Details about Vladimir Panov

Access statistics for papers by Vladimir Panov.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppa992

Working Papers

2022

1. Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes
   Papers, arXiv.org

2010

2. Estimation of the signal subspace without estimation of the inverse covariance matrix
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
3. Non-gaussian component analysis: New ideas, new proofs, new applications
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Journal Articles

2021

1. Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity
   Mathematics, 2021, 9, (18), 1-24

2019

2. Multivariate asset‐pricing model based on subordinated stable processes
   Applied Stochastic Models in Business and Industry, 2019, 35, (4), 1060-1076 View citations (1)
3. Some properties of the one-dimensional subordinated stable model
   Statistics & Probability Letters, 2019, 146, (C), 80-84
4. Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach
   Statistica Neerlandica, 2019, 73, (1), 100-117

2017

5. Limit theorems for sums of random variables with mixture distribution
   Statistics & Probability Letters, 2017, 129, (C), 379-386 View citations (1)
6. Series Representations for Multivariate Time-Changed Lévy Models
   Methodology and Computing in Applied Probability, 2017, 19, (1), 97-119

2013

7. Abelian theorems for stochastic volatility models with application to the estimation of jump activity
   Stochastic Processes and their Applications, 2013, 123, (1), 15-44