Contents of Volume 88

All articles in this issue are freely accessible.

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Diffusion approximation of systems with weakly ergodic Markov perturbations. II

A. Yu. Veretennikov and A. M. Kulik.
Theor. Probability and Math. Statist. 88 (2014), 1-17
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Statistical modelling of a 3D random field by using the Kotelnikov–Shannon decomposition

Z. O. Vyzhva and K. V. Fedorenko.
Theor. Probability and Math. Statist. 88 (2014), 19-34
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An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition

V. V. Golomozyĭ.
Theor. Probability and Math. Statist. 88 (2014), 35-49
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On the distribution of functionals of the subordinator

D. V. Gusak.
Theor. Probability and Math. Statist. 88 (2014), 51-66
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Extrapolation of periodically correlated stochastic processes observed with noise

I. I. Dubovets’ka and M. P. Moklyachuk.
Theor. Probability and Math. Statist. 88 (2014), 67-83
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The multivariate Black & Scholes market: conditions for completeness and no-arbitrage

J. Dhaene, A. Kukush and D. Linders.
Theor. Probability and Math. Statist. 88 (2014), 85-98
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Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

O. V. Ivanov and I. K. Matsak.
Theor. Probability and Math. Statist. 88 (2014), 99-108
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The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains

M. V. Kartashov.
Theor. Probability and Math. Statist. 88 (2014), 109-121
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An approximation of stochastic processes belonging to the Orlicz space in the norm of the space $C[0,\infty )$

Yu. V. Kozachenko and O. E. Kamenshchikova.
Theor. Probability and Math. Statist. 88 (2014), 123-138
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Convergence of exit times for diffusion processes

Yu. S. Mishura and V. V. Tomashyk.
Theor. Probability and Math. Statist. 88 (2014), 139-149
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Large deviations for impulsive processes in the scheme of the Lévy approximation

I. V. Samoĭlenko.
Theor. Probability and Math. Statist. 88 (2014), 151-160
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Moment measures of mixed empirical random point processes and marked point processes in compact metric spaces. I

M. G. Semeĭko.
Theor. Probability and Math. Statist. 88 (2014), 161-174
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The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model

I. O. Sen’ko.
Theor. Probability and Math. Statist. 88 (2014), 175-190
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A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case

O. O. Synyavs’ka.
Theor. Probability and Math. Statist. 88 (2014), 191-201
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The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor

S. V. Shklyar.
Theor. Probability and Math. Statist. 88 (2014), 203-216
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