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KERCHEV George

Main Referenced Co-authors
NOURDIN, Ivan  (2)
Douissi, Soukaina (1)
Es-Sebaiy, Khalifa (1)
Saksman, Eero (1)
Viitasaari, Lauri (1)
Main Referenced Keywords
continuous-time observation (1); high frequency data (1); Parameter estimation (1); rate of normal convergence of the estimators (1); stationary Gaussian processes (1);
Main Referenced Disciplines
Mathematics (5)

Publications (total 5)

The most downloaded
59 downloads
Kerchev, G., Nourdin, I., Saksman, E., & Viitasaari, L. (2021). Local times and sample path properties of the Rosenblatt process. Stochastic Processes and Their Applications, 131, 498-522. doi:10.1016/j.spa.2020.09.018 https://hdl.handle.net/10993/45347

The most cited

6 citations (WOS)

Kerchev, G., Nourdin, I., Saksman, E., & Viitasaari, L. (2021). Local times and sample path properties of the Rosenblatt process. Stochastic Processes and Their Applications, 131, 498-522. doi:10.1016/j.spa.2020.09.018 https://hdl.handle.net/10993/45347

Douissi, S., Es-Sebaiy, K., KERCHEV, G., & NOURDIN, I. (2022). Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency. Electronic Journal of Statistics, 16 (1), 636 - 670. doi:10.1214/21-EJS1967
Peer Reviewed verified by ORBi

Kerchev, G., Nourdin, I., Saksman, E., & Viitasaari, L. (2021). Local times and sample path properties of the Rosenblatt process. Stochastic Processes and Their Applications, 131, 498-522. doi:10.1016/j.spa.2020.09.018
Peer Reviewed verified by ORBi

Kerchev, G. (2020). Normal approximation for functions of hidden Markov models. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/41602.

Kerchev, G. (2019). On the rate of convergence for the length of the longest common subsequences in hidden Markov models. Journal of Applied Probability. doi:10.1017/jpr.2019.26
Peer Reviewed verified by ORBi

Kerchev, G. (2013). On the filtration of a free algebra by its associative lower central series. Journal of Algebra. doi:10.1016/j.jalgebra.2012.10.032
Peer Reviewed verified by ORBi

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