2
H index
1
i10 index
20
Citations
National Research University Higher School of Economics (HSE) | 2 H index 1 i10 index 20 Citations RESEARCH PRODUCTION: 7 Articles 3 Papers RESEARCH ACTIVITY: 12 years (2010 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa992 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vladimir Panov. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Statistics & Probability Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 2 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2022 | Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Statistical inference for moving?average Lévy?driven processes: Fourier?based approach In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
2013 | Abelian theorems for stochastic volatility models with application to the estimation of jump activity In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
2017 | Limit theorems for sums of random variables with mixture distribution In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Some properties of the one-dimensional subordinated stable model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2010 | Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2010 | Estimation of the signal subspace without estimation of the inverse covariance matrix In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2017 | Series Representations for Multivariate Time-Changed Lévy Models In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
2019 | Multivariate asset?pricing model based on subordinated stable processes In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 1 |
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