T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption,
O. Slutskyi, On packing dimension preservation by distribution functions of random variables with independent
O. Slutskyi, On packing dimension preservation by distribution functions of random variables with independent
Yu. Mishura, Ye. Munchak, P. Slyusarchuk, The rate of convergence to the normal law in terms of pseudomoments,
A.S. Praveena, S. Ravi, Distance between exact and approximate distributions of partial maxima under power normalization,
Yu. Mishura, Ye. Munchak, P. Slyusarchuk, The rate of convergence to the normal law in terms of pseudomoments,
M. Kleptsyna, A. Le Breton, B. Ycart, Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes,
Iu. Ganychenko, A. Kulik, Weak approximation rates for integral functionals of Markov processes,
F. Sabzikar, Tempered Hermite process,
I. Turchyn, A multiplicative wavelet-based model for simulation of a random process,
M. Kleptsyna, A. Le Breton, B. Ycart, Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes,
E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model,
A. Yosef, A group action on increasing sequences of set-indexed Brownian motions,
T. Sottinen, L. Viitasaari, Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions,
F. Sabzikar, Tempered Hermite process,
Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence,
T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption,
F. Sabzikar, Tempered Hermite process,
G. Shevchenko, Convergence of hitting times for jump-diffusion processes,
G. Shevchenko, Convergence of hitting times for jump-diffusion processes,
A. Yosef, A group action on increasing sequences of set-indexed Brownian motions,
I.M. Andrulytė, E. Bernackaitė, D. Kievinaitė, J. Šiaulys, A Lundberg-type inequality for an inhomogeneous renewal risk model,
A. Grigutis, A. Korvel, J. Šiaulys, Ruin probability in the three-seasonal discrete-time risk model,
A. Yosef, A group action on increasing sequences of set-indexed Brownian motions,
T. Sottinen, L. Viitasaari, Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions,
A. Ivanov, I. Matsak, S. Polotskiy, Extreme residuals in regression model. Minimax approach,
A.S. Praveena, S. Ravi, Distance between exact and approximate distributions of partial maxima under power normalization,
T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption,
E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model,
Iu. Ganychenko, Fast
Iu. Ganychenko, V. Knopova, A. Kulik, Accuracy of discrete approximation for integral functionals of Markov processes,
K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model,
G. Shevchenko, Convergence of hitting times for jump-diffusion processes,
Iu. Ganychenko, Fast
Iu. Ganychenko, V. Knopova, A. Kulik, Accuracy of discrete approximation for integral functionals of Markov processes,
V. Knopova, On the Feynman–Kac semigroup for some Markov processes,
V. Knopova, On the Feynman–Kac semigroup for some Markov processes,
V. Knopova, On the Feynman–Kac semigroup for some Markov processes,
Iu. Ganychenko, A. Kulik, Weak approximation rates for integral functionals of Markov processes,
V. Knopova, On the Feynman–Kac semigroup for some Markov processes,
K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model,
V. Knopova, On the Feynman–Kac semigroup for some Markov processes,
Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence,
K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model,
E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model,
Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence,
Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence,
S. Gugushvili, F. van der Meulen, P. Spreij, Nonparametric Bayesian inference for multidimensional compound Poisson processes,
D. Liubashenko, R. Maiboroda, Linear regression by observations from mixture with varying concentrations,
A. Ivanov, I. Matsak, S. Polotskiy, Extreme residuals in regression model. Minimax approach,
D. Liubashenko, R. Maiboroda, Linear regression by observations from mixture with varying concentrations,
S. Shklyar, Identifiability of logistic regression with homoscedastic error: Berkson model,
S. Gugushvili, F. van der Meulen, P. Spreij, Nonparametric Bayesian inference for multidimensional compound Poisson processes,
S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process,
S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation,
S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process,
S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation,
I.M. Andrulytė, E. Bernackaitė, D. Kievinaitė, J. Šiaulys, A Lundberg-type inequality for an inhomogeneous renewal risk model,
A. Grigutis, A. Korvel, J. Šiaulys, Ruin probability in the three-seasonal discrete-time risk model,
S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process,
S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation,