Kacha Dzhaparidze

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Person:211169

Available identifiers

zbMath Open dzhaparidze.kachaWikidataQ102255446 ScholiaQ102255446MaRDI QIDQ211169

List of research outcomes





PublicationDate of PublicationType
Representations of isotropic Gaussian random fields with homogeneous increments2008-08-15Paper
Representations of fractional Brownian motion using vibrating strings2005-12-07Paper
Optimality of an explicit series expansion of the fractional Brownian sheet2005-08-01Paper
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion2005-05-03Paper
A series expansion of fractional Brownian motion2005-02-08Paper
On Bernstein-type inequalities for martingales.2004-11-26Paper
Some aspects of modeling and statistical inference for financial models2003-06-26Paper
Information processes for semimartingale experiments2003-05-06Paper
On interpolation series related to the Abel-Goncharov problem2002-04-16Paper
https://portal.mardi4nfdi.de/entity/Q42515592000-10-03Paper
https://portal.mardi4nfdi.de/entity/Q42213282000-05-07Paper
https://portal.mardi4nfdi.de/entity/Q42668662000-05-07Paper
https://portal.mardi4nfdi.de/entity/Q49406492000-02-24Paper
https://portal.mardi4nfdi.de/entity/Q42213311999-01-03Paper
On optimality of regular projective estimators for semimartingale models III:one step improvements1997-12-14Paper
Parameter estimation for nearly nonstationary AR(1) processes1996-11-12Paper
On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators1995-11-14Paper
https://portal.mardi4nfdi.de/entity/Q48364961995-09-11Paper
Spectral characterization of the optimal quadratic variation process1995-06-18Paper
The strong law of large numbers for martingales with deterministic quadratic variation1995-04-04Paper
On optimality of regular projective estimators in semimartingale models1994-08-15Paper
On correlation calculus for multivariate martingales1993-09-19Paper
On the computation of chi-square-type statistics1993-05-16Paper
https://portal.mardi4nfdi.de/entity/Q39734451992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q33629581992-01-01Paper
On the Hellinger type distances for filtered experiments1990-01-01Paper
A large deviation result for parameter estimators and its application to nonlinear regression analysis1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38303791987-01-01Paper
Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37921041985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32189731983-01-01Paper
On iterative procedures of asymptotic inference1983-01-01Paper
Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39682941982-01-01Paper
On Parameter Estimation by the Davidon–Fletcher–Powell Method1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37072041981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39498481980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38669481979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41661031978-01-01Paper
Estimation of Parameters of a Spectral Density with Fixed Zeroes1977-01-01Paper
Tests of Composite Hypotheses for Random Variables and Stochastic Processes1977-01-01Paper
A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40574471974-01-01Paper
On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties1974-01-01Paper
On a Modification of the Standard Statistics of Pearson1974-01-01Paper
On Evaluation of the Likelihood Ratio for a Generalized Gaussian Process with Rational Spectral Density1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41278291974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41241501973-01-01Paper
On Methods for Obtaining Asymptotically Efficient Spectral Parameter Estimates for a Stationary Gaussian Process with Rational Spectral Density1971-01-01Paper
On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56063601970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56114981970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56129421970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55727781969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56173851966-01-01Paper

Research outcomes over time

This page was built for person: Kacha Dzhaparidze