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Author ID: toronyadze.t-a Recent zbMATH articles by "Toronyadze, T. A."
Published as: Toronjadze, T. A.; Toronyadze, T. A.
Documents Indexed: 25 Publications since 1981
Co-Authors: 2 Co-Authors with 6 Joint Publications
15 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 9 times in 9 Documents Cited by Year
The Robbins-Monro type stochastic differential equations. I: Convergence of solutions. Zbl 0885.60048
Lazrieva, N.; Sharia, T.; Toronjadze, T.
7
1997
Semimartingale stochastic approximation procedure and recursive estimation. Zbl 1393.60045
Lazrieva, N.; Sharia, T.; Toronjadze, T.
7
2008
On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056
Chitashvili, R. J.; Toronjadze, T. A.
5
1981
The Robbins-Monro type stochastic differential equations. II: Asymptotic behaviour of solutions. Zbl 1032.60054
Lazrieva, N.; Sharia, T.; Toronjadze, T.
5
2002
Ito-Ventzel’s formula for semimartingales, asymptotic properties of MLE and recursive estimation. Zbl 0645.62038
Lazrieva, N. L.; Toronjadze, T. A.
3
1987
Asymptotic properties of the maximum likelihood estimator, Ito-Ventzel’s formula for semimartingales and its application to the recursive estimation in a general scheme of statistical models. Zbl 0669.62011
Lazrieva, N. L.; Toronjadze, T. A.
1
1987
On stable M-estimators in the partial likelihood scheme. Zbl 0801.62028
Lazrieva, N. L.; Toronjadze, T. A.
1
1991
Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Zbl 0907.62041
Lazrieva, N.; Toronjadze, T.
1
1997
Optimal mean-variance robust hedging under asset price model misspecification. Zbl 0984.91045
Toronjadze, T.
1
2001
Robust estimators in statistical models associated with semimartingales. Zbl 0938.62030
Lazrieva, N.; Toronjadze, T.
1
1998
The Polyak weighted averaging procedure for Robbins-Monro type SDE. Zbl 0995.60061
Lazrieva, N.; Toronjadze, T.
1
2000
Optimal robust mean-variance hedging in incomplete financial markets. Zbl 1422.91654
Lazrieva, N.; Toronjadze, T.
1
2008
The Robbins-Monro type stochastic differential equations. III: Polyak’s averaging. Zbl 1328.62501
Lazrieva, N.; Toronjadze, T.
1
2010
The Robbins-Monro type stochastic differential equations. III: Polyak’s averaging. Zbl 1328.62501
Lazrieva, N.; Toronjadze, T.
1
2010
Semimartingale stochastic approximation procedure and recursive estimation. Zbl 1393.60045
Lazrieva, N.; Sharia, T.; Toronjadze, T.
7
2008
Optimal robust mean-variance hedging in incomplete financial markets. Zbl 1422.91654
Lazrieva, N.; Toronjadze, T.
1
2008
The Robbins-Monro type stochastic differential equations. II: Asymptotic behaviour of solutions. Zbl 1032.60054
Lazrieva, N.; Sharia, T.; Toronjadze, T.
5
2002
Optimal mean-variance robust hedging under asset price model misspecification. Zbl 0984.91045
Toronjadze, T.
1
2001
The Polyak weighted averaging procedure for Robbins-Monro type SDE. Zbl 0995.60061
Lazrieva, N.; Toronjadze, T.
1
2000
Robust estimators in statistical models associated with semimartingales. Zbl 0938.62030
Lazrieva, N.; Toronjadze, T.
1
1998
The Robbins-Monro type stochastic differential equations. I: Convergence of solutions. Zbl 0885.60048
Lazrieva, N.; Sharia, T.; Toronjadze, T.
7
1997
Influence functionals for discrete time statistical models. Weakly contiguous alternatives. Zbl 0907.62041
Lazrieva, N.; Toronjadze, T.
1
1997
On stable M-estimators in the partial likelihood scheme. Zbl 0801.62028
Lazrieva, N. L.; Toronjadze, T. A.
1
1991
Ito-Ventzel’s formula for semimartingales, asymptotic properties of MLE and recursive estimation. Zbl 0645.62038
Lazrieva, N. L.; Toronjadze, T. A.
3
1987
Asymptotic properties of the maximum likelihood estimator, Ito-Ventzel’s formula for semimartingales and its application to the recursive estimation in a general scheme of statistical models. Zbl 0669.62011
Lazrieva, N. L.; Toronjadze, T. A.
1
1987
On one-dimensional stochastic differential equations with unit diffusion coefficient. Structure of solutions. Zbl 0454.60056
Chitashvili, R. J.; Toronjadze, T. A.
5
1981

Citations by Year