7 citations · 15 across the 4 of their papers we have counts for
4 papers
Shot boundary detection method based on a new extensive dataset and mixed features
Alexander Gushchin, Anastasia Antsiferova, Dmitriy Vatolin
Shot boundary detection in video is one of the key stages of video data processing. A new method for shot boundary detection based on several video features, such as color histogra…
Single jump filtrations and local martingales
Alexander A. Gushchin
A single jump filtration generated by a random variable with values in on a probability space $(Ω,{\mathscr{F}…
Drift Estimation for a Lévy-Driven Ornstein-Uhlenbeck Process with Heavy Tails
Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch
We consider the problem of estimation of the drift parameter of an ergodic Ornstein--Uhlenbeck type process driven by a Lévy process with heavy tails. The process is observed conti…
Integrated quantile functions: properties and applications
Alexander A. Gushchin, Dmitriy A. Borzykh
In this paper we provide a systematic exposition of basic properties of integrated distribution and quantile functions. We define these transforms in such a way that they character…