Euler approximations of anticipating quasilinear stochastic differential equations

JOURNAL ARTICLE published 6 September 2006 in Theory of Probability and Mathematical Statistics

Authors: Georgiĭ Shevchenko

Second order necessary conditions of optimality for stochastic systems with variable delay

JOURNAL ARTICLE published 2011 in Theory of Probability and Mathematical Statistics

Authors: Ch. A. Agayeva

Nonlinearly perturbed renewal equations: The nonpolynomial case

JOURNAL ARTICLE published 2012 in Theory of Probability and Mathematical Statistics

Authors: Ying Ni

An adaptive moment estimator of a parameter of a distribution constructed from observations with admixture

JOURNAL ARTICLE published 24 January 2008 in Theory of Probability and Mathematical Statistics

Authors: N. Lodatko | R. Maĭboroda

Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular

JOURNAL ARTICLE published 7 February 2017 in Theory of Probability and Mathematical Statistics

Authors: A. V. Ivanov | I. V. Orlovskyi

Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters

JOURNAL ARTICLE published 26 January 2015 in Theory of Probability and Mathematical Statistics

Authors: A. V. Ivanov | B. M. Zhurakovskyi

On the distribution of the maximum of the telegraph process

JOURNAL ARTICLE published 29 March 2021 in Theory of Probability and Mathematical Statistics

Authors: F. Cinque | E. Orsingher

Malliavin calculus for Lévy processes with arbitrary Lévy measures

JOURNAL ARTICLE published 18 August 2006 in Theory of Probability and Mathematical Statistics

Authors: A. M. Kulik

Limit behavior of the Rosenblatt Ornstein–Uhlenbeck process with respect to the Hurst index

JOURNAL ARTICLE published 19 August 2019 in Theory of Probability and Mathematical Statistics

Authors: M. Slaoui | C. A. Tudor

On the ruin probability of an insurance company dealing in a $BS$-market

JOURNAL ARTICLE published in Theory of Probability and Mathematical Statistics

Authors: A. V. Baev | B. V. Bondarev

Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors

JOURNAL ARTICLE published 5 August 2020 in Theory of Probability and Mathematical Statistics

Authors: Yu. S. Kharin | V. A. Voloshko

Bounded in the mean of order $p$ solutions of a difference equation with a jump of the operator coefficient

JOURNAL ARTICLE published 5 January 2021 in Theory of Probability and Mathematical Statistics

Authors: M. F. Gorodnii | I. V. Gonchar

Stochastic differential equations with discontinuous diffusion coefficients

JOURNAL ARTICLE published 3 October 2023 in Theory of Probability and Mathematical Statistics

Authors: Soledad Torres | Lauri Viitasaari

Editorial

JOURNAL ARTICLE published 3 October 2023 in Theory of Probability and Mathematical Statistics

Authors: Taras Bodnar | Ostap Okhrin

A note on the prediction error of principal component regression in high dimensions

JOURNAL ARTICLE published 3 October 2023 in Theory of Probability and Mathematical Statistics

Authors: Laura Hucker | Martin Wahl

A random variable whose digits in the $widetilde {L}$-representation have the Markovian dependence

JOURNAL ARTICLE published 4 February 2016 in Theory of Probability and Mathematical Statistics

Authors: M. V. Prats’ovytyĭ | Yu. V. Khvorostina

Temporal properties of the stochastic fractional heat equation with spatially-colored noise

JOURNAL ARTICLE published 10 May 2024 in Theory of Probability and Mathematical Statistics

Authors: Ran Wang | Yimin Xiao

Characterization of the least squares estimator: Mis-specified multivariate isotonic regression model with dependent errors

JOURNAL ARTICLE published 10 May 2024 in Theory of Probability and Mathematical Statistics

Authors: Pramita Bagchi | Subhra Dhar

On the pointwise regularity of the Multifractional Brownian Motion and some extensions

JOURNAL ARTICLE published 10 May 2024 in Theory of Probability and Mathematical Statistics

Authors: C. Esser | L. Loosveldt

Editorial

JOURNAL ARTICLE published 4 August 2020 in Theory of Probability and Mathematical Statistics