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 2025 |
| 1. |
A. V. Bulinski, A. A. Gushchin, M. V. Zhitlukhin, V. V. Kozlov, A. D. Manita, A. A. Muravlev, A. A. Novikov, I. V. Pavlov, D. V. Treschev, A. S. Holevo, E. B. Yarovaya, P. A. Yaskov, “Albert Nikolaevich Shiryaev (on his 90th birthday)”, Russian Math. Surveys, 80:1 (2025), 161–168      |
| 2. |
A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Theory Probab. Appl., 69:4 (2025), 531–552  |
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| 2023 |
| 3. |
N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Theory Probab. Appl., 68:3 (2023), 457–472 |
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| 2021 |
| 4. |
N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Teoriya veroyatn. i ee primen., 66:4 (2021), 895–913  ; |
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| 2018 |
| 5. |
Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383 |
| 6. |
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 |
| 7. |
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 |
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| 2017 |
| 8. |
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  |
| 9. |
Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27 (2017), 1513 , 1523 pp. |
| 10. |
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 |
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| 2014 |
| 11. |
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 |
| 12. |
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 |
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| 2013 |
| 13. |
A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261 |
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| 2014 |
| 14. |
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 |
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| 2013 |
| 15. |
U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296 |
| 16. |
A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Theory Probab. Appl., 57:3 (2013), 521–529 |
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| 2011 |
| 17. |
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 |
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| 2010 |
| 18. |
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 |
| 19. |
R. Liptser, A. Novikov, A. G. Tartakovsky, “Celebrating Albert Shiryaev's 75th anniversary”, Sequential Anal., 29:2 (2010), 107–111 |
| 20. |
J. Hinz, A. Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16:4 (2010), 1240–1261 |
| 21. |
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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| 2009 |
| 22. |
A. A. Novikov, “On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences”, Theory Probab. Appl., 53:3 (2009), 419–429 |
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| 2008 |
| 23. |
A. N. Shiryaev, A. A. Novikov, “On a stochastic version of the trading rule “buy and hold””, Statist. Decisions, 26:4 (2008), 289–302 |
| 24. |
N. Kordzakhia, A. Novikov, “Pricing of defaultable securities under stochastic interest”, Mathematical control theory and finance, Springer, Berlin, 2008, 251–263 |
| 25. |
K. Borovkov, A. Novikov, “On exit times of Levy-driven Ornstein-Uhlenbeck processes”, Statist. Probab. Lett., 78:12 (2008), 1517–1525 |
| 26. |
T. Schmidt, A. Novikov, “A structural model with unobserved default boundary”, Appl. Math. Finance, 15:1-2 (2008), 183–203 |
| 27. |
A. Novikov, N. Kordzakhia, “Martingales and first passage times of AR(1) sequences”, Stochastics, 80:2-3 (2008), 197–210 |
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