Nikolai Dokuchaev

855 total citations
97 papers, 416 citations indexed

About

Nikolai Dokuchaev is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Nikolai Dokuchaev has authored 97 papers receiving a total of 416 indexed citations (citations by other indexed papers that have themselves been cited), including 72 papers in Finance, 41 papers in Economics and Econometrics and 17 papers in Applied Mathematics. Recurrent topics in Nikolai Dokuchaev's work include Stochastic processes and financial applications (72 papers), Complex Systems and Time Series Analysis (27 papers) and Financial Risk and Volatility Modeling (21 papers). Nikolai Dokuchaev is often cited by papers focused on Stochastic processes and financial applications (72 papers), Complex Systems and Time Series Analysis (27 papers) and Financial Risk and Volatility Modeling (21 papers). Nikolai Dokuchaev collaborates with scholars based in Australia, United States and Canada. Nikolai Dokuchaev's co-authors include Xun Yu Zhou, Andrey V. Savkin, U. G. Haussmann, Lin‐Yee Hin, Alexandra Rodkina, Christian Bender, John A. D. Appleby, Benchawan Wiwatanapataphee and С. А. Гусев and has published in prestigious journals such as European Journal of Operational Research, IEEE Transactions on Signal Processing and Journal of Mathematical Analysis and Applications.

In The Last Decade

Nikolai Dokuchaev

79 papers receiving 371 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Nikolai Dokuchaev Australia 9 324 176 107 57 45 97 416
Christian Bender Germany 13 528 1.6× 209 1.2× 95 0.9× 81 1.4× 14 0.3× 43 630
Thilo Meyer‐Brandis Norway 14 649 2.0× 316 1.8× 159 1.5× 125 2.2× 41 0.9× 47 841
Romuald Élie France 13 381 1.2× 170 1.0× 141 1.3× 117 2.1× 30 0.7× 38 517
Denis Belomestny Germany 12 334 1.0× 74 0.4× 130 1.2× 47 0.8× 25 0.6× 79 510
Stefan Tappe Germany 10 350 1.1× 91 0.5× 64 0.6× 42 0.7× 36 0.8× 32 403
Samuel N. Cohen United Kingdom 10 308 1.0× 105 0.6× 143 1.3× 100 1.8× 31 0.7× 42 416
Jin Ma United States 15 669 2.1× 161 0.9× 161 1.5× 194 3.4× 60 1.3× 33 726
Wolfgang Runggaldier Italy 7 379 1.2× 103 0.6× 47 0.4× 60 1.1× 36 0.8× 12 446
Fabio Antonelli Italy 12 411 1.3× 90 0.5× 68 0.6× 121 2.1× 53 1.2× 23 481
Lijun Bo China 15 506 1.6× 127 0.7× 157 1.5× 80 1.4× 71 1.6× 77 598

Countries citing papers authored by Nikolai Dokuchaev

Since Specialization
Citations

This map shows the geographic impact of Nikolai Dokuchaev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nikolai Dokuchaev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nikolai Dokuchaev more than expected).

Fields of papers citing papers by Nikolai Dokuchaev

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nikolai Dokuchaev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nikolai Dokuchaev. The network helps show where Nikolai Dokuchaev may publish in the future.

Co-authorship network of co-authors of Nikolai Dokuchaev

This figure shows the co-authorship network connecting the top 25 collaborators of Nikolai Dokuchaev. A scholar is included among the top collaborators of Nikolai Dokuchaev based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nikolai Dokuchaev. Nikolai Dokuchaev is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dokuchaev, Nikolai. (2024). Spectral Representation of Two-Sided Signals from $\ell_\infty$ and Applications to Signal Processing. Problems of Information Transmission. 60(2). 113–126. 1 indexed citations
2.
Dokuchaev, Nikolai. (2023). Near-Ideal Predictors and Causal Filters for Discrete-Time Signals. Problems of Information Transmission. 59(2). 99–114. 1 indexed citations
3.
Dokuchaev, Nikolai. (2022). Predictors for High Frequency Signals Based on Rational Polynomial Approximation of Periodic Exponentials. Problems of Information Transmission. 58(4). 372–381. 1 indexed citations
4.
Dokuchaev, Nikolai. (2021). On Recovery of Discrete Time Signals with Single-Point Spectrum Degeneracy. Circuits Systems and Signal Processing. 41(4). 2136–2151.
5.
Wiwatanapataphee, Benchawan, et al.. (2020). The m-delay Autoregressive Model with Application. Computer Modeling in Engineering & Sciences. 122(2). 487–504. 1 indexed citations
6.
Dokuchaev, Nikolai. (2019). On recovery of discrete time signals from their periodic subsequences. Signal Processing. 162. 180–188. 1 indexed citations
7.
Dokuchaev, Nikolai. (2017). On the implied market price of risk under the stochastic numéraire. Annals of Finance. 14(2). 223–251.
8.
Hin, Lin‐Yee & Nikolai Dokuchaev. (2014). An Analysis of Volatility Spread via the Risk-Free Rate Proxy. SSRN Electronic Journal.
9.
Dokuchaev, Nikolai. (2012). Backward parabolic Ito equations and the second fundamental inequality. Random Operators and Stochastic Equations. 20(1). 69–102. 5 indexed citations
10.
Dokuchaev, Nikolai. (2012). On predictors for band-limited and high-frequency time series. Signal Processing. 92(10). 2571–2575. 6 indexed citations
11.
Dokuchaev, Nikolai. (2010). Regularity for some backward heat equations. Journal of Physics A Mathematical and Theoretical. 43(8). 85201–85201. 4 indexed citations
12.
Dokuchaev, Nikolai. (2009). Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations. ESAIM Control Optimisation and Calculus of Variations. 16(3). 635–647. 3 indexed citations
13.
Dokuchaev, Nikolai. (2009). Optimal gradual liquidation of equity from a risky asset. Applied Economics Letters. 17(13). 1305–1308. 1 indexed citations
14.
Dokuchaev, Nikolai. (2008). Estimates for first exit times of non-Markovian Itô processes. Stochastics. 80(4). 397–406. 3 indexed citations
15.
Dokuchaev, Nikolai. (2007). Maximin investment problems for discounted and total wealth. IMA Journal of Management Mathematics. 19(1). 63–74. 7 indexed citations
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Dokuchaev, Nikolai. (2004). Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach. Theory of Probability and Its Applications. 48(1). 45–62. 4 indexed citations
19.
Dokuchaev, Nikolai & Xun Yu Zhou. (1999). Stochastic Controls with Terminal Contingent Conditions. Journal of Mathematical Analysis and Applications. 238(1). 143–165. 70 indexed citations
20.
Dokuchaev, Nikolai. (1995). Distributions of Itô Processes: Estimates for the Density and for Conditional Expectations of Integral Functionals. Theory of Probability and Its Applications. 39(4). 662–670. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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