Browsing byAuthorNovikov, A

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Issue DateTitleAuthor(s)
2019Numerical Approximations to Distributions of Weighted Kolmogorov-Smirnov Statistics via Integral EquationsWu, D; Hin, LY; Kordzakhia, N; Novikov, A
2018-12-21Anderson localization of classical waves in weakly scattering one-dimensional Levy latticesAsatryan, AA; Novikov, A
2018-07-01Estimation of cusp location of stochastic processes: a surveyDachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
2018-07-01Translation invariant statistical experiments with independent incrementsGushchin, A; Kordzakhia, N; Novikov, A
2018-06-01New and refined bounds for expected maxima of fractional Brownian motionBorovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
2017-11-01Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilitiesKordzakhia, N; Novikov, A; Ycart, B
2017-11-01On distibutions of first passage times of martingales arising in some gambling problemsNovikov, A; Kaji, S
2017-07-03Optimal consumption, investment and housing with means-tested public pension in retirement.Novikov, A; Andreasson; Shevchenko
2017-07-01Optimal consumption, investment and housing with means-tested public pension in retirementAndréasson, JG; Shevchenko, PV; Novikov, A
2017-01-02Bounds for expected maxima of Gaussian processes and their discrete approximationsBorovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
2017-01-01Pricing of asian-type and basket options via boundsNovikov, A; Alexander, S; Kordzakhia, N; Ling, T
2017-01-01Bounds and approximations for distributions of weighted Kolmogorov-Smirnov testsKordzakhia, N; Novikov, A
2016-01-01BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODSAlexander, S; Novikov, A; Kordzakhia, N
2014-01-01On moments of pitman estimators: The case of fractional Brownian motionNovikov, A; Kordzakhia, N; Ling, T
2014-01-01Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross IaciNovikov, A; Shiryaev, AN
2013-12-01Ensuring long term investment for large scale solar power stations: Hedging instruments for green powerRadchik, A; Skryabin, I; Maisano, J; Novikov, A; Gazarian, T
2013-09-19Pitman estimators: An asymptotic variance revisitedNovikov, A; Kordzakhia, N
2013-07-01Bayesian Sequential Estimation of a Drift of Fractional Brownian MotionÇetin, U; Novikov, A; Shiryaev, AN
2013-04-01Remarks on moment inequalities and identities for martingalesNovikov, A; Shiryaev, A
2012-12-01On ruin probabilities in risk models with interest rateKordzakhia, N; Novikov, A; Tsitsiashvili, G