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Borovkova, Svetlana

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Author ID: borovkova.svetlana Recent zbMATH articles by "Borovkova, Svetlana"
Published as: Borovkova, Svetlana; Borovkova, S.; Borovka, Svetlana
External Links: MGP
Documents Indexed: 15 Publications since 1996

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 80 times in 2 Documents Cited by Year
Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation. Zbl 0980.60031
Borovkova, Svetlana; Burton, Robert; Dehling, Herold
53
2001
Consistency of the Takens estimator for the correlation dimension. Zbl 0928.62072
Borovkova, S.; Burton, R.; Dehling, H.
9
1999
Seasonal and stochastic effects in commodity forward curves. Zbl 1274.91401
Borovkova, Svetlana; Geman, Helyette
8
2006
From dimension estimation to asymptotics of dependent \(U\)-statistics. Zbl 1016.62105
Borovkova, S.; Burton, R.; Dehling, H.
3
2002
Implied volatility in oil markets. Zbl 1453.62051
Borovkova, Svetlana; Permana, Ferry J.
2
2009
News, volatility and jumps: the case of natural gas futures. Zbl 1398.62282
Borovkova, Svetlana; Mahakena, Diego
2
2015
Smoothing techniques for prediction of nonlinear time series. Zbl 1330.62335
Borovkova, Svetlana; Burton, Robert; Dehling, Herold
1
1998
Resolving statistical uncertainty in correlation dimension estimation. Zbl 1317.37101
Borovkova, Svetlana; Rosa, Rodolfo; Sardonini, Laura
1
2011
Analysis and modelling of electricity futures prices. Zbl 1260.91172
Borovkova, Svetlana; Geman, Helyette
1
2006
News, volatility and jumps: the case of natural gas futures. Zbl 1398.62282
Borovkova, Svetlana; Mahakena, Diego
2
2015
Resolving statistical uncertainty in correlation dimension estimation. Zbl 1317.37101
Borovkova, Svetlana; Rosa, Rodolfo; Sardonini, Laura
1
2011
Implied volatility in oil markets. Zbl 1453.62051
Borovkova, Svetlana; Permana, Ferry J.
2
2009
Seasonal and stochastic effects in commodity forward curves. Zbl 1274.91401
Borovkova, Svetlana; Geman, Helyette
8
2006
Analysis and modelling of electricity futures prices. Zbl 1260.91172
Borovkova, Svetlana; Geman, Helyette
1
2006
From dimension estimation to asymptotics of dependent \(U\)-statistics. Zbl 1016.62105
Borovkova, S.; Burton, R.; Dehling, H.
3
2002
Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation. Zbl 0980.60031
Borovkova, Svetlana; Burton, Robert; Dehling, Herold
53
2001
Consistency of the Takens estimator for the correlation dimension. Zbl 0928.62072
Borovkova, S.; Burton, R.; Dehling, H.
9
1999
Smoothing techniques for prediction of nonlinear time series. Zbl 1330.62335
Borovkova, Svetlana; Burton, Robert; Dehling, Herold
1
1998

Citations by Year