In this paper, we consider a continuous in mean square homogeneous and isotropic Gaussian random field. A criterion for testing hypotheses about the covariance function of such field using estimates for its norm in the space $L_p(\mathbb{T}), p\geq 1$ is constructed.В даній роботі розглядаються однорідне та ізотропне неперервне в середньому квадратичному випадкове поле . Тут побудований критерій для перевірки гіпотези про вигляд коваріаційної функції однорідного та ізотропного випадкового поля
In this paper we studied the simulation and estimates analysis of parameters of stable random variab...
In this paper we give an asymptotic distribution function with an estimate of the residual term for ...
In the paper, we have found order asymptotic estimates of approximations, in the strong sense, relat...
The paper is devoted to the performance and robustness analysis of sequential testing of simple hypo...
In this paper, a nonparametric estimation of a generalized regression function is proposed. The rea...
Uniform strong laws of large numbers and the central limit theorem for special sequential empirical ...
Uniform strong laws of large numbers and the central limit theorem for special sequential empirical ...
In this article we study simple integral-type estimator of distribution function under random right ...
This paper introduces four representations of characteristic function of stable random variables. Co...
In this article the moments of the estimate of spectral density constructed from averaging of modifi...
The amplitude modulated version of random process is investigated. Case, when the irregularities in ...
In this paper we consider an inhomogeneous competing risks model. For the likelihood ratio statisti...
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
The problem of asymptotic analysis of power of criterion, which is based on spectral density estimat...
On the basis of the principle of maximum entropy, the distribution is obtained, asymptotically appr...
In this paper we studied the simulation and estimates analysis of parameters of stable random variab...
In this paper we give an asymptotic distribution function with an estimate of the residual term for ...
In the paper, we have found order asymptotic estimates of approximations, in the strong sense, relat...
The paper is devoted to the performance and robustness analysis of sequential testing of simple hypo...
In this paper, a nonparametric estimation of a generalized regression function is proposed. The rea...
Uniform strong laws of large numbers and the central limit theorem for special sequential empirical ...
Uniform strong laws of large numbers and the central limit theorem for special sequential empirical ...
In this article we study simple integral-type estimator of distribution function under random right ...
This paper introduces four representations of characteristic function of stable random variables. Co...
In this article the moments of the estimate of spectral density constructed from averaging of modifi...
The amplitude modulated version of random process is investigated. Case, when the irregularities in ...
In this paper we consider an inhomogeneous competing risks model. For the likelihood ratio statisti...
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
The problem of asymptotic analysis of power of criterion, which is based on spectral density estimat...
On the basis of the principle of maximum entropy, the distribution is obtained, asymptotically appr...
In this paper we studied the simulation and estimates analysis of parameters of stable random variab...
In this paper we give an asymptotic distribution function with an estimate of the residual term for ...
In the paper, we have found order asymptotic estimates of approximations, in the strong sense, relat...