42 citations · 59 across the 3 of their papers we have counts for
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math.PR2018★ 3 cited
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
Alexander V. Ivanov, Igor V. Orlovskyi
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of t…
math.PR2013★ 42 cited
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
Alexander V. Ivanov, Nikolai Leonenko, María D. Ruiz-Medina +1
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, un…