Nikolai Dokuchaev

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 34

Top Topics

Missing Data Imputation

Sampling Theorem

Top Venues

Signal Process.

Probl. Inf. Transm.

Digit. Signal Process.

Publications

Nikolai Dokuchaev
Sampling Theorem and interpolation formula for non-vanishing signals. CoRR (2024)
Nikolai Dokuchaev
On predicting for non-vanishing continuous time signals. CoRR (2024)
Nikolai Dokuchaev
Near-Ideal Predictors and Causal Filters for Discrete-Time Signals. Probl. Inf. Transm. 59 (2) (2023)
Nikolai Dokuchaev
and applications to signal processing. CoRR (2023)
Nikolai Dokuchaev
Near-ideal predictors and causal filters for discrete time signals based on causal approximations. CoRR (2023)
Nikolai Dokuchaev
Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials. CoRR (2022)
Nikolai Dokuchaev
Predictors for High Frequency Signals Based on Rational Polynomial Approximation of Periodic Exponentials. Probl. Inf. Transm. 58 (4) (2022)
Nikolai Dokuchaev
Optimal portfolio and certainty equivalence estimator for the appreciation rate. Math. Control. Signals Syst. 34 (3) (2022)
Nikolai Dokuchaev
On Recovery of Discrete Time Signals with Single-Point Spectrum Degeneracy. Circuits Syst. Signal Process. 41 (4) (2022)
Nikolai Dokuchaev
On recovering missing values for discrete time signals with finite sets of spectrum degeneracy. Digit. Signal Process. 111 (2021)
Nikolai Dokuchaev
Limited memory predictors with compact explicit representations. CoRR (2020)
Nikolai Dokuchaev
On recovery of discrete time signals from their periodic subsequences. Signal Process. 162 (2019)
Nikolai Dokuchaev
On spectral analysis and extrapolation for processes on branched 1-manifolds. CoRR (2019)
Nikolai Dokuchaev
On recoverability of finite traces of square-summable sequences. CoRR (2019)
Anna Knezevic, Nikolai Dokuchaev
Approximating intractable short ratemodel distribution with neural network. CoRR (2019)
Nikolai Dokuchaev
A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences. IEEE Trans. Signal Process. 66 (1) (2018)
Nikolai Dokuchaev
On recovery of signals with single point spectrum degeneracy. CoRR (2018)
Nikolai Dokuchaev
Predictability of sequences and subsequences with spectrum degeneracy at periodically located points. CoRR (2018)
Nikolai Dokuchaev
On recovery of sequences from subsequences: the case of non-periodic spectrum gaps. CoRR (2018)
Nikolai Dokuchaev
On causal extrapolation of sequences with applications to forecasting. Appl. Math. Comput. 328 (2018)
Nikolai Dokuchaev
First Order BSPDEs in Higher Dimension for Optimal Control Problems. SIAM J. Control. Optim. 55 (2) (2017)
Nikolai Dokuchaev
On detecting predictability of one-sided sequences. Digit. Signal Process. 62 (2017)
Nikolai Dokuchaev
Spectrum degeneracy and impact on extrapolation and sampling for functions on branching lines. CoRR (2017)
Nikolai Dokuchaev
On data recovery with restraints on the spectrum range and the process range. CoRR (2017)
Nikolai Dokuchaev
Pathwise continuous time spectrum degeneracy at a single point and weak predictability. CoRR (2017)
Nikolai Dokuchaev
On exact and optimal recovering of missing values for sequences. Signal Process. 135 (2017)
Nikolai Dokuchaev
On detecting and quantification of randomness for one-sided sequences. CoRR (2016)
Nikolai Dokuchaev
On recovering missing values in a pathwise setting. CoRR (2016)
Nikolai Dokuchaev
On sampling theorem with sparse decimated samples. CoRR (2016)
Alexandra Rodkina, Nikolai Dokuchaev
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization. IMA J. Math. Control. Inf. 33 (4) (2016)
Nikolai Dokuchaev
Optimal data recovery and forecasting with dummy long-horizon forecasts. CoRR (2016)
Nikolai Dokuchaev
On Nyquist-Shannon Theorem with one-sided half of sampling sequence. CoRR (2016)
Nikolai Dokuchaev
Near-ideal causal smoothing filters for the real sequences. Signal Process. 118 (2016)
Nikolai Dokuchaev
On recovering missing values with minimal error. CoRR (2016)
Nikolai Dokuchaev
A closed equation in time domain for band-limited extensions of one-sided sequences. CoRR (2015)
Nikolai Dokuchaev
On Transmission of a Continuous Signal via a Noiseless Binary Channel. IEEE Signal Process. Lett. 22 (8) (2015)
Nikolai Dokuchaev
Optimal replication of random vectors by ordinary integrals. Syst. Control. Lett. 62 (1) (2013)
Nikolai Dokuchaev
Transmission of a continuous signal via one-bit capacity channel. CoRR (2013)
Nikolai Dokuchaev
Forecasting for Discrete Time Processes based on Causal Band-limited Approximation. ICORES (2013)
Nikolai Dokuchaev
Optimal replication of random claims by ordinary integrals with applications in finance. SIAM Conf. on Control and its Applications (2013)
Nikolai Dokuchaev
On predictors for band-limited and high-frequency time series. Signal Process. 92 (10) (2012)
Nikolai Dokuchaev
On sub-ideal causal smoothing filters. Signal Process. 92 (1) (2012)
Nikolai Dokuchaev
Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies. IEEE Trans. Signal Process. 60 (11) (2012)
Peter Situmbeko Nalitolela, Nikolai Dokuchaev
Frequency Criteria for Optimal Control Existence of Stochastic Models CoRR (2011)
Nikolai Dokuchaev
The structure of optimal portfolio strategies for continuous time markets CoRR (2011)
Nikolai Dokuchaev
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. Signal Process. 90 (2) (2010)
Nikolai Dokuchaev
On sub-ideal causal smoothing filters. CoRR (2010)
Nikolai Dokuchaev
Optimality of myopic strategies for multi-stock discrete time market with management costs. Eur. J. Oper. Res. 200 (2) (2010)
Nikolai Dokuchaev
Discrete time market with serial correlations and optimal myopic strategies. Eur. J. Oper. Res. 177 (2) (2007)
Nikolai Dokuchaev
Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter. SIAM J. Control. Optim. 44 (4) (2005)