2
H index
1
i10 index
17
Citations
National Research University Higher School of Economics (HSE) (50% share) | 2 H index 1 i10 index 17 Citations RESEARCH PRODUCTION: 8 Articles 4 Papers 1 Chapters RESEARCH ACTIVITY: 23 years (1997 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu485 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Gushchin. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Statistical Inference for Stochastic Processes | 3 |
Statistics & Risk Modeling | 2 |
Working Papers Series with more than one paper published | # docs |
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SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes | 4 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2001 | Exponential statistical experiments: their properties and convergence results In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
2003 | Approximations and limit theorems for likelihood ratio processes in the binary case In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
2000 | On stationary solutions of delay differential equations driven by a Lévy process In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 11 |
1998 | On stationary solutions of delay differential equations driven by a Lévy process.(1998) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2004 | On oscillations of the geometric Brownian motion with time-delayed drift In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2003 | On oscillations of the geometric Brownian motion with time delayed drift.(2003) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2011 | On estimation of delay location In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 1 |
2018 | Translation invariant statistical experiments with independent increments In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 1 |
2020 | Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 1 |
2014 | Some Functional Analytic Tools for Utility Maximization In: Springer Optimization and Its Applications. [Citation analysis] | chapter | 0 |
1997 | Asymptotic inference for a linear stochastic differential equation with time delay In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2001 | On parametric statistical models for stationary solutions of affine stochastic delay differential equations In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team