Strong law of large numbers for trimmed sums
1994
Vladimir Pozdnyakov
Research Type: Journal Article
On a law of the iterated logarithm for trimmed sums
1994
Vladimir Egorov,
Vladimir Pozdnyakov
Research Type: Journal Article
Strong limit theorems for truncated sum
1995
Vladimir Pozdnyakov,
Vladimir Egorov
Research Type: Journal Article
The functional law of the iterated logarithm for truncated sums
2000
Vladimir Pozdnyakov,
Vladimir Egorov
Research Type: Journal Article
On the functional law of the iterated logarithm for trimmed sums
2000
Vladimir Pozdnyakov,
Vladimir Egorov
Research Type: Journal Article
Convexity Bias in the Pricing of Eurodollar Swaps
2002
Vladimir Pozdnyakov,
Michael J Steele
Research Type: Journal Article
A note on functional CLT for truncated sums
2003
Vladimir Pozdnyakov
Research Type: Journal Article
On the functional CLT for partial sums of truncated bounded from below random variables
2004
Vladimir Pozdnyakov
Research Type: Journal Article
On the martingale framework for futures prices
2004
Michael J Steele,
Vladimir Pozdnyakov
Research Type: Journal Article
A martingale approach to scan statistics
2005
Vladimir Pozdnyakov,
Michael J Steele,
Joseph Glaz,
Martin Kulldorff
Research Type: Journal Article
A Repeated Significance Test for Distributions with Heavy Tails
2005
Research Type: Journal Article
Waiting times for patterns and a method of gambling teams
2006
Vladimir Pozdnyakov,
Martin Kulldroff
Research Type: Journal Article
Gambling teams and waiting times for patterns in twostate Markov chains
2006
Michael J Steele,
Martin Kulldorff,
Joseph Glaz,
Vladimir Pozdnyakov
Research Type: Journal Article
A nonparametric repeated significance test with adaptive target sample size
2007
Research Type: Journal Article
On occurrence of subpattern and method of gambling teams
2008
Vladimir Pozdnyakov
Research Type: Journal Article
A note on occurrence of gapped patterns in iid sequences
2008
Vladimir Pozdnyakov
Research Type: Journal Article
On occurrence of patterns in Markov chains Method of gambling teams
2008
Vladimir Pozdnyakov
Research Type: Journal Article
Martingale Methods for Patterns and Scan Statistics
2009
Vladimir I Pozdnyakov,
MIchael J Steele
Research Type: Book
Scan Statistics: Methods and Applications
2009
Research Type: Book
Convexity bias in Eurodollar futures prices A dimensionfree HJM criterion
2009
Vladimir Pozdnyakov,
Michael J Steele
Research Type: Journal Article