Access Statistics for Vladimir Panov
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Estimation of the signal subspace without estimation of the inverse covariance matrix | 0 | 0 | 0 | 31 | 0 | 1 | 16 | 110 |
| Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes | 0 | 0 | 0 | 14 | 2 | 2 | 8 | 16 |
| Non-gaussian component analysis: New ideas, new proofs, new applications | 0 | 0 | 0 | 18 | 0 | 0 | 7 | 79 |
| Total Working Papers | 0 | 0 | 0 | 63 | 2 | 3 | 31 | 205 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Abelian theorems for stochastic volatility models with application to the estimation of jump activity | 0 | 0 | 0 | 8 | 0 | 0 | 8 | 33 |
| Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity | 0 | 0 | 0 | 1 | 0 | 0 | 7 | 10 |
| Limit theorems for sums of random variables with mixture distribution | 0 | 0 | 0 | 1 | 0 | 0 | 14 | 22 |
| Multivariate asset‐pricing model based on subordinated stable processes | 0 | 0 | 0 | 2 | 1 | 2 | 9 | 18 |
| Series Representations for Multivariate Time-Changed Lévy Models | 0 | 0 | 0 | 1 | 1 | 1 | 5 | 8 |
| Some properties of the one-dimensional subordinated stable model | 0 | 0 | 0 | 3 | 0 | 0 | 7 | 22 |
| Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach | 0 | 0 | 0 | 0 | 0 | 0 | 8 | 15 |
| Total Journal Articles | 0 | 0 | 0 | 16 | 2 | 3 | 58 | 128 |
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