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Found 77 Documents (Results 1–77)

A method for checking efficiency of estimators in statistical models driven by Lévy’s noise. (English. Ukrainian original) Zbl 1346.62047

Theory Probab. Math. Stat. 92, 1-15 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 9-22 (2015).
MSC:  62F12 60G51
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Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation. (Ukrainian, English) Zbl 1224.60032

Teor. Jmovirn. Mat. Stat. 78, 43-53 (2008); translation in Theory Probab. Math. Stat. 78, 49-60 (2009).
MSC:  60F05 60J75
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Estimation of matrix autoregression process parameters with nonstationary noise. (Ukrainian, English) Zbl 1121.62076

Teor. Jmovirn. Mat. Stat. 72, 158-171 (2005); translation in Theory Probab. Math. Stat. 72, 177-191 (2006).
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