Georgi N. Boshnakov

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 2

Top Topics

Autoregressive Model

Bayesian Analysis

Top Venues

Commun. Stat. Simul. Comput.

Expert Syst. Appl.

Publications

Davide Ravagli, Georgi N. Boshnakov
Bayesian analysis of mixture autoregressive models covering the complete parameter space. Comput. Stat. 37 (3) (2022)
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) (2020)
Nikolay Y. Nikolaev, Georgi N. Boshnakov, Robert Zimmer
Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. Expert Syst. Appl. 40 (6) (2013)
Georgi N. Boshnakov, Sophie Lambert-Lacroix
A periodic Levinson-Durbin algorithm for entropy maximization. Comput. Stat. Data Anal. 56 (1) (2012)