17 citations · 17 across the 2 of their papers we have counts for
2 papers
stat.ML2026
Extraction of informative statistical features in the problem of forecasting time series generated by It{ô}-type processes
Victor Korolev, Mikhail Ivanov, Tatiana Kukanova +4
In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{ô}…
math.PR2014★ 17 cited
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains
A. Zeifman, V. Korolev
We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of c…