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Philip Ernst

Identifiers

  • name variant Philip Ernst 0.60 · backfill

Papers (16)

  1. Optimal real-time detection of a drifting Brownian coordinate math.PR · 2018 · author #1
  2. When is it best to follow the leader? math.OC · 2018 · author #1
  3. Sequential rerandomization stat.AP · 2017 · author #2
  4. Stability and busy periods in a multiclass queue with state-dependent arrival rates math.PR · 2016 · author #1
  5. Bayesian aggregation of two forecasts in the partial information framework stat.ME · 2016 · author #1
  6. Yule's "Nonsense Correlation" Solved! math.ST · 2016 · author #1
  7. Asymptotics for the Time of Ruin in the War of Attrition math.PR · 2016 · author #1
  8. Exercising Control When Confronted by a (Brownian) Spider math.PR · 2016 · author #1
  9. On Optimal Retirement (How to Retire Early) q-fin.ST · 2016 · author #1
  10. Revisiting a Theorem of L.A. Shepp on Optimal Stopping q-fin.MF · 2016 · author #1
  11. Tukey's transformational ladder for portfolio management q-fin.PM · 2016 · author #1
  12. On occupation times of the first and third quadrants for planar Brownian motion math.PR · 2016 · author #1
  13. Portfolio Selection: The Power of Equal Weight q-fin.PM · 2016 · author #1
  14. The value of foresight math.PR · 2016 · author #1
  15. The General Stationary Gaussian Markov Process math.PR · 2014 · author #2
  16. On the Time for Brownian Motion to Visit Every Point on a Circle math.PR · 2013 · author #1

Mentions

  • 1401.0251 #2 · backfill · confidence 0.70 Philip Ernst
  • 1312.4632 #1 · backfill · confidence 0.70 Philip Ernst

Frequent Coauthors