Nikolai Dokuchaev

According to our database, Nikolai Dokuchaev authored at least 48 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Spectral Representation of Two-Sided Signals from ℓ_∞ and Applications to Signal Processing.

N. G. Dokuchaev

Probl. Inf. Transm., June, 2024

Sampling Theorem and interpolation formula for non-vanishing signals.

Nikolai Dokuchaev

CoRR, 2024

On predicting for non-vanishing continuous time signals.

Nikolai Dokuchaev

CoRR, 2024

2023

Near-Ideal Predictors and Causal Filters for Discrete-Time Signals.

Nikolai Dokuchaev

Probl. Inf. Transm., July, 2023

Near-ideal predictors and causal filters for discrete time signals based on causal approximations.

Nikolai Dokuchaev

CoRR, 2023

2022

Predictors for High Frequency Signals Based on Rational Polynomial Approximation of Periodic Exponentials.

Nikolai Dokuchaev

Probl. Inf. Transm., 2022

Optimal portfolio and certainty equivalence estimator for the appreciation rate.

Nikolai Dokuchaev

Math. Control. Signals Syst., 2022

On Recovery of Discrete Time Signals with Single-Point Spectrum Degeneracy.

Nikolai Dokuchaev

Circuits Syst. Signal Process., 2022

Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials.

Nikolai Dokuchaev

CoRR, 2022

2021

On Data Compression and Recovery for Sequences Using Constraints on the Spectrum Range.

N. G. Dokuchaev

Probl. Inf. Transm., 2021

On recovering missing values for discrete time signals with finite sets of spectrum degeneracy.

Nikolai Dokuchaev

Digit. Signal Process., 2021

2020

Limited memory predictors with compact explicit representations.

Nikolai Dokuchaev

CoRR, 2020

2019

On recovery of discrete time signals from their periodic subsequences.

Nikolai Dokuchaev

Signal Process., 2019

On spectral analysis and extrapolation for processes on branched 1-manifolds.

Nikolai Dokuchaev

CoRR, 2019

On recoverability of finite traces of square-summable sequences.

Nikolai Dokuchaev

CoRR, 2019

2018

A Closed Equation in Time Domain for Band-Limited Extensions of One-Sided Sequences.

Nikolai Dokuchaev

IEEE Trans. Signal Process., 2018

On recovery of signals with single point spectrum degeneracy.

Nikolai Dokuchaev

CoRR, 2018

On recovery of sequences from subsequences: the case of non-periodic spectrum gaps.

Nikolai Dokuchaev

CoRR, 2018

Predictability of sequences and subsequences with spectrum degeneracy at periodically located points.

Nikolai Dokuchaev

CoRR, 2018

On causal extrapolation of sequences with applications to forecasting.

Nikolai Dokuchaev

Appl. Math. Comput., 2018

2017

On exact and optimal recovering of missing values for sequences.

Nikolai Dokuchaev

Signal Process., 2017

First Order BSPDEs in Higher Dimension for Optimal Control Problems.

Nikolai Dokuchaev

SIAM J. Control. Optim., 2017

On detecting predictability of one-sided sequences.

Nikolai Dokuchaev

Digit. Signal Process., 2017

On data recovery with restraints on the spectrum range and the process range.

Nikolai Dokuchaev

CoRR, 2017

Spectrum degeneracy and impact on extrapolation and sampling for functions on branching lines.

Nikolai Dokuchaev

CoRR, 2017

Pathwise continuous time spectrum degeneracy at a single point and weak predictability.

Nikolai Dokuchaev

CoRR, 2017

2016

Near-ideal causal smoothing filters for the real sequences.

Nikolai Dokuchaev

Signal Process., 2016

On asymptotic optimality of Merton's myopic portfolio strategies under time discretization.

Alexandra Rodkina, Nikolai Dokuchaev

IMA J. Math. Control. Inf., 2016

Optimal data recovery and forecasting with dummy long-horizon forecasts.

Nikolai Dokuchaev

CoRR, 2016

On sampling theorem with sparse decimated samples.

Nikolai Dokuchaev

CoRR, 2016

On recovering missing values with minimal error.

Nikolai Dokuchaev

CoRR, 2016

On recovering missing values in a pathwise setting.

Nikolai Dokuchaev

CoRR, 2016

On Nyquist-Shannon Theorem with one-sided half of sampling sequence.

Nikolai Dokuchaev

CoRR, 2016

On detecting and quantification of randomness for one-sided sequences.

Nikolai Dokuchaev

CoRR, 2016

2015

On Transmission of a Continuous Signal via a Noiseless Binary Channel.

Nikolai Dokuchaev

IEEE Signal Process. Lett., 2015

2013

Optimal replication of random vectors by ordinary integrals.

Nikolai Dokuchaev

Syst. Control. Lett., 2013

Transmission of a continuous signal via one-bit capacity channel.

Nikolai Dokuchaev

CoRR, 2013

Optimal replication of random claims by ordinary integrals with applications in finance.

Nikolai Dokuchaev

Proceedings of the SIAM Conference on Control and its Applications, 2013

Forecasting for Discrete Time Processes based on Causal Band-limited Approximation.

Nikolai Dokuchaev

Proceedings of the ICORES 2013, 2013

2012

Predictors for Discrete Time Processes With Energy Decay on Higher Frequencies.

Nikolai Dokuchaev

IEEE Trans. Signal Process., 2012

On predictors for band-limited and high-frequency time series.

Nikolai Dokuchaev

Signal Process., 2012

On sub-ideal causal smoothing filters.

Nikolai Dokuchaev

Signal Process., 2012

2011

Frequency Criteria for Optimal Control Existence of Stochastic Models

Peter Situmbeko Nalitolela, Nikolai Dokuchaev

CoRR, 2011

The structure of optimal portfolio strategies for continuous time markets

Nikolai Dokuchaev

CoRR, 2011

2010

Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies.

Nikolai Dokuchaev

Signal Process., 2010

Optimality of myopic strategies for multi-stock discrete time market with management costs.

Nikolai Dokuchaev

Eur. J. Oper. Res., 2010

2007

Discrete time market with serial correlations and optimal myopic strategies.

Nikolai Dokuchaev

Eur. J. Oper. Res., 2007

2005

Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter.

Nikolai Dokuchaev

SIAM J. Control. Optim., 2005