- V. V. Konev, “On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference”, Dokl. Math., 94, № 3, 2016, 676
- Debasis Bhattacharya, George G. Roussas, From Statistics to Mathematical Finance, 2017, 317
- A. A. Gushchin, “On Asymptotic Optimality of Estimators of Parameters under the LAQ Condition”, Theory Probab. Appl., 40, № 2, 1996, 261
- L. Galtchouk, V. Konev, “On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)”, Sequential Analysis, 22, № 1-2, 2003, 31
- L. Galtchouk, V. Konev, “On sequential estimation of parameters in semimartingale regression models with continuous time parameter”, Ann. Statist., 29, № 5, 2001
- Leonid Galtchouk, Victor Konev, “Sequential Estimation of the Parameters in Unstable AR(2)”, Sequential Analysis, 25, № 1, 2006, 25
- Victor V. Konev, Sergey E. Vorobeychikov, “Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises”, Sequential Analysis, 36, № 1, 2017, 55
- P.E Greenwood, W Wefelmeyer, “Asymptotic minimax results for stochastic process families with critical points”, Stochastic Processes and their Applications, 44, № 1, 1993, 107
- Victor Konev, Alain Le Breton, “Guaranteed parameter estimation in a first order autoregressive progress with infinite variance”, Sequential Analysis, 19, № 1-2, 2000, 25
- T.N. Sriram, “Fixed size confidence regions for parameters of threshold AR(1) models”, Journal of Statistical Planning and Inference, 97, № 2, 2001, 293