Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations. arXiv:2405.04242 Preprint, arXiv:2405.04242 [math.PR] (2024). MSC: 35G10 35R60 60G20 60G60 BibTeX Cite \textit{O. Hopkalo} and \textit{L. Sakhno}, ``Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations'', Preprint, arXiv:2405.04242 [math.PR] (2024) Full Text: arXiv OA License
Sakhno, Lyudmyla Investigation of Airy equations with random initial conditions. (English) Zbl 1519.35375 Electron. Commun. Probab. 28, Paper No. 16, 14 p. (2023). MSC: 35R60 35B45 35G10 60G20 60G60 PDFBibTeX XMLCite \textit{L. Sakhno}, Electron. Commun. Probab. 28, Paper No. 16, 14 p. (2023; Zbl 1519.35375) Full Text: DOI arXiv
Buchak, Khrystyna; Sakhno, Lyudmyla Generalized fractional calculus and some models of generalized counting processes. arXiv:2312.04647 Preprint, arXiv:2312.04647 [math.PR] (2023). MSC: 60G50 60G51 60G55 BibTeX Cite \textit{K. Buchak} and \textit{L. Sakhno}, ``Generalized fractional calculus and some models of generalized counting processes'', Preprint, arXiv:2312.04647 [math.PR] (2023) Full Text: arXiv OA License
Sakhno, L. M. Some applications of generalized fractional derivatives. (English) Zbl 1513.26013 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 28-34 (2022). MSC: 26A33 60G60 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 28--34 (2022; Zbl 1513.26013) Full Text: DOI OA License
Hopkalo, O. M.; Sakhno, L. M.; Vasylyk, O. I. Properties of solutions to linear KdV equations with \(\varphi\)-sub-Gaussian initial conditions. (English) Zbl 1513.35475 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 11-19 (2022). MSC: 35Q53 60G15 PDFBibTeX XMLCite \textit{O. M. Hopkalo} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 11--19 (2022; Zbl 1513.35475) Full Text: DOI OA License
Fadeev, Rostislav Yu.; Alipova, Kseniya A.; Koshkina, Anna S.; Lapin, Timofey E.; Ozerova, Nadezhda A.; Pereladova, Alina E.; Sakhno, Andrey V.; Tolstykh, Mikhail A. Glacier parameterization in SLAV numerical weather prediction model. (English) Zbl 1498.86005 Russ. J. Numer. Anal. Math. Model. 37, No. 4, 189-201 (2022). MSC: 86-10 86-04 86-08 86A40 86A10 80A19 80A21 PDFBibTeX XMLCite \textit{R. Yu. Fadeev} et al., Russ. J. Numer. Anal. Math. Model. 37, No. 4, 189--201 (2022; Zbl 1498.86005) Full Text: DOI
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Lyudmyla Models of space-time random fields on the sphere. (English) Zbl 1495.60042 Mod. Stoch., Theory Appl. 9, No. 2, 139-156 (2022). MSC: 60G60 60G22 60H15 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Mod. Stoch., Theory Appl. 9, No. 2, 139--156 (2022; Zbl 1495.60042) Full Text: DOI arXiv
Malyarenko, A. (ed.); Mishura, Yu. (ed.); Olenko, A. (ed.); Ostoja-Starzewski, M. (ed.); Sakhno, L. (ed.) Editorial. (English) Zbl 1476.00074 Theory Probab. Math. Stat. 105, 1-2 (2021). MSC: 00B15 60-06 62-06 91-06 PDFBibTeX XMLCite \textit{A. Malyarenko} (ed.) et al., Theory Probab. Math. Stat. 105, 1--2 (2021; Zbl 1476.00074) Full Text: DOI
Sakhno, L. M.; Vasylyk, O. I. Investigation of solutions to higher-order dispersive equations with \(\varphi\)-sub-Gaussian initial conditions. (English) Zbl 1488.60079 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 78-84 (2021). MSC: 60G12 35K58 35R60 PDFBibTeX XMLCite \textit{L. M. Sakhno} and \textit{O. I. Vasylyk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 78--84 (2021; Zbl 1488.60079) Full Text: DOI OA License
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M. International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 1488.60001 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021). MSC: 60-06 62-06 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021; Zbl 1488.60001) Full Text: DOI OA License
Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. (English) Zbl 1479.60074 Mod. Stoch., Theory Appl. 8, No. 1, 41-62 (2021). MSC: 60G15 60G20 60G60 35G10 35R60 PDFBibTeX XMLCite \textit{O. Hopkalo} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 8, No. 1, 41--62 (2021; Zbl 1479.60074) Full Text: DOI
Vasylyk, O. I.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Rozora, I. V.; Sakhno, L. M.; Yamnenko, R. Ye. Professor Yu. V. Kozachenko (01.12.1940–05.05.2020) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1474.01053 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9-29 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9--29 (2020; Zbl 1474.01053) Full Text: DOI OA License
Mishura, Yu. (ed.); Kukush, A. (ed.); Sakhno, L. (ed.); Veretennikov, A. (ed.) Editorial. (English) Zbl 07351632 Theory Probab. Math. Stat. 102, 1-4 (2020). MSC: 00B15 PDFBibTeX XMLCite \textit{Yu. Mishura} (ed.) et al., Theory Probab. Math. Stat. 102, 1--4 (2020; Zbl 07351632) Full Text: DOI
Hopkalo, O. M.; Sakhno, L. M.; Vasylyk, O. I. Properties of \(\varphi\)-sub-Gaussian stochastic processes related to the heat equation with random initial conditions. (English) Zbl 1474.60093 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 17-24 (2020). MSC: 60G07 60G17 35R60 60E07 60G70 PDFBibTeX XMLCite \textit{O. M. Hopkalo} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1--2, 17--24 (2020; Zbl 1474.60093) Full Text: DOI OA License
Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. (English) Zbl 1434.35281 Mod. Stoch., Theory Appl. 7, No. 1, 79-96 (2020). MSC: 35R60 35G10 60G20 60G60 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Mod. Stoch., Theory Appl. 7, No. 1, 79--96 (2020; Zbl 1434.35281) Full Text: DOI arXiv
Vasylyk, O. I.; Hopkalo, O. M.; Kozachenko, Yu. V.; Sakhno, L. M. Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 1463.60058 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18-22 (2019). MSC: 60G15 60G17 60E07 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18--22 (2019; Zbl 1463.60058) Full Text: DOI OA License
Buchak, K. V.; Sakhno, L. M. On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. (English) Zbl 1488.60118 Theory Probab. Math. Stat. 98, 91-104 (2019) and Teor. Jmovirn. Mat. Stat. 98, 87-99 (2018). MSC: 60G50 60G51 60G55 PDFBibTeX XMLCite \textit{K. V. Buchak} and \textit{L. M. Sakhno}, Theory Probab. Math. Stat. 98, 91--104 (2019; Zbl 1488.60118) Full Text: DOI arXiv
Mishura, Y. (ed.); Sakhno, L. (ed.); Shevchenko, G. (ed.) Editorial. (English) Zbl 1418.00027 Theory Probab. Math. Stat. 98, 1-3 (2019) and Teor. Jmovirn. Mat. Stat. 98, 5-7 (2018). MSC: 00B15 60-06 PDFBibTeX XMLCite \textit{Y. Mishura} (ed.) et al., Theory Probab. Math. Stat. 98, 1--3 (2019; Zbl 1418.00027) Full Text: DOI
Kozachenko, Yu.; Orsingher, E.; Sakhno, L.; Vasylyk, O. Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions. (English) Zbl 1418.35325 J. Stat. Phys. 172, No. 6, 1641-1662 (2018). MSC: 35Q53 35K58 35R11 35R60 60G12 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., J. Stat. Phys. 172, No. 6, 1641--1662 (2018; Zbl 1418.35325) Full Text: DOI arXiv
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDFBibTeX XMLCite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Korolyuk, V. (ed.); Kozachenko, Yu. (ed.); Mishura, Yu. (ed.); Sakhno, L. (ed.) Editorial. (English) Zbl 1386.01013 Theory Probab. Math. Stat. 95, 1-2 (2017) and Teor. Jmovirn. Mat. Stat. 95, 1 (2016). MSC: 01A70 PDFBibTeX XMLCite \textit{V. Korolyuk} (ed.) et al., Theory Probab. Math. Stat. 95, 1--2 (2017; Zbl 1386.01013) Full Text: DOI
Alomari, Huda Mohammed; Pilar Frías, M.; Leonenko, Nikolai N.; Ruiz-Medina, María D.; Sakhno, Lyudmyla; Torres, Antoni Asymptotic properties of parameter estimates for random fields with tapered data. (English) Zbl 1373.62468 Electron. J. Stat. 11, No. 2, 3332-3367 (2017). MSC: 62M30 62F12 60G60 PDFBibTeX XMLCite \textit{H. M. Alomari} et al., Electron. J. Stat. 11, No. 2, 3332--3367 (2017; Zbl 1373.62468) Full Text: DOI Euclid
Kobylych, K. V.; Sakhno, L. M. Point processes subordinated to compound Poisson processes. (English. Ukrainian original) Zbl 1371.60087 Theory Probab. Math. Stat. 94, 89-96 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 85-92 (2016). MSC: 60G55 60G50 PDFBibTeX XMLCite \textit{K. V. Kobylych} and \textit{L. M. Sakhno}, Theory Probab. Math. Stat. 94, 89--96 (2017; Zbl 1371.60087); translation from Teor. Jmovirn. Mat. Stat. 94, 85--92 (2016) Full Text: DOI
Buchak, Khrystyna; Sakhno, Lyudmyla Compositions of Poisson and Gamma processes. (English) Zbl 1368.60052 Mod. Stoch., Theory Appl. 4, No. 2, 161-188 (2017). MSC: 60G55 60G50 60G51 PDFBibTeX XMLCite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 4, No. 2, 161--188 (2017; Zbl 1368.60052) Full Text: DOI arXiv
Kubilius, Kęstutis (ed.); Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.) Editorial. (English) Zbl 1365.01058 Mod. Stoch., Theory Appl. 4, No. 2, 91-92 (2017). MSC: 01A70 00B30 PDFBibTeX XMLCite \textit{K. Kubilius} (ed.) et al., Mod. Stoch., Theory Appl. 4, No. 2, 91--92 (2017; Zbl 1365.01058) Full Text: DOI
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Ludmila Spectral densities related to some fractional stochastic differential equations. (English) Zbl 1343.60071 Electron. Commun. Probab. 21, Paper No. 18, 15 p. (2016). MSC: 60H10 60G15 26A33 33C10 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Electron. Commun. Probab. 21, Paper No. 18, 15 p. (2016; Zbl 1343.60071) Full Text: DOI arXiv Euclid
Kubilius, K. (ed.); Mishura, Yu. (ed.); Sakhno, L. (ed.) Editorial. (English) Zbl 1356.00054 Mod. Stoch., Theory Appl. 2, No. 3, 199-201 (2015). MSC: 00B25 01A70 60-06 PDFBibTeX XMLCite \textit{K. Kubilius} (ed.) et al., Mod. Stoch., Theory Appl. 2, No. 3, 199--201 (2015; Zbl 1356.00054) Full Text: DOI
Limnios, Nikolaos (ed.); Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.) Editorial. (English) Zbl 1309.00068 Methodol. Comput. Appl. Probab. 17, No. 1, 1-3 (2015). MSC: 00B25 60-06 PDFBibTeX XMLCite \textit{N. Limnios} (ed.) et al., Methodol. Comput. Appl. Probab. 17, No. 1, 1--3 (2015; Zbl 1309.00068) Full Text: DOI
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. (English) Zbl 1325.60038 Stochastic Processes Appl. 125, No. 4, 1629-1652 (2015). MSC: 60F17 60F05 60G60 60G10 60G15 62M10 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastic Processes Appl. 125, No. 4, 1629--1652 (2015; Zbl 1325.60038) Full Text: DOI arXiv Link
Sakhno, Lyudmyla Asymptotics for functionals of powers of a periodogram. (English) Zbl 1349.60029 Mod. Stoch., Theory Appl. 1, No. 2, 181-194 (2014). MSC: 60F05 60G10 62M15 62F12 PDFBibTeX XMLCite \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 1, No. 2, 181--194 (2014; Zbl 1349.60029) Full Text: DOI arXiv
Sakhno, Lyudmyla Minimum contrast method for parameter estimation in the spectral domain. (English) Zbl 1321.62118 Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 319-336 (2014). MSC: 62M40 62M09 62M15 PDFBibTeX XMLCite \textit{L. Sakhno}, Springer Optim. Appl. 90, 319--336 (2014; Zbl 1321.62118) Full Text: DOI
Korolyuk, V. S. (ed.); Mishura, Yu. S. (ed.); Sakhno, L. M. (ed.) News of scientific life. (English) Zbl 1298.00310 Theory Probab. Appl. 58, No. 1, 172 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 206 (2013). MSC: 00B25 60-06 PDFBibTeX XMLCite \textit{V. S. Korolyuk} (ed.) et al., Theory Probab. Appl. 58, No. 1, 172 (2014; Zbl 1298.00310); translation from Teor. Veroyatn. Primen. 58, No. 1, 206 (2013) Full Text: DOI
Korolyuk, Volodymyr (ed.); Limnios, Nikolaos (ed.); Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.); Shevchenko, Georgiy (ed.) Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. (English) Zbl 1283.60008 Springer Optimization and Its Applications 90. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). xvii, 349 p. (2014). MSC: 60-06 60E05 60G07 60Fxx 60Hxx 62G05 62P05 91G70 00B25 PDFBibTeX XMLCite \textit{V. Korolyuk} (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference ``Modern stochastics: theory and applications III'', dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10--14, 2012. Cham: Springer (2014; Zbl 1283.60008) Full Text: DOI
Leonenko, N.; Sakhno, L.; Šuvak, N. Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes. (English. Ukrainian original) Zbl 1300.60045 Theory Probab. Math. Stat. 86, 137-154 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 121-137 (2012). MSC: 60G10 60J60 62M05 62M15 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Theory Probab. Math. Stat. 86, 137--154 (2013; Zbl 1300.60045); translation from Teor. Jmovirn. Mat. Stat. 86, 121--137 (2012) Full Text: DOI
Sakhno, L. M. Investigation of integrals of squared periodogram and their application for statistical parameter estimation. (Ukrainian. English summary) Zbl 1289.62086 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 2, 35-38 (2012). MSC: 62M05 62M15 62F12 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 2, 35--38 (2012; Zbl 1289.62086)
Sakhno, Lyudmyla Minimum contrast estimation of stationary processes based on the squared periodogram. (English) Zbl 1318.62283 Lith. Math. J. 52, No. 4, 400-419 (2012). MSC: 62M15 62F12 PDFBibTeX XMLCite \textit{L. Sakhno}, Lith. Math. J. 52, No. 4, 400--419 (2012; Zbl 1318.62283) Full Text: DOI arXiv
Leonenko, N.; Sakhno, L. On spectral representations of tensor random fields on the sphere. (English) Zbl 1239.60038 Stochastic Anal. Appl. 30, No. 1, 44-66 (2012). Reviewer: Utkir Rozikov (Tashkent) MSC: 60G60 60B15 62M15 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{L. Sakhno}, Stochastic Anal. Appl. 30, No. 1, 44--66 (2012; Zbl 1239.60038) Full Text: DOI arXiv
Sakhno, L. M. On estimation of integrals of higher order spectral densities. (Ukrainian. English summary) Zbl 1245.62111 Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1-2, 80-87 (2011). MSC: 62M15 62G07 62M40 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Prykl. Stat., Aktuarna Finans. Mat. 2011, No. 1--2, 80--87 (2011; Zbl 1245.62111)
Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.); Shevchenko, Georgiy (ed.) Special issue: Modern stochastic: Theory and applications II. Selected papers based on the presentations at the international conference, Kyiv, Ukraine, September 7–11, 2011. Dedicated to the anniversaries of Anatolij Skorohod, Volodymyr Korolyuk and Igor Kovalenko. (English) Zbl 1241.60003 Commun. Stat., Theory Methods 40, No. 19-20, 3383-3710 (2011). MSC: 60-06 60Jxx 62Jxx 00B25 PDFBibTeX XML
Beghin, L.; Orsingher, E.; Sakhno, L. Equations of mathematical physics and compositions of Brownian and Cauchy processes. (English) Zbl 1223.60083 Stochastic Anal. Appl. 29, No. 4, 551-569 (2011). MSC: 60K40 35Q99 35R11 PDFBibTeX XMLCite \textit{L. Beghin} et al., Stochastic Anal. Appl. 29, No. 4, 551--569 (2011; Zbl 1223.60083) Full Text: DOI arXiv
Sakhno, L. M. Estimation of spectral densities of stationary processes by the method of local minimum contrast. (Ukrainian. English summary) Zbl 1245.62110 Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1-2, 135-144 (2010). MSC: 62M15 62G07 62G20 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1--2, 135--144 (2010; Zbl 1245.62110)
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. (English) Zbl 1219.60018 ESAIM, Probab. Stat. 14, 210-255 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60G15 62M10 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., ESAIM, Probab. Stat. 14, 210--255 (2010; Zbl 1219.60018) Full Text: DOI arXiv EuDML
Orsingher, Enzo; Polito, Federico; Sakhno, Ludmila Fractional non-linear, linear and sublinear death processes. (English) Zbl 1203.82064 J. Stat. Phys. 141, No. 1, 68-93 (2010). MSC: 82C22 60J80 92D25 26A33 60J65 PDFBibTeX XMLCite \textit{E. Orsingher} et al., J. Stat. Phys. 141, No. 1, 68--93 (2010; Zbl 1203.82064) Full Text: DOI arXiv
Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M. Evaluation of bias in higher-order spectral estimation. (English) Zbl 1224.62077 Teor. Jmovirn. Mat. Stat. 80, 1-14 (2009) and Theory Probab. Math. Stat. 80, 1-14 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62M15 62M40 62M30 42A38 65C60 PDFBibTeX XMLCite \textit{V. V. Ahn} et al., Teor. Ĭmovirn. Mat. Stat. 80, 1--14 (2009; Zbl 1224.62077) Full Text: DOI
Sakhno, L. M. On asymptotic normality of spectral estimates under integrability conditions on the spectral densities. (Russian. English summary) Zbl 1224.62079 Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1-2, 116-123 (2009). MSC: 62M15 60F05 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1--2, 116--123 (2009; Zbl 1224.62079)
Sakhno, Ludmila Bias control in the estimation of spectral functionals. (English) Zbl 1153.62073 Theory Stoch. Process. 13, No. 29, Part 1-2, 225-233 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M15 62M40 62G20 62G07 PDFBibTeX XMLCite \textit{L. Sakhno}, Theory Stoch. Process. 13(29), No. 1--2, 225--233 (2007; Zbl 1153.62073)
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. Statistical inference using higher-order information. (English) Zbl 1146.62067 J. Multivariate Anal. 98, No. 4, 706-742 (2007). MSC: 62M15 62G20 62M09 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Multivariate Anal. 98, No. 4, 706--742 (2007; Zbl 1146.62067) Full Text: DOI Link
Beghin, L.; Kozachenko, Yu.; Orsingher, E.; Sakhno, L. On the solutions of linear odd-order heat-type equations with random initial conditions. (English) Zbl 1147.82328 J. Stat. Phys. 127, No. 4, 721-739 (2007). MSC: 82B30 PDFBibTeX XMLCite \textit{L. Beghin} et al., J. Stat. Phys. 127, No. 4, 721--739 (2007; Zbl 1147.82328) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. Minimum contrast estimation of random processes based on information of second and third orders. (English) Zbl 1107.62082 J. Stat. Plann. Inference 137, No. 4, 1302-1331 (2007). MSC: 62M09 62M15 62G20 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Stat. Plann. Inference 137, No. 4, 1302--1331 (2007; Zbl 1107.62082) Full Text: DOI Link
Kabanov, Yuri; Mishura, Yuliya; Sakhno, Ludmila Multiparameter generalizations of the Dalang-Morton-Willinger theorem. (English) Zbl 1106.60042 Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 333-341 (2006). MSC: 60G44 PDFBibTeX XMLCite \textit{Y. Kabanov} et al., in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 333--341 (2006; Zbl 1106.60042)
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. Spectral properties of Burgers and KPZ turbulence. (English) Zbl 1101.82023 J. Stat. Phys. 122, No. 5, 949-974 (2006). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C24 35Q53 35R60 76F55 60H15 49L25 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Stat. Phys. 122, No. 5, 949--974 (2006; Zbl 1101.82023) Full Text: DOI Link
Leonenko, N. N.; Sakhno, L. M. On the Whittle estimators for some classes of continuous-parameter random processes and fields. (English) Zbl 1089.62101 Stat. Probab. Lett. 76, No. 8, 781-795 (2006). MSC: 62M09 62M40 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{L. M. Sakhno}, Stat. Probab. Lett. 76, No. 8, 781--795 (2006; Zbl 1089.62101) Full Text: DOI
De Gregorio, A.; Orsinger, E.; Sakhno, L. Motions with finite velocity analyzed with order statistics and differential equations. (English) Zbl 1097.60088 Teor. Jmovirn. Mat. Stat. 71, 57-71 (2004) and Theory Probab. Math. Stat. 71, 63-79 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60K99 62G30 35L25 PDFBibTeX XMLCite \textit{A. De Gregorio} et al., Teor. Ĭmovirn. Mat. Stat. 71, 57--71 (2004; Zbl 1097.60088) Full Text: Link
Leonenko, Nikolai; Sakhno, Ludmila Limit theorems for empirical spectral functionals of higher orders. (English) Zbl 1063.62071 Theory Stoch. Process. 10(26), No. 1-2, 103-114 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62G20 62M15 62E20 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{L. Sakhno}, Theory Stoch. Process. 10(26), No. 1--2, 103--114 (2004; Zbl 1063.62071) Full Text: arXiv
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence. (English) Zbl 1049.62107 J. Appl. Probab. 41A, Spec. Iss., 35-53 (2004). MSC: 62M40 62M15 62M09 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Appl. Probab. 41A, 35--53 (2004; Zbl 1049.62107) Full Text: DOI Link
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. On a class of minimum contrast estimators for fractional stochastic processes and fields. (English) Zbl 1103.62092 J. Stat. Plann. Inference 123, No. 1, 161-185 (2004). MSC: 62M40 62F12 62M09 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Stat. Plann. Inference 123, No. 1, 161--185 (2004; Zbl 1103.62092) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Moldavskaya, E. M.; Sakhno, L. M. Estimation of spectral densities with multiplicative parameter. (English) Zbl 1032.62088 Acta Appl. Math. 79, No. 1-2, 115-128 (2003). Reviewer: Jiří Anděl (Praha) MSC: 62M15 60G60 62M40 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Acta Appl. Math. 79, No. 1--2, 115--128 (2003; Zbl 1032.62088) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. Higher-order spectral densities of fractional random fields. (English) Zbl 1019.60046 J. Stat. Phys. 111, No. 3-4, 789-814 (2003). Reviewer: Rudolf Gorenflo (Berlin) MSC: 60G60 26A33 60H30 33E12 60J60 45K05 PDFBibTeX XMLCite \textit{V. V. Anh} et al., J. Stat. Phys. 111, No. 3--4, 789--814 (2003; Zbl 1019.60046) Full Text: DOI
Leonenko, N. N.; Sakhno, L.; Taufer, E. Product-limit estimator for long- and short-range dependent sequences under gamma type subordination. (English) Zbl 1010.62092 Random Oper. Stoch. Equ. 10, No. 4, 301-320 (2002). MSC: 62N02 62G20 62N01 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Random Oper. Stoch. Equ. 10, No. 4, 301--320 (2002; Zbl 1010.62092) Full Text: DOI
Leonenko, Nikolai N.; Sakhno, Ludmila M. On the Kaplan-Meier estimator of long-range dependent sequences. (English) Zbl 1092.62510 Stat. Inference Stoch. Process. 4, No. 1, 17-40 (2001). MSC: 62E20 62M10 62G07 62N02 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{L. M. Sakhno}, Stat. Inference Stoch. Process. 4, No. 1, 17--40 (2001; Zbl 1092.62510) Full Text: DOI
Leonenko, M. M.; Sakhno, L. M. On the limit distribution of the local time of a homogeneous isotropic \(\chi^ 2\) random field. (English. Ukrainian original) Zbl 0841.60035 Theory Probab. Math. Stat. 48, 77-85 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 111-124 (1993). MSC: 60G60 60F05 60G17 PDFBibTeX XMLCite \textit{M. M. Leonenko} and \textit{L. M. Sakhno}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0841.60035); translation from Teor. Jmovirn. Mat. Stat. 48, 111--124 (1993)
Sakhno, L. M. Local times of a class of random fields. (Russian) Zbl 0765.60045 Teor. Veroyatn. Mat. Stat., Kiev 44, 118-125 (1991). Reviewer: N.M.Zinchenko (Kiev) MSC: 60G60 60J55 60G15 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Teor. Veroyatn. Mat. Stat., Kiev 44, 118--125 (1991; Zbl 0765.60045)
Sakhno, L. M. Local times of a class of random fields. (English. Russian original) Zbl 0788.60065 Theory Probab. Math. Stat. 1992, 117-123 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 44, 118-125 (1991). MSC: 60G60 60J55 60G15 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Theory Probab. Math. Stat. 1992, 117--123 (1991; Zbl 0788.60065); translation from Teor. Veroyatn. Mat. Stat., Kiev 44, 118--125 (1991)
Sakhno, L. M. Local times of homogeneous isotropic random fields of \(\chi\)-square type. (English. Russian original) Zbl 0727.60049 Ukr. Math. J. 42, No. 10, 1254-1256 (1990); translation from Ukr. Mat. Zh. 42, No. 10, 1412-1415 (1990). MSC: 60G60 60G10 60G15 60G18 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Ukr. Math. J. 42, No. 10, 1254--1256 (1990; Zbl 0727.60049); translation from Ukr. Mat. Zh. 42, No. 10, 1412--1415 (1990) Full Text: DOI
Sakhno, L. M. Local times of homogeneous isotropic random fields of chi-square type. (Russian) Zbl 0716.60054 Ukr. Mat. Zh. 42, No. 10, 1412-1415 (1990). Reviewer: N.Leonenko MSC: 60G60 60G10 60G15 60G18 PDFBibTeX XMLCite \textit{L. M. Sakhno}, Ukr. Mat. Zh. 42, No. 10, 1412--1415 (1990; Zbl 0716.60054) Full Text: DOI