Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes

JOURNAL ARTICLE published 21 March 2014 in Theory of Probability and Mathematical Statistics

Authors: V. V. Buldygin | O. I. Klesov | J. G. Steinebach

Asymptotics of empirical Bayes risk in the classification of a mixture of two components with varying concentrations

JOURNAL ARTICLE published 26 August 2005 in Theory of Probability and Mathematical Statistics

Authors: Yu. O. Ivan’ko

Editorial

JOURNAL ARTICLE published 28 February 2018 in Theory of Probability and Mathematical Statistics

Authors: V. Korolyuk | Yu. Kozachenko | Yu. Mishura | L. Sakhno

Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(mathbb {T})$, $pgeq 1$

JOURNAL ARTICLE published 11 August 2015 in Theory of Probability and Mathematical Statistics

Authors: N. V. Troshki

Overshoot functionals for almost semicontinuous processes defined on a Markov chain

JOURNAL ARTICLE published 2008 in Theory of Probability and Mathematical Statistics

Authors: E. V. Karnaukh

The optimal hedging price of a European type contingent claim

JOURNAL ARTICLE published 2008 in Theory of Probability and Mathematical Statistics

Authors: S. V. Posashkov

A precise upper bound for the error of interpolation of stochastic processes

JOURNAL ARTICLE published 30 December 2005 in Theory of Probability and Mathematical Statistics

Authors: A. Ya. Olenko | T. K. Pogány

Asymptotic properties of integral functionals of fractional Brownian fields

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

Authors: V. I. Makogin

An essay on Gnedenko’s theorem

JOURNAL ARTICLE published 7 February 2005 in Theory of Probability and Mathematical Statistics

Authors: A. Yu. Veretennikov

Construction and analysis of probability models for controlled evolutionary systems

JOURNAL ARTICLE published 14 January 2013 in Theory of Probability and Mathematical Statistics

Authors: M. A. Fedotkin

Simulation of a fractional Brownian motion in the space $L_p([0,T])$

JOURNAL ARTICLE published 21 February 2019 in Theory of Probability and Mathematical Statistics

Authors: Yu. V. Kozachenko | A. O. Pashko | O. I. Vasylyk

Asymptotic quantization errors for unbounded quantizers

JOURNAL ARTICLE published 25 January 2008 in Theory of Probability and Mathematical Statistics

Authors: M. Shykula

Evaluation of bias in higher-order spectral estimation

JOURNAL ARTICLE published 2010 in Theory of Probability and Mathematical Statistics

Authors: V. V. Anh | N. N. Leonenko | L. M. Sakhno

Inequalities for the distributions of functionals of sub-Gaussian vectors

JOURNAL ARTICLE published 2010 in Theory of Probability and Mathematical Statistics

Authors: V. V. Buldygin | E. D. Pechuk

Sufficient conditions for the convergence of local-time type functionals of Markov approximations

JOURNAL ARTICLE published 2008 in Theory of Probability and Mathematical Statistics

Authors: Yu. M. Kartashov

Estimation of parameters of a mixture of two symmetric distributions from a biased sample

JOURNAL ARTICLE published 6 August 2015 in Theory of Probability and Mathematical Statistics

Authors: T. Gorbach

Strong Markov approximation of Lévy processes and their generalizations in a scheme of series

JOURNAL ARTICLE published 20 August 2013 in Theory of Probability and Mathematical Statistics

Authors: T. I. Kosenkova

The invariance principle for the Ornstein–Uhlenbeck process with fast Poisson time: An estimate for the rate of convergence

JOURNAL ARTICLE published 2008 in Theory of Probability and Mathematical Statistics

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

Extrapolation of stationary random fields via level sets

JOURNAL ARTICLE published 16 May 2022 in Theory of Probability and Mathematical Statistics

Authors: A. Das | V. Makogin | E. Spodarev

The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations

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

Authors: O. V. Ivanov | O. V. Lymar