A periodic Levinson-Durbin algorithm for entropy maximization. - Georgi N. Boshnakov; Sophie Lambert-Lacroix (Comput. Stat. Data Anal., 2012)

Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. - Nikolay Y. Nikolaev; Georgi N. Boshnakov; Robert Zimmer (Expert Syst. Appl., 2013)

An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes. - Sourav Das; Tata Subba Rao; Georgi N. Boshnakov (Commun. Stat. Simul. Comput., 2020)

Bayesian analysis of mixture autoregressive models covering the complete parameter space. - Davide Ravagli; Georgi N. Boshnakov (Comput. Stat., 2022)