Add to ORKGThe estimate of the variogram of stationary stochastic process with discrete time is constructed. Limit distribution of examined estimate is found
The conditions on the approximation of the solution of Ito stochastic differential equation by the s...
The function describing the dependence structure of multidimentional stable process with descrete ti...
Within the theory of continuous Markovian processes the first and the second moments of the first-pa...
The estimate of the variogram of stationary stochastic process with discrete time is constructed. Li...
The estimate of the variogram of stationary stochastic process with discrete time is constructed. Hi...
In this article stationary random process with non-regular observations are considered. The estimati...
In this article a speed of convergence in probability of a smoothed periodogram to a spectral densit...
The consistent estimate of a spectral density of a discrete real stationary random process by 2π-per...
In this article an enlarged periodogram of the discrete real stable stationary random process is bei...
The paper deals with parsimonious models of Markov chains. We present description of the developed s...
The approximation of solution of stochastic differential equation in Ito’s form is considered
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
In this article limit distribution of estimates of mixed moments of higher orders of stationary stoc...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
The limiting distribution of the smoothed spectral density estimate of stationary time series is inv...
The conditions on the approximation of the solution of Ito stochastic differential equation by the s...
The function describing the dependence structure of multidimentional stable process with descrete ti...
Within the theory of continuous Markovian processes the first and the second moments of the first-pa...
The estimate of the variogram of stationary stochastic process with discrete time is constructed. Li...
The estimate of the variogram of stationary stochastic process with discrete time is constructed. Hi...
In this article stationary random process with non-regular observations are considered. The estimati...
In this article a speed of convergence in probability of a smoothed periodogram to a spectral densit...
The consistent estimate of a spectral density of a discrete real stationary random process by 2π-per...
In this article an enlarged periodogram of the discrete real stable stationary random process is bei...
The paper deals with parsimonious models of Markov chains. We present description of the developed s...
The approximation of solution of stochastic differential equation in Ito’s form is considered
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
In this article limit distribution of estimates of mixed moments of higher orders of stationary stoc...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
The limiting distribution of the smoothed spectral density estimate of stationary time series is inv...
The conditions on the approximation of the solution of Ito stochastic differential equation by the s...
The function describing the dependence structure of multidimentional stable process with descrete ti...
Within the theory of continuous Markovian processes the first and the second moments of the first-pa...