Publications in Math-Net.Ru
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New functional estimator in quadratic errors-in-variables model
Theory Stoch. Process., 16(32):2 (2010), 126–131
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Reselling of european option if the
implied volatility varies as
Cox-Ingersoll-Ross process
Theory Stoch. Process., 14(30):4 (2008), 114–128
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Bounds for a sum of random variables under a mixture of normals
Theory Stoch. Process., 13(29):4 (2007), 82–97
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Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
Theory Stoch. Process., 13(29):4 (2007), 69–81
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Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model
Teor. Veroyatnost. i Primenen., 44:2 (1999), 351–372
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