Add to ORKGIn this article stationary random process with non-regular observations are considered. The estimation of mathematical expectation for stationary random process with non-regular observations has been constructed, its statistical properties having been studied loo
The article describes the method of assessing the reliability of structurally complex systems with m...
The linear differential system with stationary (in the restricted sense) random coefficients is cons...
The approximation of solution of stochastic differential equation in Ito’s form is considered
In this article stationary random process with non-regular observations are considered. The estimati...
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
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 estimate of the variogram of stationary stochastic process with discrete time is constructed. Li...
The consistent estimate of a spectral density of a discrete real stationary random process by 2π-per...
This paper is devoted to evaluation of robustness of forecasting by autoregressive model in the case...
The problem of nonparametric cluster analysis of multivariate observations is considered. The new cl...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
In this article a speed of convergence in probability of a smoothed periodogram to a spectral densit...
The problem of asymptotic analysis of power of criterion, which is based on spectral density estimat...
The analysis of robustness of two methods of forecasting for autoregressional time series with "outl...
The article describes the method of assessing the reliability of structurally complex systems with m...
The linear differential system with stationary (in the restricted sense) random coefficients is cons...
The approximation of solution of stochastic differential equation in Ito’s form is considered
In this article stationary random process with non-regular observations are considered. The estimati...
In this article an algorithm of calculating a density and a function of distribution for symmetric s...
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 estimate of the variogram of stationary stochastic process with discrete time is constructed. Li...
The consistent estimate of a spectral density of a discrete real stationary random process by 2π-per...
This paper is devoted to evaluation of robustness of forecasting by autoregressive model in the case...
The problem of nonparametric cluster analysis of multivariate observations is considered. The new cl...
The performance analysis problem of the sequential test for simple hypotheses is considered. A new a...
In this article a speed of convergence in probability of a smoothed periodogram to a spectral densit...
The problem of asymptotic analysis of power of criterion, which is based on spectral density estimat...
The analysis of robustness of two methods of forecasting for autoregressional time series with "outl...
The article describes the method of assessing the reliability of structurally complex systems with m...
The linear differential system with stationary (in the restricted sense) random coefficients is cons...
The approximation of solution of stochastic differential equation in Ito’s form is considered