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Ekaterina Krymova

University of Duisburg-Essen (from arXiv:2008.00718, 2020) · ORCID · OpenAlex

7 papers in scope · 6 published · 1 on the econ.EM arXiv · 64 citations · h-index 3 (over the papers listed here)

Papers

(1 of 7)

Sparse Constrained Projection Approximation Subspace Tracking
published2023 · Springer proceedings in mathematics & statistics · 1 citations · first circulated 2018
with Denis Belomestny
Springer proceedings in mathematics & statistics
Bayesian TVP-VARX models with time invariant long-run multipliers
published2021 · Economic Modelling · 2 citations
with Denis Belomestny, Andrey Polbin
Economic Modelling
Estimating TVP-VAR models with time invariant long-run multipliers
working paper2020 · arXiv
with Denis Belomestny, Andrey Polbin
Paper profile arXiv arXiv:2008.00718
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
published2017 · International Journal of Theoretical and Applied Finance · 3 citations
with Denis Belomestny, Wolfgang Karl Härdle
International Journal of Theoretical and Applied Finance
Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
published2017 · Automation and Remote Control · 48 citations
with Alexander Gasnikov, A. A. Lagunovskaya, Ilnura Usmanova, Fedor Fedorenko
Automation and Remote Control
Ordered smoothers with exponential weighting
published2013 · Electronic Journal of Statistics · 8 citations
with Elena Chernousova, Yuri Golubev
Electronic Journal of Statistics
Evidence optimization for consequently generated models
published2011 · Mathematical and Computer Modelling · 2 citations
with Vadim Strijov, Gerhard-Wilhelm Weber
Mathematical and Computer Modelling

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.