Serge M. Pergamenshchikov

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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
Adaptive efficient analysis for big data ergodic diffusion models
Statistical Inference for Stochastic Processes
2022-05-16Paper
Optimal investment and consumption for pairs trading financial markets on small time interval2017-12-08Paper


Research outcomes over time


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