| Publication | Date of Publication | Type |
|---|
Adaptive efficient analysis for big data ergodic diffusion models
Statistical Inference for Stochastic Processes | 2022-05-16 | Paper |
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
Bernoulli | 2015-10-30 | Paper |
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions
Bernoulli | 2015-10-30 | Paper |
Geometric ergodicity for classes of homogeneous Markov chains
Stochastic Processes and their Applications | 2014-09-04 | Paper |
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
Discussion on ``Sequential estimation for time series models by T. N. Sriram and Ross Iaci
Sequential Analysis | 2014-07-10 | Paper |
Uniform concentration inequality for ergodic diffusion processes observed at discrete times
Stochastic Processes and their Applications | 2012-11-15 | Paper |
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
Sequential Analysis | 2011-06-20 | Paper |
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\)
Journal of Multivariate Analysis | 2010-11-10 | Paper |
| On some estimates for bounded submartingales and the shift inequality | 2010-08-03 | Paper |
| Geometric ergodicity for families of homogeneous Markov chains | 2010-02-11 | Paper |
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
Journal of Nonparametric Statistics | 2009-02-18 | Paper |
| Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression via model selection | 2008-10-07 | Paper |
| Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency | 2008-04-10 | Paper |
| Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency | 2008-04-10 | Paper |
| Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities | 2008-04-10 | Paper |
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes
Statistical Inference for Stochastic Processes | 2007-09-10 | Paper |
Uniform concentration inequality for ergodic diffusion processes
Stochastic Processes and their Applications | 2007-06-26 | Paper |
Nonparametric sequential estimation of the drift in diffusion processes via model selection
Mathematical Methods of Statistics | 2007-04-27 | Paper |
Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
Sequential Analysis | 2007-03-21 | Paper |
Asymptotically efficient estimates for nonparametric regression models
Statistics & Probability Letters | 2006-06-16 | Paper |
| Sequential estimation of the parameters in unstable AR(2) | 2006-03-29 | Paper |
On Sequential Least Squares Estimates of Autoregressive Parameters
Sequential Analysis | 2005-12-09 | Paper |
Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes
Sequential Analysis | 2005-10-17 | Paper |
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
Journal of Multivariate Analysis | 2004-11-23 | Paper |
| scientific article; zbMATH DE number 2050985 (Why is no real title available?) | 2004-03-07 | Paper |
On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
Sequential Analysis | 2003-09-25 | Paper |
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes
Mathematical Methods of Statistics | 2003-02-10 | Paper |
| scientific article; zbMATH DE number 1865421 (Why is no real title available?) | 2003-02-06 | Paper |
On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
The Annals of Statistics | 2002-11-14 | Paper |
Sequential variational testing hypotheses on the Wiener process under delayed observations
Statistical Inference for Stochastic Processes | 2002-05-13 | Paper |
| scientific article; zbMATH DE number 1304729 (Why is no real title available?) | 2000-06-13 | Paper |
| scientific article; zbMATH DE number 1301943 (Why is no real title available?) | 1999-10-17 | Paper |
Bayesian testing simple hypotheses on The drift of a wiener process With randomly relayed observations
Sequential Analysis | 1999-09-05 | Paper |
Optimal stopping problem for continuous local martingales and some sharp inequalities
Stochastics and Stochastic Reports | 1998-03-23 | Paper |
| scientific article; zbMATH DE number 1047460 (Why is no real title available?) | 1997-10-06 | Paper |
| scientific article; zbMATH DE number 1047460 (Why is no real title available?) | 1997-10-06 | Paper |
| scientific article; zbMATH DE number 862305 (Why is no real title available?) | 1996-05-13 | Paper |
| scientific article; zbMATH DE number 512556 (Why is no real title available?) | 1994-11-29 | Paper |
| scientific article; zbMATH DE number 4176129 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4005232 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3951702 (Why is no real title available?) | 1986-01-01 | Paper |
Stochastic Integrals with Respect to Optional Semimartingales and Random Measures
Theory of Probability & Its Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3909448 (Why is no real title available?) | 1985-01-01 | Paper |
Optional Semimartingales and Processes with Independent Increments
Theory of Probability & Its Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3856122 (Why is no real title available?) | 1984-01-01 | Paper |
Strong uniqueness of solution of stochastic integral equations for semimartingale components
Mathematical Notes | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860105 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3856121 (Why is no real title available?) | 1984-01-01 | Paper |
A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures
Theory of Probability & Its Applications | 1982-01-01 | Paper |
A note on a comparison theorem for equations with different diffusions
Stochastics | 1982-01-01 | Paper |
DECOMPOSITION OF OPTIONAL SUPERMARTINGALES
Mathematics of the USSR-Sbornik | 1982-01-01 | Paper |
OPTIONAL MARTINGALES
Mathematics of the USSR-Sbornik | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3729199 (Why is no real title available?) | 1981-01-01 | Paper |
A change of variables formula
Mathematical Notes | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3703752 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3736719 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3673299 (Why is no real title available?) | 1980-01-01 | Paper |
Stable Subspaces and a Decomposition Theorem for Martingales
Theory of Probability & Its Applications | 1980-01-01 | Paper |
Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales
Theory of Probability & Its Applications | 1979-01-01 | Paper |
Martingales from processes with independent increments
Mathematical Notes | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3655089 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3607277 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3624539 (Why is no real title available?) | 1978-01-01 | Paper |
On the Existence of Optional Modifications for Martingales
Theory of Probability & Its Applications | 1977-01-01 | Paper |
A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps
Theory of Probability & Its Applications | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3548177 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3548177 (Why is no real title available?) | 1976-01-01 | Paper |
A Representation for Some Martingales
Theory of Probability & Its Applications | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3335611 (Why is no real title available?) | 1970-01-01 | Paper |
Optimal Control of Systems Described by Parabolic Equations
SIAM Journal on Control | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3259367 (Why is no real title available?) | 1968-01-01 | Paper |
