AMS eContent Search Results 
[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)
5170.
Abstract, references, and article information
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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)
7178.
Abstract, references, and article information
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[3] 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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[4] 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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[5] D. V. Gusak.
On the distribution of functionals of the subordinator.
Theor. Probability and Math. Statist.
88
(2014)
5166.
Abstract, references, and article information
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[6] Yu. S. Mishura and V. V. Tomashyk.
Optimal stopping time problem for random walks with polynomial reward functions.
Theor. Probability and Math. Statist.
86
(2013)
155167.
Abstract, references, and article information
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[7] 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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[8] D. V. Gusak.
A simplified version of Spitzer's formula for semicontinuous and almost semicontinuous processes.
Theor. Probability and Math. Statist.
85
(2012)
6171.
Abstract, references, and article information
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[9] 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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[10] 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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[11] D. V. Gusak.
The cumulant representation of the Lundberg root in the case of semicontinuous processes.
Theor. Probability and Math. Statist.
82
(2011)
110.
MR 2790479.
Abstract, references, and article information
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[12] D. V. Gusak.
Prelimit and limit generalizations of the Pollaczek–Khinchin formula.
Theor. Probability and Math. Statist.
80
(2010)
3746.
MR 2541950.
Abstract, references, and article information
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[13] O. M. Soloveyko and G. M. Shevchenko.
On the rate of convergence of prices of barrier options with discrete and continuous time.
Theor. Probability and Math. Statist.
79
(2009)
171178.
MR 2494546.
Abstract, references, and article information
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[14] B. L. S. Prakasa Rao and M. Sreehari.
Limit theorem for maximal segmental score for random sequences of random length.
Theor. Probability and Math. Statist.
76
(2008)
155158.
MR 2368747.
Abstract, references, and article information
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[15] E. V. Karnaukh.
Overshoot functionals for almost semicontinuous processes defined on a Markov chain.
Theor. Probability and Math. Statist.
76
(2008)
4957.
MR 2368739.
Abstract, references, and article information
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[16] D. V. Gusak.
Versions of a compound Poisson process.
Theor. Probability and Math. Statist.
69
(2004)
2738.
MR 2110902.
Abstract, references, and article information
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[17] T. V. Kadankova.
Twoboundary problems for a random walk with negative geometric jumps.
Theor. Probability and Math. Statist.
68
(2004)
5566.
MR 2000395.
Abstract, references, and article information
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[18] D. V. Gusak.
Exit time functionals for integervalued Poisson processes.
Theor. Probability and Math. Statist.
68
(2004)
2739.
MR 2000392.
Abstract, references, and article information
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