan Stehlik. \"On multivariate modifications of Cramer–Lundberg risk model with constant intensities.\" Stochastic Analysis and Applications 36.5 (2018): 858-882. (WoS, Scopus) e öèòèðàíà â Dhillon, Manisha, and Kuldeep Kumar Kataria. \"On the superposition and thinning of generalized counting processes.\" Stochastic Analysis and Applications 42.6 (2024): 1110-1136. (WoS, Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Papanicolaou, A., Fu, H., Krishnamurthy, P., Khorrami, F. (2023). A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs. IEEE Access, pp. 16774-16792, doi:10.1109/ACCESS.2023.3245570 (Q2-WoS, Scopus) öèòèðàò Mantalos, P., A. Karagrigoriou, L. Strelec, P. Jordanova, P. Hermann, J. Kiselak, J. Hudak, and M. Stehlik. 2020. On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics 47 (6): 1031–63. doi:10.1080/02664763.2019.1671323 |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. (WoS, Scopus) å öèòèðàíà â Henriques-Rodrigues, Ligia, Frederico Caeiro, and M. Ivette Gomes. Improvements in the estimation of the Weibull tail coefficient: A comparative study. Mathematical Methods in the Applied Sciences, vol. 47 (11), pp. 8255-8274 (2024). (Q1 - WoS, Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Äðóãè
| Öèòèðàíèÿ
| Veleva, E.; Jordanova, P. Time Series Analysis of the Spread of COVID-19 Infection in Bulgaria. AIP Conf. Proc 2022, vol. 2522, Article number 050013 (Scopus) å öèòèðàíà â Sapundzhi, F.; Chikalov, A.; Georgiev, S.; Georgiev, I. (2024). Predictive Modeling of Photovoltaic Energy Yield Using an ARIMA Approach. Applied Sciences, vol. 14(23), Article Number: 11192. https://doi.org/10.3390/app142311192 (Q1 WoS, Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Jordanova, P.K., Petkova, M.P., Stehlik., M, Inverse Log-Gamma-G process, Application of Mathematics in Technical and Natural Sciences, American Institute of Physics Conference Proceedings, vol. 2025, Article Number 030002, ISSN 0094-243X (Scopus) e öèòèðàíà â Mohamed, R. A., Elgarhy, M., Alabdulhadi, M. H., Almetwally, E. M., & Radwan, T. (2023). Statistical Inference of Truncated Cauchy Power-Inverted Topp–Leone Distribution under Hybrid Censored Scheme with Applications. Axioms, vol. 12(2), Article Number 148, DOI: 10.3390/axioms12020148 (Q1- WoS, Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Veleva, E., M. Filipova, and P. Jordanova. \"Machine learning approach to study and predict air pollution in Ruse, Bulgaria.\" AIP Conference Proceedings. Vol. 2953. No. 1. AIP Publishing, 2023. (Scopus) å öèòèðàíà â Ivanov, Atanas, Snezhana Gocheva-Ilieva, and Maya Stoimenova-Minova. \"Exploring SO2 air pollution in Plovdiv through multivariate adaptive regression splines: A case study.\" Journal of Physics: Conference Series. Vol. 2910. No. 1. IOP Publishing, 2024. ISSN:1742-6588, E-ISSN:1742-6596 (Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Jordanova, P., Dusek, J., Stehlik, M., Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, pp. 124 - 134, 2013 ELSEVIER, Amsterdam, Netherlands, (Q1) (WoS, IF 2,533, Scopus è äð.) ISSN: 0169-7439 e öèòèðàíà â Beatrice M. Gathongo, Discrete Erlang Mixed Distributions and their Properties, Asian Journal of Probability and Statistics, vol. 26(8), pp. 89-106, 2024; Article no.AJPAS. 117820 (Index Copernicus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Jordanova, P., Dusek, J., Stehlik, M., Microergodicity effects on ebullition of methane modelled by Mixed Poisson process with Pareto mixing variable, Chemometrics and Intelligent Laboratory Systems, vol. 128, pp. 124 - 134, 2013 ELSEVIER, Amsterdam, Netherlands, (Q1) (WoS, IF 2,533, Scopus è äð.) ISSN: 0169-7439. å öèòèðàíà â Beatrice M. Gathongo, Continuous Erlang Mixtures and their Relation to Exponential Mixtures and Poisson Mixtures, Asian Journal of Probability and Statistics, vol.26 (8), pp. 58-70, 2024; Article no.AJPAS.118568, ISSN: 2582-0230 (Index Copernicus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Soza, L.N., Jordanova, P., Nicolis, O., Strelec, L., Stehlik, M., Small sample robust approach to outliers and correlation of atmospheric pollution and health effects in Santiago de Chile, Chemometrics and Intelligent Laboratory Systems, 185, pp. 73–84 (2019) ISSN: 0169-7439. e öèòèðàíà â Fayad, Nour Mohamad, et al. \"The Causality Between Corruption and Economic Growth in MENA Countries: A Dynamic Panel-Data Analysis.\", International Journal of Finance, Insurance and Risk Management, 14.1 (2024): 28-49. (Index Copernicus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Jordanova, P., Pancheva, E., (2012) “Weak asymptotic results for t-Hill estimator“, Comptes rendus de l academie bulgare des sciences, vol. 65 (12), pp 1649-1656. (WoS, Scopus) å öèòèðàíà â Deme, El Hadji, et al. \"Robust estimator of the ruin probability in infinite time for heavy-tailed distributions.\" Statistics, vol. 58(6), pp. 1401-1422 (2024). https://doi.org/10.1080/02331888.2024.2402497 (Q2 -WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Milan Stehlik, Jozef Kiselak, Rastislav Potocky, Pavlina Kalcheva Jordanova, Generalized interest rate dynamics and its impacts on finance and pensions. Stochastic Analysis and Applications 35.1 (2017): 178-190. e öèòèðàíà â Kalligeris, Emmanouil-Nektarios, Alex Karagrigoriou, and Christina Parpoula. \"On stochastic dynamic modeling of incidence data.\" International Journal of Biostatistics 20.1 (2024): 201-215. https://doi.org/10.1515/ijb-2021-0134 (Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Mantalos P, Karagrigoriou A, Strelec L, Jordanova P, Hermann P, Kiselak J, Hudac, J., Stehlik M (2019) On improved volatility modelling by fitting skewness in ARCH models. Journal of Applied Statistics, pp. 1031-1063, Vol. 47 (6), 2020 e öèòèðàíà â Szczygielski, Jan Jakub, et al. \"Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index.\" Research in International Business and Finance (2024): 102448. ISSN: 2582-0230 (Q1 -WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Jordanova P., Stehlik M., Mixed Poisson process with Pareto mixing variable and its risk applications. Lith. Math. J. 56(2), 189–206 (2016) e öèòèðàíà â
Beatrice M. Gathongo, Discrete Erlang Mixed Distributions and their Properties, Asian Journal of Probability and Statistics, vol. 26(8), pp. 89-106, 2024; Article no.AJPAS. 117820, ISSN: 2582-0230 (Index Copernicus ICV)
|
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Jordanova P., Stehlik M., Mixed Poisson process with Pareto mixing variable and its risk applications. Lith. Math. J. 56(2), 189–206 (2016) e öèòèðàíà â
Beatrice M. Gathongo, Continuous Erlang Mixtures and their Relation to Exponential Mixtures and Poisson Mixtures, Asian Journal of Probability and Statistics, vol.26 (8), pp. 58-70, 2024; Article no.AJPAS.118568, ISSN: 2582-0230 (Index Copernicus ICV) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Stehlik, M., P. Aguirre, S. Girard, P. Jordanova, J. Kiselak, S. Torres, Z. Sadovsky, and A. Rivera (2017). On ecosystem dynamics. Ecological Complexity 29:10–29. doi:10.1016/j.ecocom.2016.11.002 å öèòèðàíà â Fabian, Zdenåk. \"A measure of variability within parametric families of continuous distributions.\" Communications in Statistics-Theory and Methods 53.10 (2024): 3568-3580. (WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e öèòèðàíà â Deme, El Hadji, et al. \"Robust estimator of the ruin probability in infinite time for heavy-tailed distributions.\" Statistics, vol. 58(6), pp. 1401-1422 (2024). https://doi.org/10.1080/02331888.2024.2402497 (Q2 -WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e öèòèðàíà â Caeiro, Frederico, and Ayana Mateus. \"Reduced bias estimation of the shape parameter of the log-logistic distribution.\" Journal of Computational and Applied Mathematics 436 (2024): 115347. (Q1 -WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e öèòèðàíà â Barry, Mamadou Aliou, et al. \"Improved estimators of tail index and extreme quantiles under dependence serials.\" Mathematical Methods of Statistics 32.2 (2023): 133-153. (WoS, Scopus) |
14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova and M. Stehlik, IPO estimation of heaviness of the distribution beyond regularly varying tails, Stoch. Anal.Appl. 38 (2020), pp. 76–96. å öèòèðàíà â Dorp, Johan Rene van, and Ekundayo Shittu. \"Two-sided distributions with applications in insurance loss modeling.\" Statistical Methods & Applications, vol. 33, pp. 827–861, (2024). https://doi.org/10.1007/s10260-024-00749-x (WoS, Scopus)
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14.01.2025 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
|
Äðóãè
| Äîêëàäè
| \"An Extremal Transfer Theorem\", XXII International Seminar on Stability Problems for Stochastic Models and Seminar on Statistical Data Analysis (SDA May 2002) in Varna (Bulgaria). |
25.12.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Jordanova, P., Probabilities for p-outside values - particular cases, Proceedings of the 45-th International Conference on Applications of Mathematics in Engineering and Economics, American Institute of Physics Conference Proceedings, vol. 2172, pages 100004-1--100004-9, 2019, American Institute of Physics Publishing, USA, ISBN: 978-0-7354-1919-3. (Scopus) å öèòèðàíà â Benghoul, Maroua, Berna Yazici, and Ahmet Sezer. Detection and handling outliers in longitudinal data: wavelets decomposition as a solution. Communications in Statistics-Simulation and Computation, vol. 53 (3), pp. 1472-1483 (2024).
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08.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 íàó÷íî ñïèñàíèå
| Öèòèðàíèÿ
| Jordanova, P. and Stehlik, M. (2016). Mixed poisson process with pareto mixing variable and its risk applications. Lithuanian mathematical journal, 56:189–206 å öèòèðàíà â Li, Siyang, David van Dyk, and Maximilian Autenrieth. \"Poisson and Gamma Model Marginalisation and Marginal Likelihood calculation using Moment-generating Functions.\" arXiv preprint arXiv:2409.11167 (2024). |
07.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 íàó÷íî ñïèñàíèå
| Öèòèðàíèÿ
| Jordanova, P., Dusek, J., and Stehlik, M. (2013). Microergodicity effects on ebullition of methane modelled by mixed poisson process with Pareto mixing variable. Chemometrics and Intelligent Laboratory Systems, 128:124–134 å öèòèðàíà â Li, Siyang, David van Dyk, and Maximilian Autenrieth. \"Poisson and Gamma Model Marginalisation and Marginal Likelihood calculation using Moment-generating Functions.\" arXiv preprint arXiv:2409.11167 (2024). |
07.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Milan Stehlik, Jozef Kiselak, Rastislav Potocky, Pavlina Kalcheva Jordanova, Generalized interest rate dynamics and its impacts on finance and pensions. Stochastic Analysis and Applications 35.1 (2017): 178-190. e öèòèðàíà â. Íîñêîâ, Ñ. È., À. Ï. Ìåäâåäåâ, and È. Â. Îâñÿííèêîâ. \"Àíàëèç ñðàáàòûâàíèé ïðåäèêòîðîâ â ôóíêöèè Ëåîíòüåâà äëÿ îáúåìà ôèíàíñèðîâàíèÿ îòäåëåíèÿ ñîöèàëüíîãî ôîíäà.\" Âåñòíèê êèáåðíåòèêè 23.3 (2024): 40-45.
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04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| Stehlik, M., P. Aguirre, S. Girard, P. Jordanova, J. Kiselak, S. Torres, Z. Sadovsky, and A. Rivera (2017). On ecosystem dynamics. Ecological Complexity 29:10–29. doi:10.1016/j.ecocom.2016.11.002 å öèòèðàíà â Fabian, Zdenek. \"A measure of variability within parametric families of continuous distributions.\" Communications in Statistics-Theory and Methods 53.10 (2024): 3568-3580. (WoS, Scopus)
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04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e öèòèðàíà â Morkunaite, Indre, Dmitrij Celov, and Remigijus Leipus. \"Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models.\" Research in Statistics 2.1 (2024): 2346075.
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04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova and M. Stehlik, IPOestimation of heaviness of the distribution beyond regularly varying tails, Stoch. Anal.Appl. 38 (2020), pp. 76–96. å öèòèðàíà â Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova and G. Nedzhibov, IPO and IPO-NM estimators in exponentiated Frechet case, AIP Conf. Proc. 2333 (2021), pp. 150001-1–150001-9. doi:10.1063/5.0044136, AIP Publishing LLC. å öèòèðàíà â Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova, Probabilities for p-outside values – general properties, AIP Conf. Proc. 2164 (2019), pp. 020002. doi:10.1063/1.5130789 e öèòèðàíà â Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus). |
04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Öèòèðàíèÿ
| P. Jordanova, Z. Fabian, P. Hermann, L. Strelec, A. Rivera, S. Girard, and M. Stehlik, Weak properties and robustness of t-Hill estimators, Extremes 19 (2016), pp. 591–626. e öèòèðàíà â Aradhye, Girish, Deepesh Bhati, and George Tzougas. \"A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data.\" Journal of Applied Statistics, vol.51(14), pp. 2832-2850 (2024) doi.org/10.1080/02664763.2024.2319232 (WoS, Scopus) |
04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 íàó÷íî ñïèñàíèå
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Das, Anirban; Denker, Manfred; Levina, Anna; Tabacu, Lucia Estimation by stable motions and its applications. Probab. Math. Statist. 43 (2023), no. 1, 23--39. 62G05 (60H05 62G09 62G15)
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04.11.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Ñòàòèè
| Jordanova, P., Savov, Ml., Tchorbadjieff, A., Stehlik, M., Mixed Poisson process with Stacy mixing variable, Stochastic Analysis and Applications, Stochastic Analysis and Applications, Volume 42 (Issue 2), pages: 289-305 (WoS, Scopus è äð.) https://doi.org/10.1080/07362994.2023.2242471
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13.02.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Äðóãè
| Ïóáëèêóâàíè ðåöåíçèè, ñòàíîâèùà è îòçèâè â íàó÷íè/àêàäåìè÷íè ñïèñàíèÿ
| Ó÷àñòíèê â íàó÷íî æóðè ïî êîíêóðñ çà çàåìàíå íà àêàäåìè÷íàòà äëúæíîñò “ãëàâåí àñèñòåíò“ â ïðîôåñèîíàëíî íàïðàâëåíèå 4.5 Ìàòåìàòèêà, çà íóæäèòå íà ÈÌÈ, ÁÀÍ. |
11.01.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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Ñ èìïàêò ôàêòîð
| Ñòóäèè
| Jordanova, P.; Stehlik, M., Flexible extreme value inference, Stochastic Analysis and Applications, Volume 42 (1), Pages: 219–263, 2024 (WoS, Scopus è äð.) https://doi.org/10.1080/07362994.2023.2213745 |
09.01.2024 |
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Ïðîô. ä-ð . Ïàâëèíà Êàë÷åâà Éîðäàíîâà
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 ðåôåðèðàíè èçäàíèÿ
| Öèòèðàíèÿ
| Barrios-Blanco, Leonardo; Gallardo, Diego I.; Gomez, Hector J.; Bourguignon, Marcelo \"A Compound Class of Inverse-Power Muth and Power Series Distributions.\" Axioms, Volume 12(4) : 383 (2023) https://doi.org/10.3390/axioms12040383 (Scopus) öèòèðàò Jordanova, P.; Petkova, M. and Stehlik, M., Compound power series distribution with negative multinomial summands: characterization and risk process, Accepted in RevStat Statistical Journal, Vol.18(1), pp. 47-69, (2020) INST NACIONAL ESTATISTICA-INE, Lisbon, Portugal (Q4, WoS, Scopus è äð.) ISSN: 1645-6726. |
01.01.2024 |
