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Zotov, Gleb Alexandrovich
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| Statistics Math-Net.Ru |
| Total publications: |
1 |
| Scientific articles: |
1 |
| Number of views: |
| This page: | 30 | | Abstract pages: | 40 | | References: | 4 |
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| Birth date: |
1.03.2002 |
| Keywords: |
Vasicek model, colored noise, change-points detection, PELT, bifurcation, structural break, catastrophe
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Subject: |
Change point analysis in Vasicek interest rate model
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| Main publications: |
- \begin{thebibliography}{9}
- \RBibitem{1}
\by M. Lavielle and G. Teyssi`ere
\paper Detection of multiple change-points in multivariate time series
\jour Lithuanian Mathematical Journal
\yr 2006
\vol 46
\issue 3
\pages 287-306
- \RBibitem{2}
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https://www.mathnet.ru/eng/person198203 |
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List of publications on Google Scholar |
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List of publications on ZentralBlatt |
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Publications in Math-Net.Ru |
Citations |
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2023 |
| 1. |
G. A. Zotov, P. Lukianchenko, “Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise”, Dokl. RAN. Math. Inf. Proc. Upr., 514:2 (2023), 150–157  ; Dokl. Math., 108:suppl. 2 (2023), S293–S299 |
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