Kordzahiya Nino E

Publications in Math-Net.Ru

1. Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues
   
   Teor. Veroyatnost. i Primenen., 68:3 (2023),  565–585
2. On maximal inequalities for Ornstein–Uhlenbeck processes with jumps
   
   Teor. Veroyatnost. i Primenen., 66:4 (2021),  895–913
3. Translation invariant statistical experiments with independent increments
   
   Stat. Inference Stoch. Process., 21:2 (2018),  363–383
4. On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
   
   Statist. Probab. Lett., 139 (2018),  141–151
5. Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
   
   Stat. Comput., 27:6 (2017), 1513, 1523 pp.
6. Pricing of asian-type and basket options via bounds
   
   Teor. Veroyatnost. i Primenen., 61:1 (2016),  53–68
7. Lower and upper bounds for prices of Asian-type options
   
   Trudy Mat. Inst. Steklova, 287 (2014),  234–241
8. On moments of Pitman estimators: the case of fractional Brownian motion
   
   Teor. Veroyatnost. i Primenen., 58:4 (2013),  695–710
9. Pitman estimators: an asymptotic variance revisited
   
   Teor. Veroyatnost. i Primenen., 57:3 (2012),  603–611
10. Weak likelihood convergence of a process
    
    Uspekhi Mat. Nauk, 39:4(238) (1984),  167–168