Tail expectile process and risk assessment. Large deviations and applications for Markovian Hawkes processes with a large initial intensity. Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. Springer Professional. Rodrik, D. Piterbarg Alexei B. Concentration of weakly dependent Banach-valued sums and applications to kernel learning methods.
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McKinnon, R. Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes.
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Growth, Reform Indicators and Policy Complementarities. The Paper.
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Link to the Paper when accepted. Weak convergence of quantile and expectile processes under general assumptions.
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Tsybakov, Harrison H. Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data. Economics of Transition 22 1 : 13—