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M-type estimators of regression function with applications, и . Statistics & Probability Letters, 25 (2): 133--144 (01.11.1995)Looking for Arbitrage or Term Structures in Frictional Markets., и . WINE, том 3828 из Lecture Notes in Computer Science, стр. 612-621. Springer, (2005)Ruin probabilities for a risk process with stochastic return on investments, , и . Stochastic Processes and their Applications, 110 (2): 259--274 (апреля 2004)