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Vyacheslav Abramov

Personal Details

First Name:Vyacheslav
Middle Name:M.
Last Name:Abramov
Suffix:
RePEc Short-ID:pab79
[This author has chosen not to make the email address public]
http://www.cmss.monash.edu.au/Members/Slava.php
School of Mathematical Sciences, Monash University, Clayton Campus, Wllington road, Clayton, Vic-3800, Australia
+61-3-99054474
Terminal Degree:1977 (from RePEc Genealogy)

Affiliation

Vyacheslav


http://www.cmss.monash.edu.au/Members/Slava.php
Australia, Melbourne

Research output

as
Jump to: Working papers Articles

Working papers

  1. V. Abramov & F. Klebaner & R. Liptser, 2010. "The Euler-Maruyama approximations for the CEV model," Papers 1005.0728, arXiv.org.
  2. Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany.

Articles

  1. Vyacheslav M. Abramov, 2023. "Crossings States and Sets of States in Random Walks," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-34, March.
  2. Vyacheslav M. Abramov, 2018. "Conservative and Semiconservative Random Walks: Recurrence and Transience," Journal of Theoretical Probability, Springer, vol. 31(3), pages 1900-1922, September.
  3. Vyacheslav Abramov & Fima Klebaner, 2007. "Estimation and Prediction of a Non-Constant Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 1-23, March.
  4. Vyacheslav Abramov, 2006. "Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution," Annals of Operations Research, Springer, vol. 141(1), pages 19-50, January.
  5. Vyacheslav Abramov, 2002. "Asymptotic Analysis of the GI/M/ 1 /n Loss System as n Increases to Infinity," Annals of Operations Research, Springer, vol. 112(1), pages 35-41, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Vyacheslav M. Abramov, 2018. "Conservative and Semiconservative Random Walks: Recurrence and Transience," Journal of Theoretical Probability, Springer, vol. 31(3), pages 1900-1922, September.

    Cited by:

    1. Vyacheslav M. Abramov, 2023. "Crossings States and Sets of States in Random Walks," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-34, March.

  2. Vyacheslav Abramov, 2006. "Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution," Annals of Operations Research, Springer, vol. 141(1), pages 19-50, January.

    Cited by:

    1. Rami Atar & Anat Lev-Ari, 2018. "Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic," Queueing Systems: Theory and Applications, Springer, vol. 90(3), pages 225-255, December.
    2. Lyes Ikhlef & Ouiza Lekadir & Djamil Aïssani, 2016. "MRSPN analysis of Semi-Markovian finite source retrial queues," Annals of Operations Research, Springer, vol. 247(1), pages 141-167, December.

  3. Vyacheslav Abramov, 2002. "Asymptotic Analysis of the GI/M/ 1 /n Loss System as n Increases to Infinity," Annals of Operations Research, Springer, vol. 112(1), pages 35-41, April.

    Cited by:

    1. Vyacheslav M. Abramov, 2011. "Statistical Analysis of Single-server Loss Queueing Systems," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 763-781, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2006-10-21 2010-05-15
  2. NEP-ETS: Econometric Time Series (1) 2006-10-21
  3. NEP-FMK: Financial Markets (1) 2006-10-21
  4. NEP-FOR: Forecasting (1) 2006-10-21

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