• 162 Citations
  • 7 h-Index
19972020

Research output per year

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Projects

Research Outputs

  • 162 Citations
  • 7 h-Index
  • 17 Article
  • 6 Conference proceeding contribution
  • 3 Chapter

Volatility spillovers in Australian electricity markets

Han, L., Kordzakhia, N. & Trück, S., 1 Aug 2020, In : Energy Economics. 90, 26 p., 104782.

Research output: Contribution to journalArticle

  • 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 proceedingConference proceeding contribution

  • 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 journalArticle

  • 3 Citations (Scopus)

    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 journalArticle

  • 2 Citations (Scopus)

    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 journalArticle

  • 1 Citation (Scopus)