M. S. Ginovyan

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Person:485895

Available identifiers

zbMath Open ginovyan.mamikon-sMaRDI QIDQ485895

List of research outcomes





PublicationDate of PublicationType
On the prediction error for singular stationary processes and transfinite diameters of related sets2025-01-06Paper
Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data2024-09-11Paper
On the transfinite diameters of related sets. An extension of Robinson's theorem2023-11-03Paper
Asymptotic behavior of the prediction error for stationary sequences2023-08-09Paper
On asymptotic behavior of the prediction error for a class of deterministic stationary sequences2022-11-09Paper
Statistical inference for stationary linear models with tapered data2022-07-15Paper
Statistical estimation for stationary models with tapered data2022-03-18Paper
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications2022-02-01Paper
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences2021-11-25Paper
On asymptotic behavior of the prediction error for a class of deterministic stationary sequences2021-11-22Paper
Goodness-of-fit tests for stationary Gaussian processes with tapered data2021-07-14Paper
Parameter estimation for Lévy-driven continuous-time linear models with tapered data2021-05-03Paper
On hyperbolic decay of prediction error variance for deterministic stationary sequences2020-11-04Paper
Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process2020-04-22Paper
Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes2020-01-27Paper
On exponential decay of the variance of BLUE for the mean of a stationary sequence2020-01-17Paper
Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data2019-02-14Paper
Reconstruction of martingales and applications to multiple Haar series2019-02-01Paper
Goodness-of-fit tests for continuous-time stationary processes2018-10-16Paper
Robust estimation for continuous-time linear models with memory2018-03-09Paper
On the robustness to small trends of parameter estimation for continuous-time stationary models with memory2017-01-20Paper
On the trace approximation problem for truncated Toeplitz operators and matrices2016-08-04Paper
Efficient estimation of spectral functionals for Gaussian stationary models2016-03-04Paper
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes2016-03-03Paper
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes2015-08-19Paper
The trace problem for Toeplitz matrices and operators and its impact in probability2015-01-14Paper
Error bounds for approximations of traces of products of truncated Toeplitz operators2014-11-11Paper
On the trace approximations of products of Toeplitz matrices2013-05-13Paper
Trace approximations of products of truncated Toeplitz operators2012-05-07Paper
Efficient estimation of spectral functionals for continuous-time stationary models2011-08-16Paper
Prediction error for continuous-time stationary processes with singular spectral densities2010-05-26Paper
A note on approximations of traces of products of truncated Toeplitz matrices2009-10-27Paper
Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes2009-04-22Paper
Chi-square type goodness-of-fit tests for stationary Gaussian processes2009-04-22Paper
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes2007-05-21Paper
On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences2006-06-09Paper
Asymptotically efficient nonparametric estimation of nonlinear spectral functionals2003-12-09Paper
Asymptotically exact bounds for minimax risk of estimators of linear functionals2002-07-02Paper
Locally asymptotically normal families of Gaussian distributions.2001-12-04Paper
Nonparametric estimation of the spectrum of homogeneous Gaussian fields2001-05-20Paper
Asymptotic behavior of the prediction error for stationary random sequences2001-05-02Paper
Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function1998-03-24Paper
Asymptotic properties of spectrum estimate of stationary Gaussian processes1997-01-09Paper
A note on central limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables1995-10-18Paper
On Toeplitz type quadratic functionals of stationary Gaussian processes1995-07-27Paper
On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process1988-01-01Paper
Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37508641986-01-01Paper
Local asymptotic normality of families of Gaussian distributions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37682221986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36859021985-01-01Paper
Asymptotic behavior of the Toeplitz determinant1984-01-01Paper
Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33398611984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37023371984-01-01Paper
n**(1/2)-approximation of the likelihood function1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39422681981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39109061980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39173871980-01-01Paper

Research outcomes over time

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