Vladimir Filimonov

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Vladimir Filimonov Q1660144



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Coordinate and Time-frequency Support of a Spacecraft Flight by Means of Autonomic Navigation Using Sigma-point Kalman Filter Algorithm
Journal of Siberian Federal University. Mathematics & Physics
2021-03-18Paper
Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data
Quantitative Finance
2019-02-06Paper
Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Quantitative Finance
2018-11-19Paper
A stable and robust calibration scheme of the log-periodic power law model
Physica A
2018-09-11Paper
The Hawkes process with renewal immigration \& its estimation with an EM algorithm
Computational Statistics and Data Analysis
2018-08-15Paper


Research outcomes over time


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