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Alexander Gushchin

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Personal Details

First Name: Alexander
Middle Name:
Last Name: Gushchin
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RePEc Short-ID: pgu485

Email:
Homepage: http://www.hse.ru/org/persons/93131129
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Affiliation

(50%) Математический институт им. В. А. Стеклова РАН
Homepage: http://www.mi.ras.ru/
Location: Moscow, Russia
(50%) International Laboratory of Quantitative Finance
National Research University Higher School of Economics
Location: Moscow, Russia
Homepage: http://ilqf.hse.ru/
Email:
Phone: +7(495)7713232
Fax: +7(495)6287931
Postal: Myasnitskaya 20, Moscow 101000
Handle: RePEc:edi:qfhseru (more details at EDIRC)

Works

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Working papers

  1. Küchler, Uwe & Gushchin, Alexander A., 2003. "On oscillations of the geometric Brownian motion with time delayed drift," SFB 373 Discussion Papers 2003,8, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Gushchin, Alexander A. & Küchler, Uwe, 2001. "On parametric statistical models for stationary solutions of affine stochastic delay differential equations," SFB 373 Discussion Papers 2001,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Gushchin, Alexander A. & Küchler, Uwe, 1998. "On stationary solutions of delay differential equations driven by a Lévy process," SFB 373 Discussion Papers 1998,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. Gushchin, Alexander A. & Kuchler, Uwe, 1997. "Asymptotic inference for a linear stochastic differential equation with time delay," SFB 373 Discussion Papers 1997,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Alexander Gushchin & Uwe Küchler, 2011. "On estimation of delay location," Statistical Inference for Stochastic Processes, Springer, Springer, vol. 14(3), pages 273-305, October.
  2. Gushchin, Alexander A. & Küchler, Uwe, 2004. "On oscillations of the geometric Brownian motion with time-delayed drift," Statistics & Probability Letters, Elsevier, vol. 70(1), pages 19-24, October.
  3. Gushchin A. A. & Valkeila Esko, 2003. "Approximations and limit theorems for likelihood ratio processes in the binary case," Statistics & Risk Modeling, De Gruyter, De Gruyter, vol. 21(3/2003), pages 219-260, March.
  4. Gushchin A. A. & Valkeila E., 2001. "Exponential statistical experiments: their properties and convergence results," Statistics & Risk Modeling, De Gruyter, De Gruyter, vol. 19(2), pages 173-190, February.
  5. Gushchin, Alexander A. & Küchler, Uwe, 2000. "On stationary solutions of delay differential equations driven by a Lévy process," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 88(2), pages 195-211, August.

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