Kacha Dzhaparidze

Available identifiers

zbMath Open dzhaparidze.kachaWikidataQ102255446 ScholiaQ102255446MaRDI QIDQ211169

List of research outcomes

Publication	Date of Publication	Type
Representations of isotropic Gaussian random fields with homogeneous increments	2008-08-15	Paper
Representations of fractional Brownian motion using vibrating strings	2005-12-07	Paper
Optimality of an explicit series expansion of the fractional Brownian sheet	2005-08-01	Paper
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion	2005-05-03	Paper
A series expansion of fractional Brownian motion	2005-02-08	Paper
On Bernstein-type inequalities for martingales.	2004-11-26	Paper
Some aspects of modeling and statistical inference for financial models	2003-06-26	Paper
Information processes for semimartingale experiments	2003-05-06	Paper
On interpolation series related to the Abel-Goncharov problem	2002-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q4251559	2000-10-03	Paper
https://portal.mardi4nfdi.de/entity/Q4221328	2000-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q4266866	2000-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q4940649	2000-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4221331	1999-01-03	Paper
On optimality of regular projective estimators for semimartingale models III:one step improvements	1997-12-14	Paper
Parameter estimation for nearly nonstationary AR(1) processes	1996-11-12	Paper
On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators	1995-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4836496	1995-09-11	Paper
Spectral characterization of the optimal quadratic variation process	1995-06-18	Paper
The strong law of large numbers for martingales with deterministic quadratic variation	1995-04-04	Paper
On optimality of regular projective estimators in semimartingale models	1994-08-15	Paper
On correlation calculus for multivariate martingales	1993-09-19	Paper
On the computation of chi-square-type statistics	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3973445	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3362958	1992-01-01	Paper
On the Hellinger type distances for filtered experiments	1990-01-01	Paper
A large deviation result for parameter estimators and its application to nonlinear regression analysis	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3830379	1987-01-01	Paper
Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3792104	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3218973	1983-01-01	Paper
On iterative procedures of asymptotic inference	1983-01-01	Paper
Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters	1982-01-01	Paper
On Parameter Estimation by the Davidon–Fletcher–Powell Method	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3968294	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3707204	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3949848	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3866948	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4166103	1978-01-01	Paper
Tests of Composite Hypotheses for Random Variables and Stochastic Processes	1977-01-01	Paper
Estimation of Parameters of a Spectral Density with Fixed Zeroes	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4057447	1974-01-01	Paper
A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series	1974-01-01	Paper
On Evaluation of the Likelihood Ratio for a Generalized Gaussian Process with Rational Spectral Density	1974-01-01	Paper
On a Modification of the Standard Statistics of Pearson	1974-01-01	Paper
On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127829	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4124150	1973-01-01	Paper
On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density	1971-01-01	Paper
On Methods for Obtaining Asymptotically Efficient Spectral Parameter Estimates for a Stationary Gaussian Process with Rational Spectral Density	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5606360	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5611498	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5612942	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5572778	1969-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5617385	1966-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kacha Dzhaparidze