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Publications in Math-Net.Ru |
Citations |
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2024 |
| 1. |
A. A. Novikov, A. N. Shiryaev, N. E. Kordzakhia, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 668–694   ; Theory Probab. Appl., 69:4 (2025), 531–552  |
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2023 |
| 2. |
N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Teor. Veroyatnost. i Primenen., 68:3 (2023), 565–585 ; Theory Probab. Appl., 68:3 (2023), 457–472 |
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2021 |
| 3. |
N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Teor. Veroyatnost. i Primenen., 66:4 (2021), 895–913  ; Theory Probab. Appl., 66:4 (2022), 713–728 |
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2018 |
| 4. |
Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383 |
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| 5. |
Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov, Lin-Yee Hin, “On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion”, Statist. Probab. Lett., 139 (2018), 141–151  |
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2017 |
| 6. |
Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27:6 (2017), 1513, 1523 pp.  |
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2016 |
| 7. |
A. A. Novikov, S. Alexander, N. E. Kordzakhia, T. Ling, “Pricing of asian-type and basket options via bounds”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 53–68 ; Theory Probab. Appl., 61:1 (2017), 94–106 |
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2014 |
| 8. |
A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Trudy Mat. Inst. Steklova, 287 (2014), 234–241 ; Proc. Steklov Inst. Math., 287:1 (2014), 225–231 |
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2013 |
| 9. |
A. A. Novikov, N. E. Kordzakhia, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Teor. Veroyatnost. i Primenen., 58:4 (2013), 695–710 ; Theory Probab. Appl., 58:4 (2014), 601–614 |
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2012 |
| 10. |
A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Teor. Veroyatnost. i Primenen., 57:3 (2012), 603–611 ; Theory Probab. Appl., 57:3 (2013), 521–529 |
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1984 |
| 11. |
N. E. Kordzahiya, “Weak likelihood convergence of a process”, Uspekhi Mat. Nauk, 39:4(238) (1984), 167–168 ; Russian Math. Surveys, 39:4 (1984), 127–128 |
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| Presentations in Math-Net.Ru |
| 1. |
On parameter estimation of diffusion-type processes: sequential approach revisited
A. A. Novikov, A. N. Shiryaev, N. E. Kordzakhia
International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
December 10, 2024 15:00
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| 2. |
Opening the conference
N. E. Kordzakhia, O. G. Purtukhiya
International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
December 9, 2024 10:00
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| 3. |
On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
Alex Novikov, Nino Kordzakhia
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 22, 2021 10:00
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| 4. |
On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic
N. Kordzakhia
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 29, 2015 12:00
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| 5. |
An approach to calculating the variance of Pitman estimators
A. A. Novikov, N. E. Kordzakhia
Principle Seminar of the Department of Probability Theory, Moscow State University
February 9, 2011 16:45
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| 6. |
О вероятностях разорения в моделях рисков с постоянной процентной ставкой
Nino Kordzahiya, Alexander Novikov, Gurami Tsitsiashvili
Principle Seminar of the Department of Probability Theory, Moscow State University
March 31, 2010 16:45
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