Список цитирования публикации:
ВЕРОЯТНОСТНО-СТАТИСТИЧЕСКИЕ МЕТОДЫ ДЕКОМПОЗИЦИИ ВОЛАТИЛЬНОСТИ ХАОТИЧЕСКИХ ПРОЦЕССОВ / PROBABILISTIC AND STATISTICAL METHODS FOR THE DECOMPOSITION OF THE VOLATILITY OF CHAOTIC PROCESSES

Элементы 1—16 из 16.
IDНазвание публикацииГод
10833STATISTICAL MODELING OF AIR-SEA TURBULENT HEAT FLUXES BY FINITE MIXTURES OF GAUSSIAN DISTRIBUTIONS2015
10927ONLINE SYSTEM FOR THE CONSTRUCTION OF STRUCTURAL MODELS OF INFORMATION FLOWS2015
2609ON THE RELATIONSHIP BETWEEN THE GENERALIZED STUDENT T-DISTRIBUTION AND THE VARIANCE GAMMA DISTRIBUTION IN STATISTICAL ANALYSIS OF RANDOM-SIZE SAMPLES2012
4324ON INVESTIGATION OF THE FINE STRUCTURE OF PROCESSES IN LOW-FREQUENCY PLASMA TURBULENCE2013
9314ON IMPLEMENTATION OF EM-TYPE ALGORITHMS IN THE STOCHASTIC MODELS FOR A MATRIX COMPUTING ON GPU2015
12414ON AN INTERFACE OF THE ONLINE SYSTEM FOR A STOCHASTIC ANALYSIS OF THE VARIED INFORMATION FLOWS2016
12413ON A STOCHASTIC APPROACH TO A CODE PERFORMANCE ESTIMATION2016
4326MODELLING STOCK ORDER FLOWS WITH NON-HOMOGENEOUS INTENSITIES FROM HIGH-FREQUENCY DATA2013
4440MODELLING OF STATISTICAL FLUCTUATIONS OF INFORMATION FLOWS BY MIXTURES OF GAMMA DISTRIBUTIONS2013
7071MODELING RISK OF LOW LATENCY TRADING STRATEGIES2013
8984MODELING HIGH-FREQUENCY ORDER FLOW IMBALANCE BY FUNCTIONAL LIMIT THEOREMS FOR TWO-SIDED RISK PROCESSES2015
4802GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS2014
12209ESTIMATING RISK OF DYNAMIC TRADING STRATEGIES FROM HIGH FREQUENCY DATA FLOW2015
4441COORDINATE-WISE VERSIONS OF THE GRID METHOD FOR THE ANALYSIS OF INTENSITIES OF NON-STATIONARY INFORMATION FLOWS BY MOVING SEPARATION OF MIXTURES OF GAMMA-DISTRIBUTION2013
10553APPLICATION OF GPU AND PARALLEL PROGRAMMING ON GRID METHODS2015
10923ADAPTIVE MODEL OF DATA PREDICTABILITY IN DESIGNING OF INFORMATION SYSTEMS2016