Albert N. Shiryaev

136 papers and 9.0k indexed citations i.

About

Albert N. Shiryaev has authored 136 papers that have received a total of 9.0k indexed citations. This includes 63 papers in Finance, 25 papers in Statistics, Probability and Uncertainty and 25 papers in Mathematical Physics. The topics of these papers are Stochastic processes and financial applications (58 papers), Advanced Statistical Process Monitoring (21 papers) and Financial Risk and Volatility Modeling (16 papers). Albert N. Shiryaev is often cited by papers focused on Stochastic processes and financial applications (58 papers), Advanced Statistical Process Monitoring (21 papers) and Financial Risk and Volatility Modeling (16 papers) and collaborates with scholars based in Russia, France and United Kingdom. Albert N. Shiryaev's co-authors include R. Liptser, Goran Peškir, Альберт Николаевич Ширяев, Yu. M. Kabanov and L. A. Shepp and has published in prestigious journals such as Journal of the American Statistical Association, The Annals of Statistics and Journal of Mathematical Analysis and Applications

In The Last Decade

Rankless by CCL
2025