The following pages link to Kacha Dzhaparidze (Q211169):
Displaying 50 items.
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Representations of isotropic Gaussian random fields with homogeneous increments (Q937478) (← links)
- (Q1069638) (redirect page) (← links)
- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz (Q1069639) (← links)
- A large deviation result for parameter estimators and its application to nonlinear regression analysis (Q1113233) (← links)
- On the Hellinger type distances for filtered experiments (Q1119267) (← links)
- (Q1168665) (redirect page) (← links)
- Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters (Q1168666) (← links)
- On the computation of chi-square-type statistics (Q1207908) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- Spectral characterization of the optimal quadratic variation process (Q1343601) (← links)
- Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion (Q1775445) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- On Bernstein-type inequalities for martingales. (Q1888750) (← links)
- On correlation calculus for multivariate martingales (Q2368169) (← links)
- Optimality of an explicit series expansion of the fractional Brownian sheet (Q2483855) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- On optimality of regular projective estimators in semimartingale models (Q3141166) (← links)
- (Q3218973) (← links)
- On Parameter Estimation by the Davidon–Fletcher–Powell Method (Q3316381) (← links)
- On iterative procedures of asymptotic inference (Q3339095) (← links)
- (Q3362958) (← links)
- (Q3707204) (← links)
- (Q3792104) (← links)
- (Q3830379) (← links)
- (Q3866948) (← links)
- (Q3949848) (← links)
- (Q3968294) (← links)
- On large deviation probabilities for the maximum likelihood estimators (Q3973445) (← links)
- (Q4057447) (← links)
- A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series (Q4061821) (← links)
- On Evaluation of the Likelihood Ratio for a Generalized Gaussian Process with Rational Spectral Density (Q4076632) (← links)
- On a Modification of the Standard Statistics of Pearson (Q4092780) (← links)
- On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties (Q4117231) (← links)
- (Q4124150) (← links)
- (Q4127829) (← links)
- Tests of Composite Hypotheses for Random Variables and Stochastic Processes (Q4157818) (← links)
- (Q4166103) (← links)
- Estimation of Parameters of a Spectral Density with Fixed Zeroes (Q4178253) (← links)
- (Q4221328) (← links)
- (Q4221331) (← links)
- (Q4251559) (← links)
- (Q4266866) (← links)
- The strong law of large numbers for martingales with deterministic quadratic variation (Q4311560) (← links)
- On optimality of regular projective estimators for semimartingale models III:one step improvements (Q4363290) (← links)
- Some aspects of modeling and statistical inference for financial models (Q4407090) (← links)
- (Q4836496) (← links)
- On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators (Q4840933) (← links)
- (Q4940649) (← links)
- (Q5572778) (← links)
