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Georgi N. Boshnakov

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Journal Articles

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2022
[j4]
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  - journals/cstat/RavagliB22
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  - https://dblp.org/rec/journals/cstat/RavagliB22
Davide Ravagli, Georgi N. Boshnakov:
Bayesian analysis of mixture autoregressive models covering the complete parameter space. Comput. Stat. 37(3): 1399-1433 (2022)
2020
[j3]
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  - journals/cssc/DasRB20
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  - https://dblp.org/rec/journals/cssc/DasRB20
Sourav Das, Tata Subba Rao, Georgi N. Boshnakov:
An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes. Commun. Stat. Simul. Comput. 49(7): 1839-1854 (2020)
2013
[j2]
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  - journals/eswa/NikolaevBZ13
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  - https://dblp.org/rec/journals/eswa/NikolaevBZ13
Nikolay Y. Nikolaev, Georgi N. Boshnakov, Robert Zimmer:
Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. Expert Syst. Appl. 40(6): 2233-2243 (2013)
2012
[j1]
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  - journals/csda/BoshnakovL12
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  - https://dblp.org/rec/journals/csda/BoshnakovL12
Georgi N. Boshnakov, Sophie Lambert-Lacroix:
A periodic Levinson-Durbin algorithm for entropy maximization. Comput. Stat. Data Anal. 56(1): 15-24 (2012)

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