activity
20152022
most citedSeries representations for bivariate time-changed L{é}vy models

2 citations · 3 across the 7 of their papers we have counts for

collaborators

10 papers

q-fin.ST2022

Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes

Ekaterina Morozova, Vladimir Panov

In this paper, we present a new bivariate model for the joint description of the Bitcoin prices and the media attention to Bitcoin. Our model is based on the class of the Lévy proc…

math.ST2021

Extreme value analysis for mixture models with heavy-tailed impurity

Vladimir Panov, Ekaterina Morozova

This paper deals with the extreme value analysis for the triangular arrays, which appear when some parameters of the mixture model vary as the number of observations grow. When the…

math.PR2020

Extremes of Gaussian non-stationary processes and maximal deviation of projection density estimates

Valentin Konakov, Vladimir Panov, Vladimir Piterbarg

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribut…

math.PR2018

Limit Theorems for the Alloy-type Random Energy Model

Stanislav Molchanov, Vladimir Panov

In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. Mo…

math.PR2018

Multivariate subordination of stable processes

V. Panov, E. Samarin

This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical ti…

stat.OT2017

Semiparametric estimation in the normal variance-mean mixture model

Denis Belomestny, Vladimir Panov

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popula…