Details about Alexander Gushchin

Access statistics for papers by Alexander Gushchin.

Last updated 2024-01-06. Update your information in the RePEc Author Service.

Short-id: pgu485

Working Papers

2003

1. On oscillations of the geometric Brownian motion with time delayed drift
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
   See also Journal Article On oscillations of the geometric Brownian motion with time-delayed drift, Statistics & Probability Letters, Elsevier (2004) (2004)

2001

2. On parametric statistical models for stationary solutions of affine stochastic delay differential equations
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)

1998

3. On stationary solutions of delay differential equations driven by a Lévy process
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
   See also Journal Article On stationary solutions of delay differential equations driven by a Lévy process, Stochastic Processes and their Applications, Elsevier (2000) View citations (11) (2000)

1997

4. Asymptotic inference for a linear stochastic differential equation with time delay
   SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)

Journal Articles

2022

1. Functional Limit Theorem for the Sums of PSI-Processes with Random Intensities
   Mathematics, 2022, 10, (21), 1-17

2020

2. Drift estimation for a Lévy-driven Ornstein–Uhlenbeck process with heavy tails
   Statistical Inference for Stochastic Processes, 2020, 23, (3), 553-570 View citations (1)

2018

3. Translation invariant statistical experiments with independent increments
   Statistical Inference for Stochastic Processes, 2018, 21, (2), 363-383 View citations (1)

2011

4. On estimation of delay location
   Statistical Inference for Stochastic Processes, 2011, 14, (3), 273-305 View citations (1)

2004

5. On oscillations of the geometric Brownian motion with time-delayed drift
   Statistics & Probability Letters, 2004, 70, (1), 19-24
   See also Working Paper On oscillations of the geometric Brownian motion with time delayed drift, SFB 373 Discussion Papers (2003) (2003)

2003

6. Approximations and limit theorems for likelihood ratio processes in the binary case
   Statistics & Risk Modeling, 2003, 21, (3), 219-260 View citations (1)

2001

7. Exponential statistical experiments: their properties and convergence results
   Statistics & Risk Modeling, 2001, 19, (2), 173-190

2000

8. On stationary solutions of delay differential equations driven by a Lévy process
   Stochastic Processes and their Applications, 2000, 88, (2), 195-211 View citations (11)
   See also Working Paper On stationary solutions of delay differential equations driven by a Lévy process, SFB 373 Discussion Papers (1998) (1998)

Chapters

2014

1. Some Functional Analytic Tools for Utility Maximization
   Springer