Korchagin Aleksandr Yur'evich

Publications in Math-Net.Ru

1. Asymmetric Linnik distributions as limit laws for random sums of independent random variables with finite variances
   
   Inform. Primen., 10:4 (2016),  21–33
2. The Poisson theorem for Bernoulli trials with a random probability of success and a discrete analog of the Weibull distribution
   
   Inform. Primen., 10:4 (2016),  11–20
3. Modeling of statistical regularities in financial markets by generalized variance gamma distributions
   
   Inform. Primen., 9:4 (2015),  14–28
4. On convergence of random sums of independent random vectors to multivariate generalized variance-gamma distributions
   
   Sistemy i Sredstva Inform., 25:1 (2015),  127–141
5. Applying time series to the task of background user identification based on their text data analysis
   
   Proceedings of ISP RAS, 27:1 (2015),  151–172
6. A modified grid method for statistical separation of normal variance-mean mixtures
   
   Inform. Primen., 8:4 (2014),  11–19
7. Recent works in the field of modeling information flows in contemporary high-frequency financial applications
   
   Sistemy i Sredstva Inform., 24:4 (2014),  63–85
8. Probability and statistical modeling of information flows in complex financial systems based on high-frequency data
   
   Inform. Primen., 7:1 (2013),  12–21
9. Nonparametric estimation of the density of a mixture of probability laws
   
   Sistemy i Sredstva Inform., 22:2 (2012),  197–226