Remote Access Theory of Probability and Mathematical Statistics

Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

Contents of Volume 93

Heat equation in a multidimensional domain with a general stochastic measure
I. M. Bodnarchuk and G. M. Shevchenko.
Theor. Probability and Math. Statist. 93 (2016), 1-17
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Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains
V. V. Golomozyĭ and M. V. Kartashov.
Theor. Probability and Math. Statist. 93 (2016), 19-31
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Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
A. V. Ivanov and I. V. Orlovskyi.
Theor. Probability and Math. Statist. 93 (2016), 33-49
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Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model
A. V. Ivanov and V. V. Prikhod’ko.
Theor. Probability and Math. Statist. 93 (2016), 51-70
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A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences
M. K. Ilienko.
Theor. Probability and Math. Statist. 93 (2016), 71-78
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Cross-correlogram estimators of impulse response functions
Yu. V. Kozachenko and I. V. Rozora.
Theor. Probability and Math. Statist. 93 (2016), 79-91
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Large deviations problem for random evolution processes
V. S. Koroliuk and I. V. Samoilenko.
Theor. Probability and Math. Statist. 93 (2016), 93-101
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On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector
I. Kotsiuba and S. Mazur.
Theor. Probability and Math. Statist. 93 (2016), 103-112
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A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions
H. V. Livinska.
Theor. Probability and Math. Statist. 93 (2016), 113-122
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Adaptive test on means homogeneity by observations from a mixture
R. E. Maĭboroda and O. V. Sugakova.
Theor. Probability and Math. Statist. 93 (2016), 123-135
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Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets
Yu. S. Mishura and Ye. Yu. Munchak.
Theor. Probability and Math. Statist. 93 (2016), 137-152
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Interpolation of stationary sequences observed with a noise
M. P. Moklyachuk and M. I. Sidei.
Theor. Probability and Math. Statist. 93 (2016), 153-167
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Estimating multivariate extremal dependence: a new proposal
M. Ferreira.
Theor. Probability and Math. Statist. 93 (2016), 169-175
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Singular asymptotic normality of an estimator in the conic section fitting problem. II
S. V. Shklyar.
Theor. Probability and Math. Statist. 93 (2016), 177-196
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American Mathematical Society