Nikolai Dokuchaev

50 papers C 1Journal 48Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
On Processing of Unbounded Continuous-Time Signals.
Probl. Inf. Transm.
Nikolai Dokuchaev
2024 J jnl
On predicting for non-vanishing continuous time signals.
CoRR
Nikolai Dokuchaev
2024 J jnl
Sampling Theorem and interpolation formula for non-vanishing signals.
CoRR
Nikolai Dokuchaev
2023 J jnl
Near-Ideal Predictors and Causal Filters for Discrete-Time Signals.
Probl. Inf. Transm.
Nikolai Dokuchaev
2023 J jnl
Near-ideal predictors and causal filters for discrete time signals based on causal approximations.
CoRR
Nikolai Dokuchaev
2023 J jnl
Spectral representation of two-sided signals from ๐“
CoRR
Nikolai Dokuchaev
2022 J jnl
On Recovery of Discrete Time Signals with Single-Point Spectrum Degeneracy.
Circuits Syst. Signal Process.
Nikolai Dokuchaev
2022 J jnl
Optimal portfolio and certainty equivalence estimator for the appreciation rate.
Math. Control. Signals Syst.
Nikolai Dokuchaev
2022 J jnl
Predictors for High Frequency Signals Based on Rational Polynomial Approximation of Periodic Exponentials.
Probl. Inf. Transm.
Nikolai Dokuchaev
2022 J jnl
Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials.
CoRR
Nikolai Dokuchaev
2021 J jnl
On recovering missing values for discrete time signals with finite sets of spectrum degeneracy.
Digit. Signal Process.
Nikolai Dokuchaev
2020 J jnl
Limited memory predictors with compact explicit representations.
CoRR
Nikolai Dokuchaev
2019 J jnl
On recoverability of finite traces of square-summable sequences.
CoRR
Nikolai Dokuchaev
2019 J jnl
On recovery of discrete time signals from their periodic subsequences.
Signal Process.
Nikolai Dokuchaev
2019 J jnl
On spectral analysis and extrapolation for processes on branched 1-manifolds.
CoRR
Nikolai Dokuchaev
2018 J jnl
A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences.
IEEE Trans. Signal Process.
Nikolai Dokuchaev
2018 J jnl
On causal extrapolation of sequences with applications to forecasting.
Appl. Math. Comput.
Nikolai Dokuchaev
2018 J jnl
On recovery of sequences from subsequences: the case of non-periodic spectrum gaps.
CoRR
Nikolai Dokuchaev
2018 J jnl
On recovery of signals with single point spectrum degeneracy.
CoRR
Nikolai Dokuchaev
2018 J jnl
Predictability of sequences and subsequences with spectrum degeneracy at periodically located points.
CoRR
Nikolai Dokuchaev
2017 J jnl
First Order BSPDEs in Higher Dimension for Optimal Control Problems.
SIAM J. Control. Optim.
Nikolai Dokuchaev
2017 J jnl
On data recovery with restraints on the spectrum range and the process range.
CoRR
Nikolai Dokuchaev
2017 J jnl
On detecting predictability of one-sided sequences.
Digit. Signal Process.
Nikolai Dokuchaev
2017 J jnl
On exact and optimal recovering of missing values for sequences.
Signal Process.
Nikolai Dokuchaev
2017 J jnl
Pathwise continuous time spectrum degeneracy at a single point and weak predictability.
CoRR
Nikolai Dokuchaev
2017 J jnl
Spectrum degeneracy and impact on extrapolation and sampling for functions on branching lines.
CoRR
Nikolai Dokuchaev
2016 J jnl
Near-ideal causal smoothing filters for the real sequences.
Signal Process.
Nikolai Dokuchaev
2016 J jnl
On Nyquist-Shannon Theorem with one-sided half of sampling sequence.
CoRR
Nikolai Dokuchaev
2016 J jnl
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization.
IMA J. Math. Control. Inf.
Alexandra Rodkina, Nikolai Dokuchaev
2016 J jnl
On detecting and quantification of randomness for one-sided sequences.
CoRR
Nikolai Dokuchaev
2016 J jnl
On recovering missing values in a pathwise setting.
CoRR
Nikolai Dokuchaev
2016 J jnl
On recovering missing values with minimal error.
CoRR
Nikolai Dokuchaev
2016 J jnl
On sampling theorem with sparse decimated samples.
CoRR
Nikolai Dokuchaev
2016 J jnl
Optimal data recovery and forecasting with dummy long-horizon forecasts.
CoRR
Nikolai Dokuchaev
2015 J jnl
A closed equation in time domain for band-limited extensions of one-sided sequences.
CoRR
Nikolai Dokuchaev
2015 J jnl
On Transmission of a Continuous Signal via a Noiseless Binary Channel.
IEEE Signal Process. Lett.
Nikolai Dokuchaev
2013 C conf
Forecasting for Discrete Time Processes based on Causal Band-limited Approximation.
ICORES
Nikolai Dokuchaev
2013 โ€” conf
Optimal replication of random claims by ordinary integrals with applications in finance.
SIAM Conf. on Control and its Applications
Nikolai Dokuchaev
2013 J jnl
Optimal replication of random vectors by ordinary integrals.
Syst. Control. Lett.
Nikolai Dokuchaev
2013 J jnl
Transmission of a continuous signal via one-bit capacity channel.
CoRR
Nikolai Dokuchaev
2012 J jnl
On predictors for band-limited and high-frequency time series.
Signal Process.
Nikolai Dokuchaev
2012 J jnl
On sub-ideal causal smoothing filters.
Signal Process.
Nikolai Dokuchaev
2012 J jnl
Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies.
IEEE Trans. Signal Process.
Nikolai Dokuchaev
2011 J jnl
Frequency Criteria for Optimal Control Existence of Stochastic Models
CoRR
Peter Situmbeko Nalitolela, Nikolai Dokuchaev
2011 J jnl
The structure of optimal portfolio strategies for continuous time markets
CoRR
Nikolai Dokuchaev
2010 J jnl
On sub-ideal causal smoothing filters.
CoRR
Nikolai Dokuchaev
2010 J jnl
Optimality of myopic strategies for multi-stock discrete time market with management costs.
Eur. J. Oper. Res.
Nikolai Dokuchaev
2010 J jnl
Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies.
Signal Process.
Nikolai Dokuchaev
2007 J jnl
Discrete time market with serial correlations and optimal myopic strategies.
Eur. J. Oper. Res.
Nikolai Dokuchaev
2005 J jnl
Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter.
SIAM J. Control. Optim.
Nikolai Dokuchaev