AMS eContent Search Results 
[1] 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)
163173.
Abstract, references, and article information
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[2] 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)
6170.
Abstract, references, and article information
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[3] 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)
183200.
Abstract, references, and article information
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[4] 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)
1322.
Abstract, references, and article information
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[5] 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)
87101.
Abstract, references, and article information
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[6] O. I. Ponomarenko.
Discrete representations of second order random functions. II.
Theor. Probability and Math. Statist.
87
(2013)
171183.
Abstract, references, and article information
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[7] 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)
4149.
Abstract, references, and article information
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[8] 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)
199208.
Abstract, references, and article information
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[9] O. I. Ponomarenko.
Discrete representations of second order random functions. I.
Theor. Probability and Math. Statist.
86
(2013)
183192.
Abstract, references, and article information
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[10] V. V. Buldygin and K. K. Moskvichova.
The subGaussian norm of a binary random variable.
Theor. Probability and Math. Statist.
86
(2013)
3349.
Abstract, references, and article information
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[11] M. K. Runovska.
Convergence of series of elements of multidimensional Gaussian Markov sequences.
Theor. Probability and Math. Statist.
84
(2012)
139150.
Abstract, references, and article information
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[12] 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 longrange dependence.
Theor. Probability and Math. Statist.
84
(2012)
1531.
Abstract, references, and article information
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[13] 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)
1325.
MR 2768845.
Abstract, references, and article information
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[14] M. K. Runovska.
Convergence of series of Gaussian Markov sequences.
Theor. Probability and Math. Statist.
83
(2011)
149162.
MR 2768855.
Abstract, references, and article information
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[15] K. V. Ral’chenko.
Approximation of multifractional Brownian motion by absolutely continuous processes.
Theor. Probability and Math. Statist.
82
(2011)
115127.
MR 2790487.
Abstract, references, and article information
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[16] 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)
101115.
MR 2667313.
Abstract, references, and article information
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[17] 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)
117130.
MR 2667314.
Abstract, references, and article information
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[18] K. V. Ral’chenko and G. M. Shevchenko.
Path properties of multifractal Brownian motion.
Theor. Probability and Math. Statist.
80
(2010)
119130.
MR 2541957.
Abstract, references, and article information
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[19] Yu. S. Mishura and O. L. Banna.
Approximation of fractional Brownian motion by Wiener integrals.
Theor. Probability and Math. Statist.
79
(2009)
107116.
MR 2494540.
Abstract, references, and article information
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[20] 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)
131139.
MR 2368745.
Abstract, references, and article information
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[21] 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)
5976.
Abstract, references, and article information
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[22] 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)
113.
MR 2368734.
Abstract, references, and article information
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[23] K. V. Ral'chenko.
Twoparameter GarsiaRodemichRumsey inequality and its application to fractional Brownian fields.
Theor. Probability and Math. Statist.
75
(2007)
167178.
MR 2321190.
Abstract, references, and article information
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[24] 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)
93108.
MR 2321184.
Abstract, references, and article information
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[25] 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)
5164.
MR 2321180.
Abstract, references, and article information
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[26] 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)
1929.
MR 2213333.
Abstract, references, and article information
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[27] O. I. Ponomarenko and Yu. D. Perun.
Multidimensional weakly stationary random functions on semigroups.
Theor. Probability and Math. Statist.
73
(2006)
151162.
MR 2213849.
Abstract, references, and article information
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[28] 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)
117124.
Abstract, references, and article information
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[29] S. V. Posashkov.
Optimal filtration for systems with fractional Brownian noises.
Theor. Probability and Math. Statist.
72
(2006)
135144.
MR 2168143.
Abstract, references, and article information
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[30] Yulia Mishura.
An estimate of ruin probabilities for long range dependence models.
Theor. Probability and Math. Statist.
72
(2006)
103111.
Abstract, references, and article information
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