Authors: Belomestny, Denis

Citation: Belomestny, Denis, On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems, Annals of applied probability , 21(1), 2011, pp. 215-239

Authors: Belomestny, Denis

Citation: Belomestny, Denis, Spectral estimation of the fractional order of a Lévy process, Annals of statistics , 38(1), 2010, pp. 317-351

Authors: Belomestny, Denis Krätschmer, Volker

Citation: Belomestny, Denis et Krätschmer, Volker, Optimal stopping under model uncertainty: randomized stopping times approach, Annals of applied probability , 26(2), 2016, pp. 1260-1295

Authors: Belomestny, Denis Krätschmer, Volker

Citation: Belomestny, Denis et Krätschmer, Volker, Addendum to "Optimal stopping under model uncertainty: randomized stopping times approach", Annals of applied probability , 27(2), 2017, pp. 1289-1293

Authors: Belomestny, Denis

Citation: Belomestny, Denis, Solving optimal stopping problems via empirical dual optimization, Annals of applied probability , 23(5), 2013, pp. 1988-2019

Authors: Belomestny, Denis Spokoiny, Vladimir

Citation: Belomestny, Denis et Spokoiny, Vladimir, Spatial Aggregation of Local Likelihood Estimates with Applications to Classification, Annals of statistics , 35(5), 2007, pp. 2287-2311