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Denis Belomestny

Identifiers

  • name variant Denis Belomestny 0.60 · backfill

Papers (36)

  1. Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent stat.ML · 2025 · author #3
  2. Sparse constrained projection approximation subspace tracking stat.ME · 2018 · author #1
  3. Optimal stopping via reinforced regression math.NA · 2018 · author #1
  4. Optimal stopping of McKean-Vlasov diffusions via regression on particle systems math.NA · 2018 · author #1
  5. Solving linear parabolic rough partial differential equations math.PR · 2018 · author #2
  6. Sparse covariance matrix estimation in high-dimensional deconvolution math.ST · 2017 · author #1
  7. Nonparametric density estimation from observations with multiplicative measurement errors stat.ME · 2017 · author #1
  8. Minimax theorems for American options in incomplete markets without time-consistency math.PR · 2017 · author #1
  9. Projected particle methods for solving McKean-Vlasov stochastic differential equations math.NA · 2017 · author #1
  10. Semiparametric estimation in the normal variance-mean mixture model stat.OT · 2017 · author #1
  11. Statistical inference for moving-average L\'evy-driven processes: Fourier-based approach stat.ME · 2017 · author #1
  12. Truncated control variates for weak approximation schemes math.PR · 2017 · author #1
  13. Stratified regression-based variance reduction approach for weak approximation schemes q-fin.CP · 2016 · author #1
  14. Regression-based variance reduction approach for strong approximation schemes math.PR · 2016 · author #1
  15. Regression-based complexity reduction of the nested Monte Carlo methods q-fin.CP · 2016 · author #1
  16. Low frequency estimation of continuous-time moving average L\'evy processes math.ST · 2016 · author #1
  17. Generalized Post-Widder inversion formula with application to statistics math.ST · 2015 · author #1
  18. Low-rank diffusion matrix estimation for high-dimensional time-changed L\'evy processes math.ST · 2015 · author #1
  19. Variance reduction for discretised diffusions via regression math.PR · 2015 · author #1
  20. Optimal stopping under probability distortions and law invariant coherent risk measures math.OC · 2015 · author #1
  21. Statistical inference for generalized Ornstein-Uhlenbeck processes stat.ME · 2015 · author #1
  22. Variance reduced multilevel path simulation: going beyond the complexity $\varepsilon^{-2}$ q-fin.CP · 2014 · author #1
  23. Statistical Skorohod embedding problem and its generalizations math.ST · 2014 · author #1
  24. Multilevel path simulation for weak approximation schemes q-fin.CP · 2014 · author #1
  25. Optimal stopping under model uncertainty: randomized stopping times approach q-fin.MF · 2014 · author #1
  26. Statistical inference for exponential functionals of L\'evy processes stat.OT · 2013 · author #1
  27. Solving optimal stopping problems via empirical dual optimization math.PR · 2013 · author #1
  28. Concentration inequalities for smooth random fields math.ST · 2013 · author #1
  29. Pricing American options via multi-level approximation methods q-fin.CP · 2013 · author #1
  30. Statistical inference for time-changed L\'{e}vy processes via composite characteristic function estimation stat.ME · 2010 · author #1
  31. Spectral estimation of the fractional order of a L\'{e}vy process math.ST · 2010 · author #1
  32. On the rates of convergence of simulation based optimization algorithms for optimal stopping problems math.OC · 2009 · author #1
  33. Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates q-fin.PR · 2009 · author #1
  34. Spectral estimation of the L\'evy density in partially observed affine models stat.ME · 2009 · author #1
  35. Spatial aggregation of local likelihood estimates with applications to classification math.ST · 2007 · author #1
  36. Rates of convergence for constrained deconvolution problem math.ST · 2003 · author #1

Mentions

  • 1503.03381 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1412.4045 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1407.0873 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1406.2581 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1405.2240 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1312.4731 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1309.2125 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1307.1565 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1303.1334 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1003.0275 #1 · backfill · confidence 0.70 Denis Belomestny
  • 1001.1820 #1 · backfill · confidence 0.70 Denis Belomestny
  • 0909.3570 #1 · backfill · confidence 0.70 Denis Belomestny
  • 0907.5599 #1 · backfill · confidence 0.70 Denis Belomestny
  • 0907.4865 #1 · backfill · confidence 0.70 Denis Belomestny
  • 0712.0939 #1 · backfill · confidence 0.70 Denis Belomestny

Frequent Coauthors