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Nino Kordzakhia

Dr

 https://orcid.org/0000-0002-7853-4550
  • 157 Citations
  • 7 h-Index
19972019

Research output per year

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Projects

A study of integral functionals of Brownian motion and their applications

Kordzakhia, N.

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

Parameter estimation problems: Non-Homogeneous (NHP) and Long-Range Dependent (LRD) processes. Credit risk: pricing of credit derivatives

Kordzakhia, N.

4/01/10 → 30/06/10

Project: Research

Pricing for commodity futures

Kordzakhia, N.

15/01/09 → 15/04/09

Project: Research

Modelling Credit Risk with Jump-Diffusion Processes

Kordzakhia, N.

20/04/07 → 19/04/08

Project: Research

Research Outputs

  • 157 Citations
  • 7 h-Index
  • 16 Article
  • 6 Conference proceeding contribution
  • 3 Chapter

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

    • 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

    • 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 journal › Article

    • 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 journal › Article

    • 1 Citation (Scopus)

    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

    Open Access
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    • 4 Citations (Scopus)
    2 Downloads (Pure)