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Publications in Math-Net.Ru |
Citations |
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2023 |
| 1. |
N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Teor. Veroyatnost. i Primenen., 68:3 (2023), 565–585  ; Theory Probab. Appl., 68:3 (2023), 457–472  |
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2021 |
| 2. |
N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Teor. Veroyatnost. i Primenen., 66:4 (2021), 895–913   ; Theory Probab. Appl., 66:4 (2022), 713–728 |
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2018 |
| 3. |
Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383 |
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| 4. |
Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov, Lin-Yee Hin, “On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion”, Statist. Probab. Lett., 139 (2018), 141–151  |
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2017 |
| 5. |
Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27:6 (2017), 1513, 1523 pp.  |
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2016 |
| 6. |
A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 53–68 ; Theory Probab. Appl., 61:1 (2017), 94–106 |
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2014 |
| 7. |
A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Trudy Mat. Inst. Steklova, 287 (2014), 234–241 ; Proc. Steklov Inst. Math., 287:1 (2014), 225–231 |
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2013 |
| 8. |
A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Teor. Veroyatnost. i Primenen., 58:4 (2013), 695–710 ; Theory Probab. Appl., 58:4 (2014), 601–614 |
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2012 |
| 9. |
A. A. Novikov, N. E. Kordzahiya, “Pitman estimators: an asymptotic variance revisited”, Teor. Veroyatnost. i Primenen., 57:3 (2012), 603–611 ; Theory Probab. Appl., 57:3 (2013), 521–529 |
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1984 |
| 10. |
N. E. Kordzahiya, “Weak likelihood convergence of a process”, Uspekhi Mat. Nauk, 39:4(238) (1984), 167–168 ; Russian Math. Surveys, 39:4 (1984), 127–128 |
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| Presentations in Math-Net.Ru |
| 1. |
On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
Alex Novikov, Nino Kordzakhia
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 22, 2021 10:00
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| 2. |
On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic
N. Kordzakhia
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 29, 2015 12:00
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| 3. |
An approach to calculating the variance of Pitman estimators
A. A. Novikov, N. E. Kordzahiya
Principle Seminar of the Department of Probability Theory, Moscow State University
February 9, 2011 16:45
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| 4. |
О вероятностях разорения в моделях рисков с постоянной процентной ставкой
Nino Kordzahiya, Alexander Novikov, Gurami Tsitsiashvili
Principle Seminar of the Department of Probability Theory, Moscow State University
March 31, 2010 16:45
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