Georgi Boshnakov's publications

The University of Manchester
photo of Georgi Boshnakov

For journal papers, the field [DOI] links directly to the publishers' entries, so you may need a subscription for access to the full text. Earlier versions of some papers are available as research reports of the Statistics group or as MIMS Prepints.

Research reports are kept in the list below if they have been cited, contain additional material or have not been published yet.

Publications

[1] Tata Subba Rao, Sourav Das, and Georgi N. Boshnakov. A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes. J. Time Series Anal., 35(4):357-377, 2014. [ bib | DOI ]
[2] Nikolay Y. Nikolaev, Georgi N. Boshnakov, and Robert Zimmer. Heavy-tailed mixture garch volatility modeling and value-at-risk estimation. Expert Systems with Applications, 40(6):2233 - 2243, 2013. [ bib | DOI | http ]
[3] Tata Subba Rao, Sourav Das, and Georgi N. Boshnakov. A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes. Research Report 7, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2012. (available also as MIMS EPrint No. 2012.90 at http://eprints.ma.man.ac.uk/1879/). [ bib | .pdf ]
[4] Sourav Das, Tata Subba Rao, and Georgi N. Boshnakov. On the estimation of parameters of variograms of spatial stationary isotropic random processes. Research Report 2, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2012. [ bib | .pdf ]
[5] Georgi N. Boshnakov and Sophie Lambert-Lacroix. A periodic Levinson-Durbin algorithm for entropy maximization. Computational Statistics & Data Analysis, 56:15-24, 2012. [ bib | DOI | http ]
[6] Georgi N. Boshnakov and Bisher M. Iqelan. Maximum entropy models for general lag patterns. Journal of Time Series Analysis, 33(1):112-120, 2012. [ bib | DOI ]
[7] Georgi N. Boshnakov and Bisher M. Iqelan. Maximum entropy models for general lag patterns. Research Report 4, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2010. (this is a revision of [18], superseded by [6]). [ bib | .pdf ]
[8] Georgi N. Boshnakov. On first and second order stationarity of random coefficient models. Linear Algebra Appl., 434(2):415-423, 2011. [ bib | DOI ]
[9] Eugenia Stoimenova and Georgi N. Boshnakov. Power of rank tests against location shift alternative. In Frank Cole, Fermin Mallor, Edward Omey, and Stefan Van Gulck, editors, Proceedings of the seventh International Conference on Simulation in Industry and Services, pages 117-135. Universidad Pùblica de Navarra, 31006 Pamplona, Spain, 2009. [ bib | .pdf ]
[10] Eugenia Stoimenova and Georgi N. Boshnakov. Power of rank tests against location shift alternative. Research Report 15, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2009. (see also [9]). [ bib | .pdf ]
[11] Georgi N. Boshnakov and Sophie Lambert-Lacroix. Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients. J. Time Series Anal., 30(5):467-486, 2009. [ bib | DOI ]
[12] Georgi N. Boshnakov. Analytic expressions for predictive distributions in mixture autoregressive models. Stat. Probab. Lett., 79(15):1704-1709, 2009. [ bib | DOI ]
[13] Georgi N. Boshnakov and Bisher M. Iqelan. Generation of time series models with given spectral properties. J. Time Series Anal., 30(3):349-368, 2009. [ bib | DOI ]
[14] Georgi N. Boshnakov and Sophie Lambert-Lacroix. Periodic Levinson-Durbin algorithm for entropy maximisation. Research Report 4, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2009. (this has been superseded by [5]). [ bib | .pdf ]
[15] Georgi N. Boshnakov. On first and second order stationarity of random coefficient models. Research Report 3, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2009. (this has been superseded by [8]). [ bib | .pdf ]
[16] Georgi N. Boshnakov. Some measures for asymmetry of distributions. Statist. Probab. Lett., 77(11):1111-1116, 2007. [ bib | DOI ]
[17] Georgi N. Boshnakov. Singular value decomposition of multi-companion matrices. Linear Algebra Appl., 424(2-3):393-404, 2007. [ bib | DOI ]
[18] Georgi N. Boshnakov and Bisher M. Iqelan. Non-Gaussian maximum entropy processes. Research Report 3, Probability and Statistics Group, School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, UK, 2007. (please see the revised version [7]). [ bib | .pdf ]
[19] Georgi N. Boshnakov. On the asymptotic properties of multivariate sample autocovariances. J. Multivariate Anal., 92(1):42-52, 2005. [ bib | DOI ]
[20] Georgi N. Boshnakov. On some concepts of residuals. Pliska Stud. Math. Bulgar., 16:23-33, 2004. (references and the crossreferences in this paper have been messed up during the publishing process, please see the original preprint: On some concepts of residuals, Department of Mathematics, UMIST, Preprint, 2003, http://www.maths.manchester.ac.uk/~gb/Publications/Onsomeconceptsofresiduals.pdf). [ bib ]
[21] Georgi N. Boshnakov. Confidence characteristics of distributions. Statist. Probab. Lett., 63(4):353-360, 2003. [ bib | DOI ]
[22] Georgi N. Boshnakov. Multi-companion matrices. Linear Algebra Appl., 354:53-83, 2002. [ bib | DOI ]
[23] Sahib Esa and Georgi Boshnakov. Sufficient statistics for ARMA models with some fixed parameters. Comm. Statist. Theory Methods, 27(5):1083-1099, 1998. [ bib | DOI ]
[24] Georgi N. Boshnakov. Periodically correlated solutions to a class of stochastic difference equations. In I. Csiszár and Gy. Michaletzky, editors, Stochastic differential and difference equations (Győr, 1996), volume 23 of Progr. Systems Control Theory, pages 1-9. Birkhäuser Boston, Boston, MA, 1997. [ bib | .pdf ]
[25] Georgi N. Boshnakov. The asymptotic covariance matrix of the multivariate serial correlations. Stochastic Process. Appl., 65(2):251-258, 1996. [ bib | DOI ]
[26] Georgi N. Boshnakov. Recursive computation of the parameters of periodic autoregressive moving-average processes. J. Time Ser. Anal., 17(4):333-349, 1996. [ bib | DOI ]
[27] Georgi N. Boshnakov. Bartlett's formulae-closed forms and recurrent equations. Ann. Inst. Statist. Math., 48(1):49-59, 1996. [ bib | DOI ]
[28] Georgi Boshnakov. Complex scalings for categorical time series. In I. Partchev, editor, Multivariate Analysis in the Behavioral Sciences. Philosophic to technical., pages 91-96. “Prof. Marin Drinov” Academic Publishing House, Sofia, 1995. [ bib | .pdf ]
[29] Georgi N. Boshnakov. A generalization of the Burg's algorithm to periodically correlated time series. Preprint, Institute of Mathematics, Bulgarian Academy of Sciences, 1995. [ bib | .pdf ]
[30] Georgi N. Boshnakov. Using “Mathematica” to find the densities of multivariate linear combinations of exponential random variables (paper presented at SDA'95, Varna, 1995.). In Statistical Data Analysis. Proceedings of SDA'95 and SDA'96, Bulgarian Statistical Society, pages 1-9, Acad. G. Bonchev str., bl. 8, 1113 Sofia (Bulgaria), 1997. Bulgarian Statistical Society and Bulgarian Academy of Sciences. [ bib ]
[31] A. Boteva and G. N. Boshnakov. An algorithm for the computation of the theoretical autocovariances of a periodic autoregression process. In Proceedings of the 8-th Seminar on Statistical Data Analysis, Varna, pages 9-15, Acad. G. Bonchev str., bl. 8, 1113 Sofia (Bulgaria), 1992. Computer Stochastics Laboratory, Institute of Mathematics, Bulgarian Academy of Sciences. [ bib | .pdf ]
[32] Georgi N. Boshnakov. A note on the computation of the variances of the estimated parameters in multivariate autoregression. In Proceedings of the 8-th Seminar on Statistical Data Analysis, Varna, pages 5-8, Acad. G. Bonchev str., bl. 8, 1113 Sofia (Bulgaria), 1992. Computer Stochastics Laboratory, Institute of Mathematics, Bulgarian Academy of Sciences. [ bib | .pdf ]
[33] Georgi N. Boshnakov. Innovations, sufficient statistics and maximum likelihood in ARMA models. Math. Balkanica (N.S.), 6(2):119-123, 1992. [ bib | .pdf ]
[34] Georgi N. Boshnakov. On the asymptotic distribution of the sample autocovariance and autocorrelation functions. C. R. Acad. Bulgare Sci., 42(5):21-23, 1989. [ bib ]
[35] G. Boshnakov, G. Damjanov, D. Vandev, D. Dimitrov, E. Dimitrov, and P. Mateev. A program package for multivariate time series analysis, TSTAT-16, User's manual. Institute of Mathematics, Bulgarian Academy of Sciences and SPS, Acad. G. Bonchev str., bl. 8, 1113 Sofia (Bulgaria), 1989. [ bib ]
[36] Georgi N. Boshnakov. On one property of the nonstationary time series models. In Mathematics and mathematical education (Sunny Beach/Bulgaria, 1988), pages 213-218. Publ. House Bulgar. Acad. Sci., Sofia, 1988. [ bib ]
[37] Georgi N. Boshnakov. A method for structural identification of time series models. In Mathematics and mathematical education (Sunny Beach/Bulgaria, 1987), pages 325-330. Publ. House Bulgar. Acad. Sci., Sofia, 1987. [ bib ]
[38] Georgi N. Boshnakov. STATLAB.TS - a computer package for interactive time series analysis. In Proceedings of the Seminar on Statistical Data Analysis, Golden Sands-Varna, pages 215-220, 1987. [ bib ]

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Author: Georgi Boshnakov

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