N. N. Trush

Available identifiers

zbMath Open trush.nikolai-nikolaevichMaRDI QIDQ1144884

List of research outcomes

Publication	Date of Publication	Type
Estimation of spectral densities over overlapping observation intervals	2025-01-17	Paper
A consistent estimate for the reciprocal spectral density of a real stable random process	2025-01-17	Paper
A connection between parameters in different presentations of the characteristic function of stable random variables	2025-01-17	Paper
Estimation of the parameters of the \(\mathrm{GARCH}(1,1)\) model with residuals that have a \(k\)-stable distribution	2025-01-17	Paper
Numerical modeling of stochastic differential equations with stable perturbations	2025-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q5868870	2022-09-23	Paper
The comparative analysis of some periodogram's estimates of spectral density	2015-11-02	Paper
https://portal.mardi4nfdi.de/entity/Q2935773	2014-12-30	Paper
On the probability distribution of stock indices	2013-09-30	Paper
On the calculation of some mixed moments of aggregative characteristics of a homogeneous Markov chain for the polynomial scheme	2013-04-26	Paper
The rate of convergence of the bias of the spectral density estimate constructed by the Coifman scaling function	2012-09-25	Paper
Estimation of the parameters of the \(\mathrm{GARCH}(1,1)\) model with residuals that have a regularly varying distribution	2012-09-25	Paper
Investigation of parametric models of time series	2012-09-25	Paper
Some remarks on the symmetric stable random variables	2009-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q5450034	2008-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q5297374	2007-07-18	Paper
https://portal.mardi4nfdi.de/entity/Q5464276	2005-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q4463959	2004-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q4778936	2002-11-21	Paper
https://portal.mardi4nfdi.de/entity/Q4220348	1998-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4355665	1998-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q4383282	1998-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q4355395	1997-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q3127555	1997-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q4880774	1996-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4840986	1995-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4033347	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4033378	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4033397	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3476080	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814607	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3747557	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3730893	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3963779	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4194334	1979-01-01	Paper
Estimation of spectral densities of stationary processes	1979-01-01	Paper

Research outcomes over time

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