Alexander Gushchin : Citation Profile


Are you Alexander Gushchin?

National Research University Higher School of Economics (HSE) (50% share)

2

H index

1

i10 index

14

Citations

RESEARCH PRODUCTION:

7

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 0
   Journals where Alexander Gushchin has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (6.67 %)

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   Permalink: http://citec.repec.org/pgu485
   Updated: 2022-06-25    RAS profile: 2022-02-22    
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Relations with other researchers


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:

Reiss, Markus (2)

Sørensen, Michael (1)

Cites to:

Rogers, Leonard (1)

Main data


Where Alexander Gushchin has published?


Journals with more than one article published# docs
Statistical Inference for Stochastic Processes3
Statistics & Risk Modeling2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes4

Recent works citing Alexander Gushchin (2021 and 2020)


YearTitle of citing document
2020On non-stationary solutions to MSDDEs: Representations and the cointegration space. (2020). Nielsen, Mikkel Slot. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:5:p:3154-3173.

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Works by Alexander Gushchin:


YearTitleTypeCited
2001Exponential statistical experiments: their properties and convergence results In: Statistics & Risk Modeling.
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article0
2003Approximations and limit theorems for likelihood ratio processes in the binary case In: Statistics & Risk Modeling.
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article0
2000On stationary solutions of delay differential equations driven by a Lévy process In: Stochastic Processes and their Applications.
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article10
1998On stationary solutions of delay differential equations driven by a Lévy process.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
2004On oscillations of the geometric Brownian motion with time-delayed drift In: Statistics & Probability Letters.
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article0
2003On oscillations of the geometric Brownian motion with time delayed drift.(2003) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2011On estimation of delay location In: Statistical Inference for Stochastic Processes.
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article1
2018Translation invariant statistical experiments with independent increments In: Statistical Inference for Stochastic Processes.
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article0
2020Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails In: Statistical Inference for Stochastic Processes.
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article0
2014Some Functional Analytic Tools for Utility Maximization In: Springer Optimization and Its Applications.
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chapter0
1997Asymptotic inference for a linear stochastic differential equation with time delay In: SFB 373 Discussion Papers.
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paper2
2001On parametric statistical models for stationary solutions of affine stochastic delay differential equations In: SFB 373 Discussion Papers.
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paper1

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