Projects per year
Fingerprint Dive into the research topics where Nino Kordzakhia is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Boundary Crossing Probability
Mathematics
Pricing
Mathematics
Piecewise Linear Approximation
Mathematics
Fractional Brownian Motion
Mathematics
Estimator
Mathematics
Approximation
Mathematics
Brownian motion
Mathematics
Interest Rates
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2007 2014
- 5 Finished
A study of integral functionals of Brownian motion and their applications
1/01/14 → 30/06/14
Project: Research
AC Motor Duty Meter for excavating machines: feasibility study
Kordzakhia, N. & Mirzaeva, G.
1/05/12 → 28/02/13
Project: Research
Research Outputs 1997 2019
On the parameter estimation in the Schwartz-Smith's two-factor model
Binkowski, K., He, P., Kordzakhia, N. & Shevchenko, P., 2019, Statistics and data science: Research School on Statistics and Data Science, RSSDS 2019 Melbourne, VIC, Australia, July 24–26, 2019 proceedings. Nguyen, H. (ed.). Singapore: Springer, Springer Nature, p. 226-237 12 p. (Communications in Computer and Information Science; vol. 1150).Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review
Kalman filters
Parameter estimation
Maximum likelihood
Identification (control systems)
Costs
Estimation of cusp location of stochastic processes: a survey
Dachian, S., Kordzakhia, N., Kutoyants, Y. A. & Novikov, A., 1 Jul 2018, In : Statistical Inference for Stochastic Processes. 21, 2, p. 345-362 18 p.Research output: Contribution to journal › Article › Research › peer-review
Cusp
Stochastic Processes
Change-point Model
Ergodic Processes
Log-likelihood Ratio
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
Kordzakhia, N. E., Kutoyants, Y. A., Novikov, A. A. & Hin, L. Y., 1 Aug 2018, In : Statistics and Probability Letters. 139, p. 141-151 11 p.Research output: Contribution to journal › Article › Research › peer-review
Bayesian Estimator
Limit Distribution
Fractional Brownian Motion
Maximum Likelihood Estimator
Statistical Model
Translation invariant statistical experiments with independent increments
Gushchin, A., Kordzakhia, N. & Novikov, A., 1 Jul 2018, In : Statistical Inference for Stochastic Processes. 21, 2, p. 363-383 21 p.Research output: Contribution to journal › Article › Research › peer-review
Independent Increments
Comparison of Experiments
Invariant
Weak Convergence
Experiment
Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities
Kordzakhia, N., Novikov, A. & Ycart, B., Nov 2017, In : Statistics and Computing. 27, 6, p. 1513-1523 11 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
Boundary Crossing Probability
Kolmogorov-Smirnov
Boundary Crossing
Brownian Bridge
Brownian movement