31 citations · 137 across the 73 of their papers we have counts for
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math.OC2012
Optimal replication of random vectors by ordinary integrals
Nikolai Dokuchaev
We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find…
math.OC2012
On causal extrapolation of sequences with applications to forecasting
Nikolai Dokuchaev
The paper suggests a method of extrapolation of notion of one-sided semi-infinite sequences representing traces of two-sided band-limited sequences; this features ensure uniqueness…