19 citations to 10.1142/4247 (Crossref Cited-By Service)
  1. Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125  crossref
  2. Maxim Raginsky, Alexander Rakhlin, “Information-Based Complexity, Feedback and Dynamics in Convex Programming”, IEEE Trans. Inform. Theory, 57, no. 10, 2011, 7036  crossref
  3. V. V. Konev, “On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference”, Dokl. Math., 94, no. 3, 2016, 676  crossref
  4. Josep Ginebra, “On the measure of the information in a statistical experiment”, Bayesian Anal., 2, no. 1, 2007  crossref
  5. Zongming Ma, Yihong Wu, “Computational barriers in minimax submatrix detection”, Ann. Statist., 43, no. 3, 2015  crossref
  6. Alexander Gushchin, Esko Valkeila, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 179  crossref
  7. Leonid Berlin, Andrey Galyaev, Pavel Lysenko, “Comparison of Information Criteria for Detection of Useful Signals in Noisy Environments”, Sensors, 23, no. 4, 2023, 2133  crossref
  8. Arnold Janssen, Martin Tietje, “Applications of the Likelihood Theory in Finance: Modelling and Pricing”, Int Statistical Rev, 81, no. 1, 2013, 107  crossref
  9. Victor V. Konev, Sergey E. Vorobeychikov, “Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises”, Sequential Analysis, 36, no. 1, 2017, 55  crossref
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