Established in 2005 under support of MMT R (project 1M0572)

Prof. Wolfgang Stummer


Publications

Conference paper Stummer W. : Entropies Divergences and Optimal Statistical Dicisions about Some Financial Models. In: Proc. of Prague Stochastics 2006, Marie Hukov and Martin Janura (eds.) Matfyzpress, Praha 2006, pp. 674-679.
Stummer W., Vajda I. : Bergman distances in exponential families In: Abstracts of Contributions to 5th International Workshop on Data-Algorthms-Decision Making UTIA, AV R, v.v.i, Praha 2009, pp. .
Internal print Stummer W., Vajda I. : Optimal Statistical Decisions About Some Alternative Financial Models. Intern publikace DAR - TIA 2005/35. TIA AV R, Praha 2005, 39 pp.
Research report Stummer W., Vajda I. : On Divergences of Finite Measures and Their Applications in Censoring (Intern publikace DAR - TIA 2007/7) TIA AV R, Praha 2007, 441-471 pp.
Stummer W., Vajda I. : On Divergences of Finite Measures and their Statistical Applicability (Intern publikace DAR - TIA 2007/14) TIA AV R, Praha 2007, 24 pp.
Vajda I., Stummer W. : On Bregman distances and divergences of probability measures (Intern publikace DAR-TIA 2009/2) TIA AV R, v.v.i, Praha 2009, pp.

Lectures

Stummer W.
New Results in the Bregman Distances.
Within the event: 4th International Workshop on Data - Algorithms - Decision Making 2008.
Dec. 1 2008, 16:20-17:00 Loue

Stummer W., Vajda I.
Bregman Distances, -divergences, Finance and Censoring.
Within the event: 3rd International Workshop on Data - Algorithms - Decision Making 2007.
Dec. 10 2007, 16:30-17:10 Liblice

Wolfgang Stummer
On Divergences of Finite Measures and Some Statistical Applications
Within the event: 2nd International Workshop on Data - Algorithms - Decision Making 2006
Dec. 10 2006, 9:20-10:10 Te

prof. Dr. Wolfgang Stummer (Univ. of Erlangen-Nurnberg)
Optimal Statistical Decisions About Some Alternative Financial Models (Invited lecture)
Within the event: International Workshop on Data - Algorithms - Decision Making
Dec. 20 2005, 9:30-10:00 TIA AV R

 
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