Nadaraya, E.; Sokhadze, G. On functionals of a density. (English) Zbl 1330.62177 Proc. A. Razmadze Math. Inst. 168, 87-97 (2015). MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{E. Nadaraya} and \textit{G. Sokhadze}, Proc. A. Razmadze Math. Inst. 168, 87--97 (2015; Zbl 1330.62177) Full Text: Link
Glonti, O.; Jaoshvili, V.; Purtukhia, O. Hedging of European option of exotic type. (English) Zbl 1403.91341 Proc. A. Razmadze Math. Inst. 168, 25-40 (2015). MSC: 91G20 60H30 62P05 PDFBibTeX XMLCite \textit{O. Glonti} et al., Proc. A. Razmadze Math. Inst. 168, 25--40 (2015; Zbl 1403.91341) Full Text: Link
Nadaraya, E.; Purtukhia, O.; Sokhadze, G. On the Cramer-Rao inequality in an infinite dimensional space. (English) Zbl 1368.62059 Proc. A. Razmadze Math. Inst. 160, 121-134 (2012). MSC: 62F12 62M20 62E10 PDFBibTeX XMLCite \textit{E. Nadaraya} et al., Proc. A. Razmadze Math. Inst. 160, 121--134 (2012; Zbl 1368.62059) Full Text: Link
Jaoshvili, V.; Purtukhia, O. Stochastic integral representation of functionals of Poisson processes. (English) Zbl 1159.60023 Proc. A. Razmadze Math. Inst. 143, 37-60 (2007). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G55 60G51 60H07 62P05 PDFBibTeX XMLCite \textit{V. Jaoshvili} and \textit{O. Purtukhia}, Proc. A. Razmadze Math. Inst. 143, 37--60 (2007; Zbl 1159.60023) Full Text: Link
Nadaraya, E.; Babilua, P. On the limit distribution of a quadrativ deviation of a recurrent kernel estimate of distribution density. (English) Zbl 1139.62008 Proc. A. Razmadze Math. Inst. 144, 67-89 (2007). MSC: 62E20 62G07 60F05 62G20 62H12 PDFBibTeX XMLCite \textit{E. Nadaraya} and \textit{P. Babilua}, Proc. A. Razmadze Math. Inst. 144, 67--89 (2007; Zbl 1139.62008)
Jikia, N. On the estimation of a distribution function in some models of mixture type. (English) Zbl 1112.62031 Proc. A. Razmadze Math. Inst. 142, 9-18 (2006). MSC: 62G07 62G20 44A10 62G05 PDFBibTeX XMLCite \textit{N. Jikia}, Proc. A. Razmadze Math. Inst. 142, 9--18 (2006; Zbl 1112.62031)
Kavtaradze, T.; Lazrieva, N.; Mania, M. The change-point problem for continuous martingales. (English) Zbl 1153.60341 Proc. A. Razmadze Math. Inst. 137, 39-63 (2005). MSC: 60G44 62L10 62L15 60H15 PDFBibTeX XMLCite \textit{T. Kavtaradze} et al., Proc. A. Razmadze Math. Inst. 137, 39--63 (2005; Zbl 1153.60341)
Nadarajah, S.; Kotz, S. A truncated Pearson type VII distribution. (English) Zbl 1127.62010 Proc. A. Razmadze Math. Inst. 138, 55-62 (2005). MSC: 62E15 33C90 60E99 PDFBibTeX XMLCite \textit{S. Nadarajah} and \textit{S. Kotz}, Proc. A. Razmadze Math. Inst. 138, 55--62 (2005; Zbl 1127.62010) Full Text: Link
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. III: Information modelling in finance. (English) Zbl 1068.60066 Proc. A. Razmadze Math. Inst. 135, 105-123 (2004). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 91B28 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 135, 105--123 (2004; Zbl 1068.60066)
Absava, R.; Nadaraya, E. On a statistic for testing the hypothesis of the equality of several distribution densities. (English) Zbl 1159.62305 Proc. A. Razmadze Math. Inst. 131, 1-16 (2003). MSC: 62G07 62E20 62G10 PDFBibTeX XMLCite \textit{R. Absava} and \textit{E. Nadaraya}, Proc. A. Razmadze Math. Inst. 131, 1--16 (2003; Zbl 1159.62305)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. II: The Bayesian model. (English) Zbl 1048.60035 Proc. A. Razmadze Math. Inst. 133, 77-96 (2003). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 62C10 60H10 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 133, 77--96 (2003; Zbl 1048.60035)
Meladze, G.; Toronjadze, T. On the innovation of continuous multidimensional semimartingale. I: General concepts. (English) Zbl 1048.60034 Proc. A. Razmadze Math. Inst. 133, 63-76 (2003). Reviewer: Pavel Gapeev (Moskva) MSC: 60G44 62M20 60G35 PDFBibTeX XMLCite \textit{G. Meladze} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 133, 63--76 (2003; Zbl 1048.60034)
Absava, R.; Nadaraya, E. On the limit distribution of square deviation of a wide class of estimators of functional characteristics of the observation distribution law. (English) Zbl 1009.62025 Proc. A. Razmadze Math. Inst. 127, 1-62 (2001). MSC: 62G07 62E20 62G20 62G08 PDFBibTeX XMLCite \textit{R. Absava} and \textit{E. Nadaraya}, Proc. A. Razmadze Math. Inst. 127, 1--62 (2001; Zbl 1009.62025)
Lazrieva, N.; Toronjadze, T. The Polyak weighted averaging procedure for Robbins-Monro type SDE. (English) Zbl 0995.60061 Proc. A. Razmadze Math. Inst. 124, 115-130 (2000). Reviewer: Rainer Buckdahn (Brest) MSC: 60H30 62L20 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 124, 115--130 (2000; Zbl 0995.60061)
Absava, R.; Nadaraya, E. On quadratic measure of deviation of the Gasser-Müller nonparametric estimate of the regression function. (English) Zbl 0968.62040 Proc. A. Razmadze Math. Inst. 122, 1-14 (2000). MSC: 62G08 62E20 62G20 PDFBibTeX XMLCite \textit{R. Absava} and \textit{E. Nadaraya}, Proc. A. Razmadze Math. Inst. 122, 1--14 (2000; Zbl 0968.62040)
Tsigroshvili, Z. Some notes on goodness-of-fit tests and innovation martingales. (English) Zbl 0978.62038 Proc. A. Razmadze Math. Inst. 117, 89-102 (1998). MSC: 62G10 60G44 62G30 PDFBibTeX XMLCite \textit{Z. Tsigroshvili}, Proc. A. Razmadze Math. Inst. 117, 89--102 (1998; Zbl 0978.62038)
Lazrieva, N.; Toronjadze, T. Robust estimators in statistical models associated with semimartingales. (English) Zbl 0938.62030 Proc. A. Razmadze Math. Inst. 118, 73-100 (1998). MSC: 62F35 62C20 60G48 62F10 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 118, 73--100 (1998; Zbl 0938.62030)
Sharia, T. Truncated recursive estimation procedures. (English) Zbl 0907.62028 Proc. A. Razmadze Math. Inst. 115, 149-159 (1997). MSC: 62F12 62L20 62M09 PDFBibTeX XMLCite \textit{T. Sharia}, Proc. A. Razmadze Math. Inst. 115, 149--159 (1997; Zbl 0907.62028)
Lazrieva, N.; Toronjadze, T. Influence functionals for discrete time statistical models. Weakly contiguous alternatives. (English) Zbl 0907.62041 Proc. A. Razmadze Math. Inst. 115, 97-120 (1997). MSC: 62F35 62M10 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 115, 97--120 (1997; Zbl 0907.62041)
Lazrieva, N.; Toronjadze, T. Robust estimators in discrete time statistical models. Contiguous alternatives. (English) Zbl 0928.62075 Proc. A. Razmadze Math. Inst. 115, 59-96 (1997). Reviewer: O.Bustos (Córdoba) MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{N. Lazrieva} and \textit{T. Toronjadze}, Proc. A. Razmadze Math. Inst. 115, 59--96 (1997; Zbl 0928.62075)
Kutoyants, Yu. A. On semiparametric estimation for ergodic diffusion. (English) Zbl 0905.62082 Proc. A. Razmadze Math. Inst. 115, 45-58 (1997). MSC: 62M05 62G07 62G20 PDFBibTeX XMLCite \textit{Yu. A. Kutoyants}, Proc. A. Razmadze Math. Inst. 115, 45--58 (1997; Zbl 0905.62082)
Gnedenko, B. V. On estimation of unknown parameters of a distribution in case of random number of independent observations. (Russian) Zbl 0729.62020 Tr. Tbilis. Mat. Inst. Razmadze 92, 146-150 (1989). MSC: 62F10 62E20 PDFBibTeX XMLCite \textit{B. V. Gnedenko}, Proc. A. Razmadze Math. Inst. 92, 146--150 (1989; Zbl 0729.62020)
Korolyuk, V. S. Asymptotics of Maniya statistics. (Russian) Zbl 0729.62015 Tr. Tbilis. Mat. Inst. Razmadze 92, 161-163 (1989). MSC: 62E20 PDFBibTeX XMLCite \textit{V. S. Korolyuk}, Proc. A. Razmadze Math. Inst. 92, 161--163 (1989; Zbl 0729.62015)
Khmaladze, Eh. V.; Chitashvili, R. Ya. Statistical analysis of a large number of rare events and closely related questions. (Russian) Zbl 0745.62106 Tr. Tbilis. Mat. Inst. Razmadze 92, 196-245 (1989). Reviewer: Eh.V.Khmaladze MSC: 62P99 62-07 62G99 PDFBibTeX XMLCite \textit{Eh. V. Khmaladze} and \textit{R. Ya. Chitashvili}, Proc. A. Razmadze Math. Inst. 92, 196--245 (1989; Zbl 0745.62106)
Khakhubia, Ts. G. Limit theorems for the simultaneous distribution of maximum likelihood estimates of change-points. (Russian) Zbl 0738.62022 Tr. Tbilis. Mat. Inst. Razmadze 92, 186-195 (1989). Reviewer: L.Paditz (Dresden) MSC: 62F10 62E20 62F12 60F05 PDFBibTeX XMLCite \textit{Ts. G. Khakhubia}, Proc. A. Razmadze Math. Inst. 92, 186--195 (1989; Zbl 0738.62022)
Nadaraya, Eh. A.; Absava, R. M. Limit distribution of the mean square deviation for a wide class of estimates of the probability distribution density. (Russian) Zbl 0738.62014 Tr. Tbilis. Mat. Inst. Razmadze 92, 164-185 (1989). Reviewer: L.Paditz (Dresden) MSC: 62E20 62G07 62G20 60F05 60G42 PDFBibTeX XMLCite \textit{Eh. A. Nadaraya} and \textit{R. M. Absava}, Proc. A. Razmadze Math. Inst. 92, 164--185 (1989; Zbl 0738.62014)
Klebanov, L. B.; Melamed, I. A. The maximum likelihood method in a parameter estimation scheme according to a sample of random size. (Russian) Zbl 0738.62023 Tr. Tbilis. Mat. Inst. Razmadze 92, 151-160 (1989). Reviewer: J.Antoch (Praha) MSC: 62F10 62E20 62F12 PDFBibTeX XMLCite \textit{L. B. Klebanov} and \textit{I. A. Melamed}, Proc. A. Razmadze Math. Inst. 92, 151--160 (1989; Zbl 0738.62023)
Lazrieva, N. L.; Torondzhadze, T. A.; Chitashvili, R. Ya. Asymptotic estimation theory in case of perturbation of the model in the general scheme of statistical experiments. (Russian) Zbl 0739.62005 Tr. Tbilis. Mat. Inst. Razmadze 92, 106-145 (1989). Reviewer: S.Penev (Kensington) MSC: 62B15 62F12 PDFBibTeX XMLCite \textit{N. L. Lazrieva} et al., Proc. A. Razmadze Math. Inst. 92, 106--145 (1989; Zbl 0739.62005)
Kharazishvili, A. B. On existence of consistent estimates for strongly separated families of probability measures. (Russian) Zbl 0739.62006 Tr. Tbilis. Mat. Inst. Razmadze 92, 100-105 (1989). Reviewer: F.Liese (Rostock) MSC: 62B99 PDFBibTeX XMLCite \textit{A. B. Kharazishvili}, Proc. A. Razmadze Math. Inst. 92, 100--105 (1989; Zbl 0739.62006)