Vladimir Pozdnyakov

Available identifiers

zbMath Open pozdnyakov.vladimirWikidataQ102266621 ScholiaQ102266621MaRDI QIDQ634580

List of research outcomes

Publication	Date of Publication	Type
Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance	2025-01-03	Paper
On the maximum likelihood estimation of a discrete, finite support distribution under left-truncation and competing risks	2024-05-17	Paper
smam	2024-01-10	Software
Pricing time-to-event contingent cash flows: a discrete-time survival analysis approach	2023-04-20	Paper
On occupation time for on-off processes with multiple off-states	2022-12-13	Paper
Density and distribution evaluation for convolution of independent gamma variables	2020-05-28	Paper
Density and distribution evaluation for convolution of independent gamma variables	2019-09-30	Paper
Buses, Bullies, and Bijections	2018-10-25	Paper
A Repeated Significance Test With Applications To Sequential Detection In Sensor Networks	2018-07-09	Paper
On expected occupation time of Brownian bridge	2015-05-06	Paper
A systematic martingale construction with applications to permutation inequalities	2015-02-25	Paper
Asymptotics of the empirical cross-over function	2014-10-02	Paper
On the 80th Birthday of I. A. Ibragimov	2013-11-22	Paper
On Gaussian HJM framework for Eurodollar Futures	2013-11-15	Paper
Can Tests for Jumps be Viewed as Tests for Clusters?	2013-10-06	Paper
Asymptotics of a clustering criterion for smooth distributions	2013-05-29	Paper
BUGS ON A BUDGET: DISTRIBUTED SENSING WITH COST FOR REPORTING AND NONREPORTING	2011-08-17	Paper
A test for self-exciting clustering mechanism	2011-08-16	Paper
Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion	2009-12-02	Paper
On occurrence of subpattern and method of gambling teams	2009-11-23	Paper
On occurrence of patterns in Markov chains: Method of gambling teams	2008-11-14	Paper
Waiting Times for Patterns and a Method of Gambling Teams	2008-02-05	Paper
A note on occurrence of gapped patterns in i.i.d. Sequences	2007-11-30	Paper
A nonparametric repeated significance test with adaptive target sample size	2007-02-14	Paper
Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains	2006-09-25	Paper
A martingale approach to scan statistics	2006-03-09	Paper
On the martingale framework for futures prices.	2005-11-29	Paper
A Repeated Significance Test for Distributions with Heavy Tails	2005-05-23	Paper
On the functional CLT for partial sums of truncated bounded from below random variables	2005-03-08	Paper
A note on functional CLT for truncated sums.	2004-03-14	Paper
Convexity bias in the pricing of Eurodollar swaps	2002-12-15	Paper
On the functional law of the iterated logarithm for trimmed sums	2000-08-24	Paper
The functional law of the iterated logarithm for truncated sums	2000-08-24	Paper
On the law of iterated logarithm for reduced sums	1996-09-01	Paper
On the strong law of large numbers for reduced sums	1996-09-01	Paper

Research outcomes over time

This page was built for person: Vladimir Pozdnyakov