Alexander Veretennikov : Citation Profile


Are you Alexander Veretennikov?

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

2

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   16 years (1997 - 2013). See details.
   Cites by year: 1
   Journals where Alexander Veretennikov has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve330
   Updated: 2017-04-22    RAS profile: 2014-11-26    
   Missing citations? Add them    Incorrect content? Let us know

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 Veretennikov.

Is cited by:

Kanaya, Shin (4)

Carrasco, Marine (3)

Hansen, Lars (3)

Kristensen, Dennis (1)

Cites to:

Main data


Where Alexander Veretennikov has published?


Journals with more than one article published# docs
Stochastic Processes and their Applications3

Recent works citing Alexander Veretennikov (2017 and 2016)


YearTitle of citing document
2016Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2016-24.

Full description at Econpapers || Download paper

2016On minimising a portfolios shortfall probability. (2016). Puhalskii, Anatolii A. In: Papers. RePEc:arx:papers:1602.02192.

Full description at Econpapers || Download paper

2017Statistical inference for perturbed multiscale dynamical systems. (2017). Gailus, Siragan ; Spiliopoulos, Konstantinos . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:2:p:419-448.

Full description at Econpapers || Download paper

2017Large deviations for multi-scale jump-diffusion processes. (2017). Kumar, Rohini ; Popovic, Lea . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:4:p:1297-1320.

Full description at Econpapers || Download paper

2016Algebraic ergodicity for SDEs driven by Lévy processes. (2016). Song, Yan-Hong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:119:y:2016:i:c:p:108-115.

Full description at Econpapers || Download paper

2016Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: Discussion Paper Series. RePEc:hit:hituec:646.

Full description at Econpapers || Download paper

2016Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: KIER Working Papers. RePEc:kyo:wpaper:947.

Full description at Econpapers || Download paper

Works by Alexander Veretennikov:


YearTitleTypeCited
2013On asymptotics for Vaserstein coupling of Markov chains In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article0
1997On polynomial mixing bounds for stochastic differential equations In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article20
2000On large deviations for SDEs with small diffusion and averaging In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article2
1999On Castellana–Leadbetters Condition for Diffusion Density Estimation In: Statistical Inference for Stochastic Processes.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 6 2017. Contact: CitEc Team