Nino Kordzakhia

Senior Lecturer, Department of Mathematics and Statistics

Phone+61 2 9850 8549
Emailnino.kordzakhia@mq.edu.au

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

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5 Finished

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

174 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, p. 1-26 26 p., 104782.
Research output: Contribution to journal › Article
3 Citations (Scopus)
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)

1 Organising a conference, workshop or event series

3rd Annual Virtual BioNetwork 2020 Research Symposium on Dementia
Tejal Shah (Chair), Nino Kordzakhia (Organiser), Andrew Care (Organiser), Reidar Lystad (Organiser), Yordanka Krastev (Organiser), Xianlin Zheng (Organiser), Yiqing Lu (Member of programme committee)
14 Sep 2020 → 15 Sep 2020
Activity: Participating in or organising an event › Organising a conference, workshop or event series