Даниил Осипов
Books published
Mynbaev, K. 2015. AP Stats and Business Stats: Raising the bar (paperback).Lulu Press, Inc. ISBN 131268559X. Here is the pdf copy

Mynbaev, K. 2011. Short-memory linear processes and econometric applications. Wiley & Sons. ISBN 0470924195.

Mynbaev, K. 2010. Companion for "Statistics for business and economics" by Paul Newbold, William L. Carlson and Betty Thorne. 2010.

Mynbaev, K. 2004. Econometrics (1st edition, in Portuguese). Fundação Getúlio Vargas, Brazil. (With Alan Lemos).

Mynbaev, K. 2004. Econometrics (2nd edition, in Russian). Atamura, Almaty, Kazakhstan: Atamura. (With Alan Lemos).

Mynbaev, K. 2001. The strengths and weaknesses of approximable regressors. Two Essays on Econometrics. Expressão Gráfica, Fortaleza. (With L. I. M. Castelar).

Mynbaev, K. 1988. Weighted functional spaces and the spectrum of differential operators (in Russian). Moscow: Nauka. (With M. O. Otelbaev).
Workin papers
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view. Statistics and Probability Letters, 2017, 123, 17-22. With C. Martins Filho.

A class of nonparametric density derivative estimators based on global Lipschitz conditions. Essays in Honor of Aman Ullah. Advances in Econometrics, Volume 36, 591–615, 2016. With C. Martins Filho and A. Aipenova.

Consistency and asymptotic normality for a nonparametric prediction under measurement errors. Journal of Multivariate Analysis, 139, 2015, 166–188. With C. Martins Filho.

Improving bias in kernel density estimation. Statistics and Probability Letters 2014, 94, 106-112. With Saralees Nadarajah, Christopher S. Withers, Aziza S. Aipenova.

Distributions escaping to infinity and the limiting power of the Cliff–Ord test for autocorrelation. ISRN Probability and Statistics, vol. 2012 (2012), Article ID 926164, 39 pages, doi:10.5402/2012/926164.

Regressions with asymptotically collinear regressors. Econometrics Journal 2011, 14, 304–320.

Asymptotic distribution of the OLS estimator for a mixed regressive, spatial autoregressive model. Journal of Multivariate Analysis 2010, 101, 733-748.

Bias reduction in kernel density estimation via Lipschitz conditions. Journal of Nonparametric Statistics 2010, 22, 219-235. With Carlos Martins-Filho.

Central limit theorems for weighted sums of linear processes: Lp-approximability versus Brownian motion. Econometric Theory 2009, 25, 748-763.

Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model. Journal of Multivariate Analysis 2008, 99, 245-277. With Aman Ullah.

Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Communications in Statistics 2006, 35, 499-520.

Old Age Poverty and Its Impact on the Pension System. (2004) In: The New Pensions in Kazakhstan: Challenges in Making the Transition. Section 3, pp. 42-45, Report No 30873-KZ, Human Development Sector Unit for Europe and Central Asia Region, Document of the World Bank. May 2004. With Sabit Khakimzhanov.

Lp-approximable sequences of vectors and limit distribution of quadratic forms of random variables. Advances in Applied Mathematics 2001, 26, 302-329.

"Modeling high frequency financial markets and applications" (2012-2014)

"Prediction of rare events and spatial effects in financial and commodity markets" (2015-2017).

EERC 2002,

World Bank 2002-2003,

ILO (UK) 2004-2005.
Personal website

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