Vladimir Panov
Names
| first: |
Vladimir |
| last: |
Panov |
Identifer
Contact
Affiliations
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National Research University Higher School of Economics (HSE)
/ International Laboratory of Stochastic Analysis
Research profile
author of:
- Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes (RePEc:arx:papers:2210.13824)
by Ekaterina Morozova & Vladimir Panov - Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach (RePEc:bla:stanee:v:73:y:2019:i:1:p:100-117)
by Denis Belomestny & Tatiana Orlova & Vladimir Panov - Abelian theorems for stochastic volatility models with application to the estimation of jump activity (RePEc:eee:spapps:v:123:y:2013:i:1:p:15-44)
by Belomestny, Denis & Panov, Vladimir - Limit theorems for sums of random variables with mixture distribution (RePEc:eee:stapro:v:129:y:2017:i:c:p:379-386)
by Panov, Vladimir - Some properties of the one-dimensional subordinated stable model (RePEc:eee:stapro:v:146:y:2019:i:c:p:80-84)
by Panov, Vladimir - Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity (RePEc:gam:jmathe:v:9:y:2021:i:18:p:2208-:d:631951)
by Ekaterina Morozova & Vladimir Panov - Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications (RePEc:hum:wpaper:sfb649dp2010-026)
by Vladimir Panov - Estimation of the signal subspace without estimation of the inverse covariance matrix (RePEc:hum:wpaper:sfb649dp2010-050)
by Vladimir Panov - Series Representations for Multivariate Time-Changed Lévy Models (RePEc:spr:metcap:v:19:y:2017:i:1:d:10.1007_s11009-015-9461-8)
by Vladimir Panov - Multivariate asset‐pricing model based on subordinated stable processes (RePEc:wly:apsmbi:v:35:y:2019:i:4:p:1060-1076)
by Vladimir Panov & Evgenii Samarin - Non-gaussian component analysis: New ideas, new proofs, new applications (RePEc:zbw:sfb649:sfb649dp2010-026)
by Panov, Vladimir - Estimation of the signal subspace without estimation of the inverse covariance matrix (RePEc:zbw:sfb649:sfb649dp2010-050)
by Panov, Vladimir