Bosov A D

Publications in Math-Net.Ru

1. On the distribution of absolute values of returns for financial time series
   
   Keldysh Institute preprints, 2014, 096, 15 pp.
2. Sample distribution function construction for non-stationary time-series forecasting
   
   Mat. Model., 26:3 (2014),  97–107
3. The non-stationary time series forecasting with the use of Fokker–Plank equation and evolution equations for momentum of empirical distribution function
   
   Keldysh Institute preprints, 2013, 003, 30 pp.
4. The non-stationary time series modeling with the use of empirical Liouville equation and evolution equations for momentum
   
   Keldysh Institute preprints, 2011, 052, 28 pp.