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Теорія ймовірностей та математична статистика : [наук. зб.].- Київ
Teoriya Jmovirnostej ta Matematychna Statystyka- Титул.
- Зміст.
- Golomoziy V. V., Kartashov N. V. On coupling moment integrability for time-inhomogeneous Markov chains. - C. 1-11.
- Harlamov B. P. Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes. - C. 12-20.
- Indlekofer Karl-Heinz On a conjecture of Erdos about additive functions. - C. 21-29.
- Ivanov A. V., Zhurakovskyi В. M. Consistency and asymptotic normality of periodogram estimator of harmonic oscillation parameters. - C. 30-39.
- Kartashov N. V. Quantitative and qualitative limits for exponential asymptotics of hitting times for birth-and-death chains in a scheme of series. - C. 40-50.
- Knopova V. Compound kernel estimates for the transition probability density of a Levy process in R. - C. 51-63.
- Koroliuk V. S., Manca R., D’Amico G. Storage impulsive processes on increasing time intervals. - C. 64-74.
- Kulik A. M., Tymoshkevych T. D. Lift zonoid order and functional inequalities. - C. 75-90.
- Kulinich G. L., Kushnirenko S. V., Mishura Y. S. Asymptotic behavior of the integral functionals for unstable solutions of one-dimensional Ito stochastic differential equations. - C. 91-103 .
- Limnios N., Samoilenko I. V. Poisson approximation of processes with locally independent increments with Markov switching. - C. 104-114.
- Luz M. M., Moklyachuk M. P. Minimax-robust filtering problem for stochastic sequence with stationary increments. - C. 115-129.
- Mishura Y., Zubchenko V. Properties of integrals with respect to fractional Poisson process with compact kernel. - C. 130-139.
- Petersson M. Quasi-stationary distributions for perturbed discrete time regenerative processes. - C. 140-155.
- Pupashenko D. S., Shklyar S. V., Kukush A. G. Asymptotic properties of corrected score estimator in autoregressive model with measurement errors. - C. 156-166.
- Shevchenko G. Mixed stochastic delay differential equations. - C. 167-180.
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