OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing byAuthorNovikov, A

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Issue Date	Title	Author(s)
2020-04-01	An application of high-dimensional statistics to predictive modeling of grade variability	Hinz, J; Grigoryev, I; Novikov, A
2018-12-21	Anderson localization of classical waves in weakly scattering one-dimensional Levy lattices	Asatryan, AA; Novikov, A
2017-11-01	Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities	Kordzakhia, N; Novikov, A; Ycart, B
2013-07-01	Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion	Çetin, U; Novikov, A; Shiryaev, AN
2017-01-01	Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests	Kordzakhia, N; Novikov, A
2017-01-02	Bounds for expected maxima of Gaussian processes and their discrete approximations	Borovkov, K; Mishura, Y; Novikov, A; Zhitlukhin, M
2016-01-01	BOUNDS on PRICES for ASIAN OPTIONS VIA FOURIER METHODS	Alexander, S; Novikov, A; Kordzakhia, N
2010-01	Continuity Theorems in Boundary Crossing Problems for Diffusion Processes	Borovkov, K; Downes, AN; Novikov, A; Chiarella, C; Novikov, A
2014-01-01	Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci	Novikov, A; Shiryaev, AN
2011-01-01	An elementary approach to optimal stopping problems for AR(1) sequences	Christensen, S; Irle, A; Novikov, A
2013-12-01	Ensuring long term investment for large scale solar power stations: Hedging instruments for green power	Radchik, A; Skryabin, I; Maisano, J; Novikov, A; Gazarian, T
2018-07-01	Estimation of cusp location of stochastic processes: a survey	Dachian, S; Kordzakhia, N; Kutoyants, YA; Novikov, A
2010-01	Explicit analytical solutions for the average run length of CUSUM and EWMA charts	Mititelu, G; Areepong, Y; Sukparungsee, S; Novikov, A
2005-03-01	Explicit bounds for approximation rates of boundary crossing probabilities for the wiener process	Borovkov, K; Novikov, A
2005-01-01	First passage time of filtered Poisson process with exponential shape function	Novikov, A; Melchers, RE; Shinjikashvili, E; Kordzakhia, N
2002	Geometric Levy Process Pricing Model	Miyahara, Y; Novikov, A
2010-01	Lognormal forward market model (LFM) volatility function approximation	Chung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A
2010-01-01	M-6-On Minimal Market Models and Minimal Martingale Measures	Hulley, H; Schweizer, M; Chiarella, C; Novikov, A
2008-04-01	Martingales and first passage times of AR(1) sequences	Novikov, A; Kordzakhia, N
2003-01	Martingales and first-exit times for the Ornstein-Uhlenbeck process with jumps	Novikov, A

Showing results 1 to 20 of 45 next >