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Новиков Александр Александрович
(публикации за последние годы)
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 2021 |
| 1. |
N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Теория вероятн. и ее примен., 66:4 (2021), 895–913    ; |
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| 2018 |
| 2. |
Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383  (cited: 1) |
| 3. |
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  (cited: 2) (cited: 2) |
| 4. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statist. Probab. Lett., 137 (2018), 142–147 (cited: 2) (cited: 2) |
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| 2017 |
| 5. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37 (cited: 10) (cited: 10)  (cited: 12) |
| 6. |
Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27 (2017), 1513 , 1523 pp. (cited: 1) (cited: 5) |
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| 2016 |
| 7. |
А. А. Новиков, С. Александер, Н. Е. Кордзахия, Т. Линг, “Оценивание опционов азиатского и баскетного типов с помощью верхних и нижних границ”, Теория вероятн. и ее примен., 61:1 (2016), 53–68 (цит.: 1)  (цит.: 1) ; A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106 (cited: 1) |
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| 2014 |
| 8. |
A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185 (cited: 1) (cited: 1) |
| 9. |
А. А. Новиков, Н. Е. Кордзахия, “Нижние и верхние оценки для цен опционов азиатского типа”, Стохастическое исчисление, мартингалы и их применения, Сборник статей. К 80-летию со дня рождения академика Альберта Николаевича Ширяева, Тр. МИАН, 287, МАИК, М., 2014, 234–241 (цит.: 6) (цит.: 6) ; A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287:1 (2014), 225–231 (cited: 6) (cited: 4) (cited: 6) |
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| 2013 |
| 10. |
A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261 |
| 11. |
А. А. Новиков, Н. Е. Кордзахия, Т. Линг, “О моментах оценок Питмена: cлучай дробного броуновского движения”, ТВП, 58:4 (2013), 695–710 (цит.: 6) (цит.: 7) ; A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Theory Probab. Appl., 58:4 (2014), 601–614 (cited: 7) |
| 12. |
U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296 (cited: 9) (cited: 11) |
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| 2012 |
| 13. |
А. А. Новиков, Н. Е. Кордзахия, “Оценки Питмана: новый подход к вычислению асимптотической дисперсии”, ТВП, 57:3 (2012), 603–611 (цит.: 4) (цит.: 5) ; A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Theory Probab. Appl., 57:3 (2013), 521–529 (cited: 5) (cited: 1) (cited: 5) |
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| 2011 |
| 14. |
S. Christensen, A. Irle, A. Novikov, “An elementary approach to optimal stopping problems for $\mathrm{AR}(1)$ sequences”, Sequential Anal., 30:1 (2011), 79–93 (cited: 11) (cited: 7) (cited: 11) |
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| 2010 |
| 15. |
G. Mititelu, Y. Areepong, S. Sukparungsee, A. Novikov, “Explicit analytical solutions for average run length of CUSUM and EWMA charts”, East-West J. Math., 2010, no. Special Vol., 253–265 |
| 16. |
R. Liptser, A. Novikov, A. G. Tartakovsky, “Celebrating Albert Shiryaev's 75th anniversary”, Sequential Anal., 29:2 (2010), 107–111 |
| 17. |
J. Hinz, A. Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16:4 (2010), 1240–1261 (cited: 12) (cited: 10) |
| 18. |
K. A. Borovkov, A. N. Downes, A. A. Novikov, “Continuity theorems in boundary crossing problems for diffusion processes”, Contemporary quantitative finance, Springer, Berlin, 2010, 335–351 |
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