Browsing byAuthorShiryaev, AN
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2023 | Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues | Kordzahiya, NE; Novikov, AA; Shiryaev, AN |
2014-01-01 | Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci | Novikov, A; Shiryaev, AN |
2013-07-01 | Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion | Çetin, U; Novikov, A; Shiryaev, AN |
2009-01 | On a stochastic version of the trading rule 'Buy and Hold' | Shiryaev, AN; Novikov, A |
2006-01-01 | Capital asset pricing for markets with intensity based jumps | Platen, E; Shiryaev, AN; Grossinho, MR; Oliveira, PE; Esquivel, ML |
2005-08-08 | On an effective solution of the optimal stopping problem for random walks | Novikov, AA; Shiryaev, AN |