Yarema Okhrin

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 6

Top Topics

Bayesian Estimation

Top Venues

Comput. Stat. Data Anal.

IEEE Trans. Image Process.

Appl. Math. Comput.

IEEE Trans. Signal Process.

Publications

Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya, Wolfgang Schmid
Statistical Inference for the Expected Utility Portfolio in High Dimensions. IEEE Trans. Signal Process. 69 (2021)
Yarema Okhrin, Wolfgang Schmid, Ivan Semeniuk
New Approaches for Monitoring Image Data. IEEE Trans. Image Process. 30 (2021)
Nicole Barthel, Claudia Czado, Yarema Okhrin
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. 142 (2020)
Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy, Taras Zabolotskyy
Determination and estimation of risk aversion coefficients. Comput. Manag. Sci. 15 (2) (2018)
Taras Bodnar, Stepan Mazur, Yarema Okhrin
Bayesian estimation of the global minimum variance portfolio. Eur. J. Oper. Res. 256 (1) (2017)
Taras Lazariv, Yarema Okhrin, Wolfgang Schmid
Behavior of EWMA type control charts for small smoothing parameters. Comput. Stat. Data Anal. 89 (2015)
Taras Bodnar, Stepan Mazur, Yarema Okhrin
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. J. Multivar. Anal. 122 (2013)
Taras Bodnar, Yarema Okhrin
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? Appl. Math. Comput. 219 (10) (2013)
Olha Bodnar, Taras Bodnar, Yarema Okhrin
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Comput. Stat. Data Anal. 53 (9) (2009)