The following pages link to Alexander A. Gushchin (Q220901):
Displaying 50 items.
- (Q378157) (redirect page) (← links)
- A characterization of a minimax test in the problem of testing two composite hypotheses (Q378158) (← links)
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- A characterization of maximin tests for two composite hypotheses (Q498605) (← links)
- The minimum increment of f-divergences given total variation distances (Q523727) (← links)
- (Q587784) (redirect page) (← links)
- On estimation of delay location (Q644966) (← links)
- (Q794336) (redirect page) (← links)
- The supremum of a particular Gaussian field (Q794337) (← links)
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- Time-dependent coefficients in a multi-event model for survival analysis (Q1298983) (← links)
- Existence of moments of increasing predictable processes associated with one- and two-parameter potentials (Q1307620) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- Quadratic approximation for log-likelihood ratio processes (Q1703896) (← links)
- Renormalized self-intersection local time for fractional Brownian motion (Q1781172) (← links)
- On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511) (← links)
- Asymptotic inference for a linear stochastic differential equation with time delay (Q1962615) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions (Q2172943) (← links)
- Single jump filtrations and local martingales (Q2209740) (← links)
- (Q2743918) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- Dual Characterization of the Value Function in the Robust Utility Maximization Problem (Q2882299) (← links)
- (Q2943523) (← links)
- Some Functional Analytic Tools for Utility Maximization (Q2946096) (← links)
- (Q2962525) (← links)
- (Q3197152) (← links)
- (Q3352326) (← links)
- (Q3362250) (← links)
- (Q3362346) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- Rao-Cramér inequalities on a space with filtration (Q3476112) (← links)
- On an Extension of the Notion of<i>f</i>-Divergence (Q3532121) (← links)
- On the general theory of random fields on the plane (Q3662378) (← links)
- (Q3668587) (← links)
- ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM FIELDS (Q3670291) (← links)
- (Q3962248) (← links)
- (Q3973420) (← links)
- (Q3986985) (← links)
- (Q3987010) (← links)
- (Q3990171) (← links)
- A Regular Filtered Statistical Model and Families of Martingales (Q4007605) (← links)
- On quasi-score processes (Q4278213) (← links)
- (Q4356487) (← links)
- Approximations and limit theorems for likelihood ratio processes in the binary case (Q4451686) (← links)
- (Q4497358) (← links)
- Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences (Q4712521) (← links)
- (Q4801563) (← links)
- (Q4802405) (← links)
