34 citations · 150 across the 45 of their papers we have counts for
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math.ST2003
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…
math.ST2003
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…