34 citations · 150 across the 45 of their papers we have counts for
4 papers · 1 filter
On estimation in the reduced-rank regression with a large number of responses and predictors
Vladislav Kargin
We consider a multivariate linear response regression in which the number of responses and predictors is large and comparable with the number of observations, and the rank of the m…
Dynamics of Interest Rate Curve by Functional Auto-Regression
Vladislav Kargin, Alexei Onatski
The paper uses functional auto-regression to predict the dynamics of interest rate curve. It estimates the auto-regressive operator by extending methods of the reduced-rank auto-re…
Consistent Estimation of Pricing Kernels from Noisy Price Data
Vladislav Kargin
If pricing kernels are assumed non-negative then the inverse problem of finding the pricing kernel is well-posed. The constrained least squares method provides a consistent estimat…
On the Chernoff bound for efficiency of quantum hypothesis testing
Vladislav Kargin
The paper estimates the Chernoff rate for the efficiency of quantum hypothesis testing. For both joint and separable measurements, approximate bounds for the rate are given if both…