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Results: 1 to 30 of 35 found      Go to page: 1 2

[1] A. V. Ivanov and V. V. Prikhod’ko. Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model. Theor. Probability and Math. Statist. 93 (2016) 51-70.
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[2] M. K. Ilienko. A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences. Theor. Probability and Math. Statist. 93 (2016) 71-78.
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[3] T. O. Yanevich. An $L_p$-criterion for testing a hypothesis about the covariance function of a random sequence. Theor. Probability and Math. Statist. 92 (2016) 163-173.
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[4] O. V. Ivanov and K. K. Moskvichova. Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model. Theor. Probability and Math. Statist. 91 (2015) 61-70.
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[5] N. V. Troshki. Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(\mathbb{T})$, $p\geq 1$. Theor. Probability and Math. Statist. 90 (2015) 183-200.
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[6] O. L. Banna, Yu. S. Mishura and S. V. Shklyar. Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Theor. Probability and Math. Statist. 90 (2015) 13-22.
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[7] O. V. Ivanov and K. K. Moskvichova. Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Theor. Probability and Math. Statist. 90 (2015) 87-101.
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[8] O. I. Ponomarenko. Discrete representations of second order random functions. II. Theor. Probability and Math. Statist. 87 (2013) 171-183.
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[9] V. Doroshenko, Yu. Mishura and O. Banna. The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels. Theor. Probability and Math. Statist. 87 (2013) 41-49.
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[10] G. M. Shevchenko and T. O. Shalaiko. Approximation of random variables by functionals of the increments of a fractional Brownian motion. Theor. Probability and Math. Statist. 87 (2013) 199-208.
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[11] O. I. Ponomarenko. Discrete representations of second order random functions. I. Theor. Probability and Math. Statist. 86 (2013) 183-192.
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[12] V. V. Buldygin and K. K. Moskvichova. The sub-Gaussian norm of a binary random variable. Theor. Probability and Math. Statist. 86 (2013) 33-49.
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[13] M. K. Runovska. Convergence of series of elements of multidimensional Gaussian Markov sequences. Theor. Probability and Math. Statist. 84 (2012) 139-150.
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[14] M. V. Bratyk, Yu. V. Kozachenko and Yu. S. Mishura. Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence. Theor. Probability and Math. Statist. 84 (2012) 15-31.
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[15] O. L. Banna and Yu. S. Mishura. A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Theor. Probability and Math. Statist. 83 (2011) 13-25. MR 2768845.
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[16] M. K. Runovska. Convergence of series of Gaussian Markov sequences. Theor. Probability and Math. Statist. 83 (2011) 149-162. MR 2768855.
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[17] K. V. Ral’chenko. Approximation of multifractional Brownian motion by absolutely continuous processes. Theor. Probability and Math. Statist. 82 (2011) 115-127. MR 2790487.
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[18] N. V. Kruglova. Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines. Theor. Probability and Math. Statist. 81 (2010) 101-115. MR 2667313.
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[19] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Theor. Probability and Math. Statist. 81 (2010) 117-130. MR 2667314.
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[20] K. V. Ral’chenko and G. M. Shevchenko. Path properties of multifractal Brownian motion. Theor. Probability and Math. Statist. 80 (2010) 119-130. MR 2541957.
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[21] Yu. S. Mishura and O. L. Banna. Approximation of fractional Brownian motion by Wiener integrals. Theor. Probability and Math. Statist. 79 (2009) 107-116. MR 2494540.
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[22] Yu. S. Mishura and S. V. Posashkov. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. Theor. Probability and Math. Statist. 76 (2008) 131-139. MR 2368745.
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[23] Yu. V. Kozachenko and Yu. S. Mishura. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. II. Theor. Probability and Math. Statist. 76 (2008) 59-76.
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[24] M. O. Androshchuk. An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks. Theor. Probability and Math. Statist. 76 (2008) 1-13. MR 2368734.
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[25] K. V. Ral'chenko. Two-parameter Garsia--Rodemich--Rumsey inequality and its application to fractional Brownian fields. Theor. Probability and Math. Statist. 75 (2007) 167-178. MR 2321190.
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[26] Yu. S. Mishura and S. A. Il'chenko. Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field. Theor. Probability and Math. Statist. 75 (2007) 93-108. MR 2321184.
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[27] Yu. V. Kozachenko and Yu. S. Mishura. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I. Theor. Probability and Math. Statist. 75 (2007) 51-64. MR 2321180.
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[28] T. O. Androshchuk. Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Theor. Probability and Math. Statist. 73 (2006) 19-29. MR 2213333.
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[29] O. I. Ponomarenko and Yu. D. Perun. Multidimensional weakly stationary random functions on semigroups. Theor. Probability and Math. Statist. 73 (2006) 151-162. MR 2213849.
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[30] Yu. S. Mishura and S. V. Posashkov. Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. Theor. Probability and Math. Statist. 73 (2006) 117-124.
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Results: 1 to 30 of 35 found      Go to page: 1 2


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