Doç. Dr. CEREN VARDAR ACAR

Makaleler 18

1. Stopping Levels for a Spectrally Negative Markov Additive Process

COMMUNICATIONS IN MATHEMATICS AND STATISTICS , cilt.14, sa.2, ss.369-390, 2026 (SCI-Expanded, Scopus) Sürdürülebilir Kalkınma

2. Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion

Salci-Bilici M., Erdem F. P., Unalmis I., VARDAR ACAR C.

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY , cilt.42, 2026 (SCI-Expanded, Scopus) Sürdürülebilir Kalkınma

3. An optimal stopping problem for spectrally negative Markov additive processes

Çağlar M., Kyprianou A., Vardar Acar C.

Stochastic Processes and their Applications , cilt.150, ss.1109-1138, 2022 (SCI-Expanded, Scopus)

4. Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes

Vardar Acar C., Caglar M., Avram F.

JOURNAL OF THEORETICAL PROBABILITY , cilt.34, sa.3, ss.1486-1505, 2021 (SCI-Expanded, Scopus)

5. Analysis of Confidence Levels and Application Success Rates in Simulator-Based Dental Anesthesia Education Among Undergraduate Dental Students

Vural Ç., Bozkurt P., Vardar Acar C., Üçok C.

Journal of Oral and Maxillofacial Surgery , cilt.79, sa.6, 2021 (SCI-Expanded, Scopus)

6. A study on the discretization of fractional Brownian motion

COŞKUN B., VARDAR ACAR C., Demirtas H.

AIP Conference Proceedings , cilt.2293, 2020 (SCI-Expanded, Scopus)

7. TheW,Zscale functions kit for first passage problems of spectrally negative Levy processes, and applications to control problems

Avram F., Grahovac D., Vardar Acar C.

ESAIM-PROBABILITY AND STATISTICS , cilt.24, ss.454-525, 2020 (SCI-Expanded, Scopus)

8. An Improved Textbook Rule on the Mean-Median Inequality for Discrete Data

VARDAR ACAR C., Demirtas H., AYDEMİR İ., YABACI A., gao R.

Türkiye Klinikleri Biyoistatistik Dergisi , cilt.12, sa.2, ss.158-167, 2020 (TRDizin)

9. Accuracy of two different voxel sizes for presurgical evaluation of mandibular osteotomy

Bozkurt P., Kurt M., Kolsuz M., Orhan K., Cömert A., Vardar Acar C.

JOURNAL OF STOMATOLOGY ORAL AND MAXILLOFACIAL SURGERY , cilt.121, sa.2, ss.129-132, 2020 (SCI-Expanded, Scopus)

10. The W,Z/nu,delta Paradigm for the First Passage of Strong Markov Processes without Positive Jumps

Avram F., Grahovac D., Vardar Acar C.

RISKS , cilt.7, sa.1, 2019 (ESCI, Scopus)

11. Maximum loss and maximum gain of spectrally negative Lévy processes

Vardar Acar C., Çağlar M.

EXTREMES , cilt.20, sa.1, ss.301-308, 2017 (SCI-Expanded, Scopus)

12. Anatomy of Correlational Magnitude Transformations in Latency and Discretization Contexts in Monte-Carlo Studies

Demirtas H., Vardar-Acar C.

MONTE-CARLO SIMULATION-BASED STATISTICAL MODELING , ss.59-84, 2017 (SCI-Expanded)

13. Bounds on the expected value of maximum loss of fractional Brownian motion

Vardar-Acar C., Bulut H.

STATISTICS & PROBABILITY LETTERS , cilt.104, ss.117-122, 2015 (SCI-Expanded, Scopus)

14. Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method

Yerlikaya-Ozkurt F., Vardar-Acar C., Yolcu-Okur Y., Weber G. -.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.259, ss.843-850, 2014 (SCI-Expanded, Scopus)

15. Distribution of maximum loss of fractional Brownian motion with drift

Caglar M., Vardar-Acar C.

STATISTICS & PROBABILITY LETTERS , cilt.83, sa.12, ss.2729-2734, 2013 (SCI-Expanded, Scopus)

16. On the correlation of the supremum and the infimum and of maximum gain and maximum loss of Brownian motion with drift

Vardar-Acar C., Zirbel C. L., Szekely G. J.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS , cilt.248, ss.61-75, 2013 (SCI-Expanded, Scopus)

17. RESULTS ON THE SUPREMUM OF FRACTIONAL BROWNIAN MOTION

Vardar C.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS , cilt.40, sa.2, ss.255-264, 2011 (SCI-Expanded, Scopus, TRDizin)

18. COMPARING METHODS OF ESTIMATION IN NON NORMAL SAMPLES

Vardar Acar C., Islam Q.

PROCEEDINGS OF FIFTH INTERNATIONAL STATISTICAL CONFERENCE , cilt.17, ss.7-14, 2009 (Düzenli olarak gerçekleştirilen hakemli kongrenin bildiri kitabı)

Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 4

1. A GENERALIZED CORRELATED RANDOM WALK APPROXIMATION TO FRACTIONAL BROWNIANMOTION

VARDAR ACAR C., COŞKUN B.

4th International Researchers, Statisticians, Young Statisticians Congress, 28 - 30 Nisan 2018, (Özet Bildiri)

2. Stochastic Delay Differential Equations and TheirApplications to Finance

ALADAĞLI E. E., VARDAR ACAR C., YOLCU OKUR Y.

IV. Kadın Matematikçiler Derneği Çalıştayı, Türkiye, 28 - 29 Nisan 2017, (Özet Bildiri)

3. Examination and Parameter estimation of single species Population Models in presence of randomness and delay

ÖLMEZ S. B., VARDAR ACAR C., YOLCU OKUR Y.

3rd Ankara Istanbul Workshop on Stochastic Processes, Türkiye, 16 Haziran 2016, (Özet Bildiri)

4. Estimation of the Relation Between the Maximum Loss of Fractional Brownian Motion and Its Duration Using SMARS Method

VARDAR ACAR C., KARTAL KOÇ E.

APMOD 2016, 8 - 10 Haziran 2016, (Özet Bildiri)

Kitaplar 2

1. ParamModeleter Estimation in Merton Jump Diffusuion

Vardar Acar C.

Tez Merkezi, Ankara, 2019

2. Anatomy of correlational magnitudetransformations in latency and discretizationcontexts in Monte Carlo studies

Demirtas H., Vardar Acar C.

Monte-Carlo Simulation-Based Statistical ModelingPart of the series ICSA Book Series in Statistics, Ding-Geng (Din) Chen,John Dean Chen, Editör, Springer, New York, ss.59-84, 2017

Metrikler

Yayın

Yayın (WoS)

Yayın (Scopus)

Atıf (WoS)

H-İndeks (WoS)

Atıf (Scopus)

H-İndeks (Scopus)

Atıf (TrDizin)

H-İndeks (TrDizin)

Atıf (Diğer Toplam)

156

Proje

Tez Danışmanlığı

Açık Erişim

BM Sürdürülebilir Kalkınma Amaçları

SDG 8: AMAÇ 8: İNSANA YAKIŞIR İŞ VE EKONOMİK BÜYÜME

SDG 17: AMAÇ 17: AMAÇLAR İÇİN ORTAKLIKLAR

Yayınlar & Eserler