Luz, Maksym; Moklyachuk, Mikhail Non-stationary stochastic processes estimation. Vector stationary increments, periodically stationary multi-seasonal increments. (English) Zbl 07862697 De Gruyter Graduate. Berlin: De Gruyter (ISBN 978-3-11-132533-0/pbk; 978-3-11-132562-0/ebook). xviii, 292 p. (2024). MSC: 62-02 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Non-stationary stochastic processes estimation. Vector stationary increments, periodically stationary multi-seasonal increments. Berlin: De Gruyter (2024; Zbl 07862697) Full Text: DOI
Moklyachuk, Mikhail Minimax-robust estimation problems for stationary stochastic sequences. arXiv:2406.17917 Preprint, arXiv:2406.17917 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Moklyachuk}, ``Minimax-robust estimation problems for stationary stochastic sequences'', Preprint, arXiv:2406.17917 [math.ST] (2024) Full Text: DOI arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering Problem for Functionals of Stationary Sequences. arXiv:2406.15975 Preprint, arXiv:2406.15975 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering Problem for Functionals of Stationary Sequences'', Preprint, arXiv:2406.15975 [math.ST] (2024) Full Text: DOI arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering of stochastic processes having periodically correlated increments. arXiv:2402.06396 Preprint, arXiv:2402.06396 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering of stochastic processes having periodically correlated increments'', Preprint, arXiv:2402.06396 [math.ST] (2024) Full Text: arXiv OA License
Golichenko, I. I.; Moklyachuk, M. P. Filtering problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 07799323 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023; Zbl 07799323) Full Text: DOI arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2401.08642 Preprint, arXiv:2401.08642 [math.ST] (2023). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise'', Preprint, arXiv:2401.08642 [math.ST] (2023) Full Text: arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2307.02676 Preprint, arXiv:2307.02676 [math.ST] (2023). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise'', Preprint, arXiv:2307.02676 [math.ST] (2023) Full Text: arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations. arXiv:2304.13683 Preprint, arXiv:2304.13683 [math.ST] (2023). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations'', Preprint, arXiv:2304.13683 [math.ST] (2023) Full Text: arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Estimation problem for continuous time stochastic processes with periodically correlated increments. arXiv:2304.12220 Preprint, arXiv:2304.12220 [math.ST] (2023). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Estimation problem for continuous time stochastic processes with periodically correlated increments'', Preprint, arXiv:2304.12220 [math.ST] (2023) Full Text: arXiv OA License
Masyutka, Oleksandr; Moklyachuk, Mikhail Estimation of multidimensional stationary stochastic sequences from observations in special sets of points. (English) Zbl 1515.60083 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 249-307 (2022). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 PDFBibTeX XMLCite \textit{O. Masyutka} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 249--307 (2022; Zbl 1515.60083) Full Text: DOI arXiv
Luz, Maksym; Moklyachuk, Mikhail Minimax prediction of sequences with periodically stationary increments observed with noise and cointegrated sequences. (English) Zbl 07713451 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 189-247 (2022). MSC: 62M20 62P20 60G10 60G25 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 189--247 (2022; Zbl 07713451) Full Text: DOI
Golichenko, Iryna; Moklyachuk, Mikhail Estimation problems for periodically correlated stochastic sequences with missed observations. (English) Zbl 07713449 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 111-162 (2022). MSC: 62M20 62P20 93E10 PDFBibTeX XMLCite \textit{I. Golichenko} and \textit{M. Moklyachuk}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 111--162 (2022; Zbl 07713449) Full Text: DOI
Borysenko, O. D.; Kushnirenko, S. V.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Samoilenko, V. G.; Stanzhytskyi, O. M.; Shevchuk, I. O. Professor G. L. Kulinich (09.12.1938–10.02.2022) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1503.01036 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11-21 (2022). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 01A70 60-00 35-00 PDFBibTeX XMLCite \textit{O. D. Borysenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11--21 (2022; Zbl 1503.01036) Full Text: DOI OA License
Moklyachuk, Mikhail (ed.) Stochastic processes. Fundamentals and emerging applications. (English) Zbl 1504.60003 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-68507-982-6/hbk; 979-8-88697-475-1/ebook). 530 p. (2022). MSC: 60-01 60Gxx 60Jxx 60H30 60Kxx 92D25 PDFBibTeX XMLCite \textit{M. Moklyachuk} (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers (2022; Zbl 1504.60003) Full Text: DOI
Masyutka, O. Yu.; Moklyachuk, M. P. On minimax interpolation of stationary sequences. (English. Ukrainian original) Zbl 1499.60108 Cybern. Syst. Anal. 58, No. 2, 268-279 (2022); translation from Kibern. Sist. Anal. 58, No. 2, 128-142 (2022). MSC: 60G10 62M20 PDFBibTeX XMLCite \textit{O. Yu. Masyutka} and \textit{M. P. Moklyachuk}, Cybern. Syst. Anal. 58, No. 2, 268--279 (2022; Zbl 1499.60108); translation from Kibern. Sist. Anal. 58, No. 2, 128--142 (2022) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Robust interpolation of sequences with periodically stationary multiplicative seasonal increments. (English) Zbl 1502.60053 Carpathian Math. Publ. 14, No. 1, 105-126 (2022). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Carpathian Math. Publ. 14, No. 1, 105--126 (2022; Zbl 1502.60053) Full Text: DOI arXiv OA License
Masyutka, O. Yu.; Golichenko, I. I.; Moklyachuk, M. P. On estimation problem for continuous time stationary processes from observations in special sets of points. (English) Zbl 1513.62189 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20-33 (2022). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{O. Yu. Masyutka} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 1, 20--33 (2022; Zbl 1513.62189) Full Text: DOI OA License
Luz, M. M.; Moklyachuk, M. P. Minimax filtering of sequences with periodically stationary increments. (English. Ukrainian original) Zbl 07515002 Cybern. Syst. Anal. 58, No. 1, 126-143 (2022); translation from Kibern. Sist. Anal. 58, No. 1, 145-165 (2022). MSC: 62Mxx 60Gxx 93Exx PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Cybern. Syst. Anal. 58, No. 1, 126--143 (2022; Zbl 07515002); translation from Kibern. Sist. Anal. 58, No. 1, 145--165 (2022) Full Text: DOI
Kozak, P. S.; Luz, M. M.; Moklyachuk, M. P. Minimax prediction of sequences with periodically stationary increments. (English) Zbl 1480.60085 Carpathian Math. Publ. 13, No. 2, 352-376 (2021). MSC: 60G10 60G25 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{P. S. Kozak} et al., Carpathian Math. Publ. 13, No. 2, 352--376 (2021; Zbl 1480.60085) Full Text: DOI OA License
Golichenko, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. Extrapolation problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 1488.60078 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39-52 (2021). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 39--52 (2021; Zbl 1488.60078) 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
Golichenko, Iryna; Masyutka, Oleksandr; Moklyachuk, Mikhail Minimax extrapolation problem for periodically correlated stochastic sequences with missing observations. arXiv:2110.06675 Preprint, arXiv:2110.06675 [math.ST] (2021). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 BibTeX Cite \textit{I. Golichenko} et al., ``Minimax extrapolation problem for periodically correlated stochastic sequences with missing observations'', Preprint, arXiv:2110.06675 [math.ST] (2021) Full Text: arXiv OA License
Luz, M. M.; Moklyachuk, M. P. Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise. (English) Zbl 1474.60097 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 68-83 (2020). MSC: 60G10 60G25 60G35 62M20 62C20 93E10 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 68--83 (2020; Zbl 1474.60097) Full Text: DOI arXiv OA License
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
Moklyachuk, Mikhail Convex optimization. Introductory course. (English) Zbl 1456.49001 Mathematics and Statistics Series. London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-786-30683-8/hbk; 978-1-119-80409-3/ebook). xii, 239 p. (2020). MSC: 49-01 PDFBibTeX XMLCite \textit{M. Moklyachuk}, Convex optimization. Introductory course. London: ISTE; Hoboken, NJ: John Wiley \& Sons (2020; Zbl 1456.49001) Full Text: DOI
Luz, Maksym; Moklyachuk, Mikhail Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments. arXiv:2007.11581 Preprint, arXiv:2007.11581 [math.ST] (2020). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments'', Preprint, arXiv:2007.11581 [math.ST] (2020) Full Text: arXiv OA License
Matsak, Ivan; Moklyachuk, Mikhail On Distributions of One Class of Random Sums and their Applications. arXiv:2002.04424 Preprint, arXiv:2002.04424 [math.PR] (2020). MSC: 60E05 60K25 90B22 BibTeX Cite \textit{I. Matsak} and \textit{M. Moklyachuk}, ``On Distributions of One Class of Random Sums and their Applications'', Preprint, arXiv:2002.04424 [math.PR] (2020) Full Text: DOI arXiv OA License
Masyutka, Yu. O.; Moklyachuk, M. P.; Sidei, M. I. Filtering of multidimensional stationary sequences with missing observations. (English) Zbl 1458.60039 Carpathian Math. Publ. 11, No. 2, 361-378 (2019). MSC: 60G10 60G25 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{Yu. O. Masyutka} et al., Carpathian Math. Publ. 11, No. 2, 361--378 (2019; Zbl 1458.60039) Full Text: DOI arXiv OA License
Moklyachuk, Mikhail; Sidei, Maria; Masyutka, Oleksandr Estimation of stochastic processes with missing observations. (English) Zbl 1430.62009 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-5361-5890-8/hbk; 978-1-5361-5891-5/ebook). 336 p. (2019). MSC: 62-02 62M15 62D10 62M20 60-01 60G10 PDFBibTeX XMLCite \textit{M. Moklyachuk} et al., Estimation of stochastic processes with missing observations. New York, NY: Nova Science Publishers (2019; Zbl 1430.62009)
Luz, Maksym; Moklyachuk, Mikhail Estimation of stochastic processes with stationary increments and cointegrated sequences. (English) Zbl 1430.62007 London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-503-9/hbk; 978-1-119-66353-9/ebook). xx, 282 p. (2019). MSC: 62-02 62M10 62P05 62M15 60J20 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Estimation of stochastic processes with stationary increments and cointegrated sequences. London: ISTE; Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1430.62007) Full Text: DOI
Moklyachuk, Mikhail; Masyutka, Oleksandr; Golichenko, Iryna Estimates of periodically correlated isotropic random fields. (English) Zbl 1430.62008 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-5361-3244-1/hbk; 978-1-5361-3245-8/ebook). xiv, 295 p. (2018). MSC: 62-02 62M40 62M20 PDFBibTeX XMLCite \textit{M. Moklyachuk} et al., Estimates of periodically correlated isotropic random fields. New York, NY: Nova Science Publishers (2018; Zbl 1430.62008)
Kozak, P. S.; Moklyachuk, M. P. Estimates of functionals constructed from random sequences with periodically stationary increments. (English. Ukrainian original) Zbl 1409.60051 Theory Probab. Math. Stat. 97, 85-98 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 83-96 (2017). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{P. S. Kozak} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 97, 85--98 (2018; Zbl 1409.60051); translation from Teor. Jmovirn. Mat. Stat. 97, 83--96 (2017) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Minimax interpolation of stochastic processes with stationary increments from observations with noise. (English. Ukrainian original) Zbl 1371.60064 Theory Probab. Math. Stat. 94, 121-135 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 116-129 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 94, 121--135 (2017; Zbl 1371.60064); translation from Teor. Jmovirn. Mat. Stat. 94, 116--129 (2016) Full Text: DOI
Moklyachuk, M. P.; Ostapenko, V. I. Interpolation of harmonizable processes from observations with noise. (Ukrainian. English summary) Zbl 1374.60089 Bukovyn. Mat. Zh. 5, No. 1-2, 112-122 (2017). MSC: 60G52 60G10 62M15 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{V. I. Ostapenko}, Bukovyn. Mat. Zh. 5, No. 1--2, 112--122 (2017; Zbl 1374.60089) Full Text: Link
Luz, Maksym; Moklyachuk, Mikhail Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences. (English) Zbl 1426.60046 Cogent Math. 3, Article ID 1167811, 21 p. (2016). MSC: 60G35 60G10 62M15 62M20 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Cogent Math. 3, Article ID 1167811, 21 p. (2016; Zbl 1426.60046) Full Text: DOI OA License
Luz, Maksym; Moklyachuk, Mikhail Minimax prediction of random processes with stationary increments from observations with stationary noise. (English) Zbl 1426.62276 Cogent Math. 3, Article ID 1133219, 17 p. (2016). MSC: 62M20 60G10 60G25 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Cogent Math. 3, Article ID 1133219, 17 p. (2016; Zbl 1426.62276) Full Text: DOI OA License
Moklyachuk, M. P.; Sidei, M. I. Interpolation of stationary sequences observed with a noise. (English. Ukrainian original) Zbl 1357.60039 Theory Probab. Math. Stat. 93, 153-167 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 142-155 (2015). MSC: 60G10 60G25 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Theory Probab. Math. Stat. 93, 153--167 (2016; Zbl 1357.60039); translation from Teor. Jmovirn. Mat. Stat. 93, 142--155 (2015) Full Text: DOI
Moklyachuk, M. P.; Sidei, M. I. Interpolation of functionals of stationary processes with missing observations. (English) Zbl 1363.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24-30 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 24--30 (2016; Zbl 1363.60052) Full Text: arXiv
Moklyachuk, M. P.; Ostapenko, V. I. Minimax extrapolation problem for harmonizable stable processes with noise observations. (English) Zbl 1363.60070 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 15-23 (2016). MSC: 60G52 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{V. I. Ostapenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2016, No. 1, 15--23 (2016; Zbl 1363.60070) Full Text: arXiv
Moklyachuk, M. P.; Sidei, M. I. An extrapolation problem for functionals of stationary processes with missing observations. (English) Zbl 1363.60051 Bukovyn. Mat. Zh. 4, No. 1-2, 122-129 (2016). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{M. I. Sidei}, Bukovyn. Mat. Zh. 4, No. 1--2, 122--129 (2016; Zbl 1363.60051)
Luz, Maksym; Moklyachuk, Mikhail Minimax interpolation of sequences with stationary increments and cointegrated sequences. (English) Zbl 1351.49026 Mod. Stoch., Theory Appl. 3, No. 1, 59-78 (2016). MSC: 49K35 60G10 62G05 60G25 62M20 PDFBibTeX XMLCite \textit{M. Luz} and \textit{M. Moklyachuk}, Mod. Stoch., Theory Appl. 3, No. 1, 59--78 (2016; Zbl 1351.49026) Full Text: DOI arXiv
Moklyachuk, M. P.; Ostapenko, V. I. Minimax interpolation of harmonizable sequences. (English. Ukrainian original) Zbl 1348.60073 Theory Probab. Math. Stat. 92, 135-146 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 125-136 (2015). MSC: 60G52 62G05 60G25 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{V. I. Ostapenko}, Theory Probab. Math. Stat. 92, 135--146 (2016; Zbl 1348.60073); translation from Teor. Jmovirn. Mat. Stat. 92, 125--136 (2015) Full Text: DOI
Moklyachuk, Mikhail; Golichenko, Iryna Periodically correlated processes estimates. (English) Zbl 1374.62001 Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-88507-5). 308 p. (2016). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62F35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{I. Golichenko}, Periodically correlated processes estimates. Saarbrücken: LAP Lambert Academic Publishing (2016; Zbl 1374.62001)
Golichenko, Iryna; Masyutka, Oleksandr; Moklyachuk, Mikhail Filtering of Continuous Time Periodically Correlated Isotropic Random Fields. arXiv:1606.01511 Preprint, arXiv:1606.01511 [math.ST] (2016). MSC: 60G60 62M40 62M20 93E10 93E11 BibTeX Cite \textit{I. Golichenko} et al., ``Filtering of Continuous Time Periodically Correlated Isotropic Random Fields'', Preprint, arXiv:1606.01511 [math.ST] (2016) Full Text: arXiv OA License
Golichenko, Iryna; Masyutka, Oleksandr; Moklyachuk, Mikhail Minimax-robust filtering of functionals from periodically correlated random fields. (English) Zbl 1339.60056 Cogent Math. 2, No. 1, Article ID 1074327, 13 p. (2015). MSC: 60G60 62M40 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{I. Golichenko} et al., Cogent Math. 2, Article ID 1074327, 13 p. (2015; Zbl 1339.60056) Full Text: DOI OA License
Dubovetska, Iryna; Masyutka, Oleksandr; Moklyachuk, Mikhail Estimation problems for periodically correlated isotropic random fields. (English) Zbl 1315.60060 Methodol. Comput. Appl. Probab. 17, No. 1, 41-57 (2015). MSC: 60G60 60G35 62M40 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{I. Dubovetska} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 41--57 (2015; Zbl 1315.60060) Full Text: DOI
Moklyachuk, Mikhail Book review of: L. Chaumont and M. Yor, Exercises in probability. A guided tour from measure theory to random processes via conditioning. 2nd ed. (English) Zbl 1458.00010 J. Appl. Stat. 41, No. 4, 916-917 (2014). MSC: 00A17 60-01 00A07 97K60 PDFBibTeX XMLCite \textit{M. Moklyachuk}, J. Appl. Stat. 41, No. 4, 916--917 (2014; Zbl 1458.00010) Full Text: DOI
Luz, M. M.; Moklyachuk, M. P. Minimax-robust filtering problem for stochastic sequences with stationary increments. (English) Zbl 1332.60059 Theory Probab. Math. Stat. 89, 127-142 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 115–129 (2013). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 89, 127--142 (2014; Zbl 1332.60059); translation from Teor. Jmovirn. Mat. Stat. 89, 115--129 (2013) Full Text: DOI
Golichenko, Iryna; Moklyachuk, M. P. Estimates of functionals of periodically correlated stochastic processes. (Оцінки функціоналів від периодично корелованих процесів.) (Ukrainian) Zbl 1324.62001 Kyïv: Interservis (ISBN 978-617-696-270-0). 208 p. (2014). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62F35 93E10 93E11 PDFBibTeX XMLCite \textit{I. Golichenko} and \textit{M. P. Moklyachuk}, Оцінки функціоналів від периодично корелованих процесів (Ukrainian). Kyïv: Interservis (2014; Zbl 1324.62001)
Dubovets’ka, I. I.; Moklyachuk, M. P. Extrapolation of periodically correlated stochastic processes observed with noise. (English. Ukrainian original) Zbl 1353.60040 Theory Probab. Math. Stat. 88, 67-83 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 60-75 (2013). MSC: 60G25 62M20 62M09 60G35 62M15 60G10 93E10 PDFBibTeX XMLCite \textit{I. I. Dubovets'ka} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 88, 67--83 (2014; Zbl 1353.60040); translation from Teor. Jmovirn. Mat. Stat. 88, 60--75 (2013) Full Text: DOI
Moklyachuk, Mikhail Book review of: Ç. H. Aladağ (ed.) and E. Eğrioğlu (ed.), Advances in time series forecasting. (English) Zbl 1457.00029 J. Appl. Stat. 40, No. 12, 2771-2772 (2013). MSC: 00A17 62-06 91-06 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{M. Moklyachuk}, J. Appl. Stat. 40, No. 12, 2771--2772 (2013; Zbl 1457.00029) Full Text: DOI
Moklyachuk, M. P.; Shchestyuk, N. Yu. Estimates of functionals of random fields. (Оцінки функціоналів від випадкових полів.) (Ukrainian) Zbl 1324.62002 Uzhgorod: Autdor-Shark (ISBN 978-617-7132-04-1). 228 p. (2013). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 62M40 60G60 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Оцінки функціоналів від випадкових полів (Ukrainian). Uzhgorod: Autdor-Shark (2013; Zbl 1324.62002)
Luz, M. M.; Moklyachuk, M. P. Interpolation of functionals of stochastic sequences with stationary increments. (English. Ukrainian original) Zbl 1343.60039 Theory Probab. Math. Stat. 87, 117-133 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 105-119 (2012). MSC: 60G10 62M09 60G25 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 87, 117--133 (2013; Zbl 1343.60039); translation from Teor. Jmovirn. Mat. Stat. 87, 105--119 (2012) Full Text: DOI
Dubovets’ka, I. I.; Moklyachuk, M. P. Filtration of linear functionals of periodically correlated sequences. (English. Ukrainian original) Zbl 1353.60041 Theory Probab. Math. Stat. 86, 51-64 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 43-55 (2012). MSC: 60G35 62M20 62M09 60G25 60G10 62M15 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Dubovets'ka} and \textit{M. P. Moklyachuk}, Theory Probab. Math. Stat. 86, 51--64 (2013; Zbl 1353.60041); translation from Teor. Jmovirn. Mat. Stat. 86, 43--55 (2012) Full Text: DOI
Dubovetska, I. I.; Moklyachuk, M. P. Minimax interpolation of periodically correlated processes. (Ukrainian. English summary) Zbl 1289.60075 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 51-62 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{I. I. Dubovetska} and \textit{M. P. Moklyachuk}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 51--62 (2012; Zbl 1289.60075)
Moklyachuk, M. P.; Dubovets’ka, I. I. Filtering of periodically correlated processes. (Ukrainian. English summary) Zbl 1289.60077 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 149-158 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{I. I. Dubovets'ka}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 149--158 (2012; Zbl 1289.60077)
Luz, M. M.; Moklyachuk, M. P. Interpolation of functionals of stochastic sequences with stationary increments from observations with noise. (Ukrainian. English summary) Zbl 1289.60076 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 131-148 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 131--148 (2012; Zbl 1289.60076)
Moklyachuk, O. M. Modelling with given reliability and accuracy in the space \(L_p(T)\) of stochastic processes from \(\mathrm{Sub}_{\phi}(\Omega)\) decomposable in series with independent elements. (Ukrainian. English summary) Zbl 1289.60063 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 13-23 (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G07 PDFBibTeX XMLCite \textit{O. M. Moklyachuk}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 2, 13--23 (2012; Zbl 1289.60063)
Dubovets’ka, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. Interpolation of periodically correlated stochastic sequences. (English. Ukrainian original) Zbl 1411.60050 Theory Probab. Math. Stat. 84, 43-56 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 43-56 (2011). MSC: 60G10 60G25 60G35 62M20 93E10 PDFBibTeX XMLCite \textit{I. I. Dubovets'ka} et al., Theory Probab. Math. Stat. 84, 43--56 (2012; Zbl 1411.60050); translation from Teor. Jmovirn. Mat. Stat. 84, 43--56 (2011) Full Text: DOI
Moklyachuk, Mikhail; Masyutka, Oleksandr Minimax-robust estimation technique for stationary stochastic processes. (English) Zbl 1289.62001 Saarbrücken: LAP Lambert Academic Publishing (ISBN 978-3-659-19817-5). 289 p. (2012). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62-02 60-02 60G10 60G25 60G35 62M09 62M20 62M40 62F35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{O. Masyutka}, Minimax-robust estimation technique for stationary stochastic processes. Saarbrücken: LAP Lambert Academic Publishing (2012; Zbl 1289.62001)
Korolyuk, V. S.; Zakusilo, O. K.; Gorodnij, M. F.; Bagro, G. S.; Borisenko, O. D.; Vasilik, O. I.; Kartashov, M. V.; Kozachenko, Yu. V.; Kurchenko, O. O.; Lapida, T. M.; Majboroda, R. E.; Mishura, Yu. S.; Moklyachuk, M. P.; Olenko, A. Ya.; Ponomarenko, O. I. Obituary: Mikhajlo Josypovych Yadrenko (16.04.1932–28.09.2004). (Ukrainian. English summary) Zbl 1274.01086 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 28, 60-61 (2012). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{V. S. Korolyuk} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 28, 60--61 (2012; Zbl 1274.01086)
Korolyuk, V. S.; Zakuzylo, O. K.; Gorodnij, M. F.; Kartashov, M. V.; Kozachenko, Yu. V.; Kulinich, G. L.; Mishura, Yu. S.; Moklyachuk, M. P.; Radchenko, V. M.; Vyshens’kyj, V. A. Anatolij Volodymyrovych Skorokhod (10.09.1930–03.01.2011). (Ukrainian) Zbl 1249.01028 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 26, 62-63 (2011). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{V. S. Korolyuk} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 26, 62--63 (2011; Zbl 1249.01028)
Gorodnij, M. F.; Perestyuk, M. O.; Mishura, Yu. S.; Meleshko, V. V.; Moklyachuk, M. P.; Samojlenko, V. G.; Kartashov, M. V.; Majboroda, R. E.; Yamnenko, R. E. To the 70 anniversary from the date of Yuriy Vasyljovych Kozachenko birth. (Ukrainian. English summary) Zbl 1249.01026 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 63 (2011). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{M. F. Gorodnij} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 63 (2011; Zbl 1249.01026)
Samojlenko, A. M.; Kovalenko, I. M.; Perestyuk, M. O.; Zakuzylo, O. K.; Kartashov, M. V.; Kozachenko, Yu. V.; Majboroda, R. E.; Mishura, Yu. S.; Moklyachuk, M. P.; Gusak, D. V. To the 85 anniversary from the date of Volodymyr Semenovych Korolyuk birth. (Ukrainian. English summary) Zbl 1249.01031 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 59-60 (2011). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{A. M. Samojlenko} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 59--60 (2011; Zbl 1249.01031)
Kozachenko, Yu. V.; Moklyachuk, O. M. Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\). (English. Russian original) Zbl 1251.60030 Theory Probab. Math. Stat. 83, 95-110 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 80-91 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60G07 60G20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. M. Moklyachuk}, Theory Probab. Math. Stat. 83, 95--110 (2011; Zbl 1251.60030); translation from Teor. Jmovirn. Mat. Stat. 83, 80--91 (2010) Full Text: DOI
Moklyachuk, Mikhail; Masyutka, Aleksandr Minimax prediction problem for multidimensional stationary stochastic processes. (English) Zbl 1279.60046 Commun. Stat., Theory Methods 40, No. 19-20, 3700-3710 (2011). MSC: 60G10 93E10 62M20 60G35 93E11 93C41 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Commun. Stat., Theory Methods 40, No. 19--20, 3700--3710 (2011; Zbl 1279.60046) Full Text: DOI
Kozachenko, Yuriĭ V.; Moklyachuk, O. M. Random processes in the spaces \({D_{V,W}}\). (English. Ukrainian original) Zbl 1232.60030 Theory Probab. Math. Stat. 82, 43-56 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 56-66. MSC: 60G07 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{O. M. Moklyachuk}, Theory Probab. Math. Stat. 82, 43--56 (2011; Zbl 1232.60030); translation from Teor. Jmovirn. Mat. Stat. No. 82, 56--6 Full Text: DOI
Moklyachuk, M. P. Calculus of variations. Extremum problems. (Варіаційне числення. Екстремальні задачі.) (Ukrainian) Zbl 1240.49001 Kiïv: VPTS, Kyïvskyĭ Universytet. 399 p. (2010). MSC: 49-01 93-01 90C39 34H05 49L20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Варіаційне числення. Екстремальні задачі (Ukrainian). Kiïv: VPTS, Kyïvskyĭ Universytet (2010; Zbl 1240.49001)
Moklyachuk, O. M. Simulation of Gaussian random sequences in \(L_p(T)\). (Ukrainian. English summary) Zbl 1199.60122 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 23-26 (2009). MSC: 60G15 PDFBibTeX XMLCite \textit{O. M. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 23--26 (2009; Zbl 1199.60122)
Moklyachuk, Mikhail; Masyutka, Aleksandr Minimax prediction problem for multidimensional stationary stochastic sequences. (English) Zbl 1224.62085 Theory Stoch. Process. 14, No. 3-4, 89-103 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 60G10 60G35 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 14, No. 3--4, 89--103 (2008; Zbl 1224.62085)
Moklyachuk, M.; Shchestyuk, N. Robust filtering of homogeneous and homogeneously correlated random fields of discrete arguments. (Ukrainian. English summary) Zbl 1199.60179 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2008, No. 20, 88-91 (2008). MSC: 60G60 62M40 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{N. Shchestyuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2008, No. 20, 88--91 (2008; Zbl 1199.60179)
Moklyachuk, M. P. Nonsmooth analysis and optimization. Textbook. (Негладкий анализ та оптимізація. Навчальний посібник.) (Ukrainian) Zbl 1224.49001 Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-139-6). 399 p. (2008). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 49-01 90-01 49J52 46G05 49K27 26B05 90C30 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Негладкий анализ та оптимізація. Навчальний посібник (Ukrainian). Kyïv: Vydavnycho-Poligrafichnyĭ\ Tsentr, Kyïvskyĭ\ Universytet (2008; Zbl 1224.49001)
Moklyachuk, M. P. Robust estimates for functionals of stochastic processes. (Робастні оцінки функціоналів від стохастичних процесів.) (Ukrainian) Zbl 1249.62007 Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-143-3). 320 p. (2008). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M09 62M40 62M15 62-02 62F35 62P30 62P35 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Робастні оцінки функціоналів від стохастичних процесів (Ukrainian). Kyïv: Vydavnycho-Poligrafichnyĭ\ Tsentr, Kyïvskyĭ\ Universytet (2008; Zbl 1249.62007)
Moklyachuk, Mikhail Prediction problem for random fields on groups. (English) Zbl 1164.60033 Theory Stoch. Process. 13, No. 29, Part 4, 148-162 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G60 62M20 62M40 93E10 PDFBibTeX XMLCite \textit{M. Moklyachuk}, Theory Stoch. Process. 13(29), No. 4, 148--162 (2007; Zbl 1164.60033)
Moklyachuk, M. P.; Yamnenko, R. E. Lectures on the theory of decision making. Textbook. (Лекциїз теоріївибору та прийняття рішень. Навчальний посібник.) (Ukrainian) Zbl 1183.90003 Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 966-439-002-X). 256 p. (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 90-01 91-01 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{R. E. Yamnenko}, Лекциї\ з теорії\ вибору та прийняття рішень. Навчальний посібник (Ukrainian). Kyïv: Vydavnycho-Poligrafichnyĭ\ Tsentr, Kyïvskyĭ\ Universytet (2007; Zbl 1183.90003)
Moklyachuk, Mikhail; Masyutka, Aleksandr Robust filtering of stochastic processes. (English) Zbl 1142.60328 Theory Stoch. Process. 13, No. 29, Part 1-2, 166-181 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G10 62M20 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 13(29), No. 1--2, 166--181 (2007; Zbl 1142.60328)
Moklyachuk, M. P.; Masyutka, O. Yu. On the problem of filtration of vector stationary sequences. (Ukrainian, English) Zbl 1164.60358 Teor. Jmovirn. Mat. Stat. 75, 95-104 (2006); translation in Theory Probab. Math. Stat. 75, 109-119 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G35 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{O. Yu. Masyutka}, Teor. Ĭmovirn. Mat. Stat. 75, 95--104 (2006; Zbl 1164.60358); translation in Theory Probab. Math. Stat. 75, 109--119 (2007) Full Text: Link
Moklyachuk, Mikhail; Zrazhevsky, Aleksey Analysis and forecasting of self-similar financial time series. (English) Zbl 1141.91042 Theory Stoch. Process. 12, No. 28, Part 3-4, 114-122 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 62P05 60G52 62M10 62M20 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Zrazhevsky}, Theory Stoch. Process. 12(28), No. 3--4, 114--122 (2006; Zbl 1141.91042)
Moklyachuk, Mikhail; Masyutka, Aleksandr Robust estimation problems for stochastic processes. (English) Zbl 1142.62059 Theory Stoch. Process. 12, No. 28, Part 3-4, 88-113 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M09 62M15 60G10 60G35 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 12(28), No. 3--4, 88--113 (2006; Zbl 1142.62059)
Moklyachuk, Mikhail P.; Zrazhevsky, Aleksey G. Long-range dependence of time series for MSFT data of the prices of shares and returns. (English) Zbl 1117.62097 Random Oper. Stoch. Equ. 14, No. 4, 393-403 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M10 62P05 62M09 91B28 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{A. G. Zrazhevsky}, Random Oper. Stoch. Equ. 14, No. 4, 393--403 (2006; Zbl 1117.62097) Full Text: DOI
Moklyachuk, Mikhail P.; Masyutka, Aleksandr Yu. Extrapolation of multidimensional stationary processes. (English) Zbl 1117.62100 Random Oper. Stoch. Equ. 14, No. 3, 233-244 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M15 62M20 60G10 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{A. Yu. Masyutka}, Random Oper. Stoch. Equ. 14, No. 3, 233--244 (2006; Zbl 1117.62100) Full Text: DOI
Moklyachuk, M. P.; Masyutka, O. Yu. Interpolation of multidimensional stationary sequences. (Ukrainian, English) Zbl 1117.62103 Teor. Jmovirn. Mat. Stat. 73, 112-119 (2005); translation in Theory Probab. Math. Stat., Vol 73, 125-133 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M20 60G10 93E10 93E11 62C20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{O. Yu. Masyutka}, Teor. Ĭmovirn. Mat. Stat. 73, 112--119 (2005; Zbl 1117.62103); translation in Theory Probab. Math. Stat., Vol 73, 125--133 (2006) Full Text: Link
Moklyachuk, Mykhajlo P.; Masyutka, Oleksandr Yu. Extrapolation of multidimensional stationary sequences. (Ukrainian. English summary) Zbl 1101.60330 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 60-70 (2005). MSC: 60G25 62M20 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{O. Yu. Masyutka}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 3, 60--70 (2005; Zbl 1101.60330)
Moklyachuk, M. P. Fundamentals of convex analysis. (Osnovy opuklogo analizu.) (Ukrainian) Zbl 1104.49001 Kiev: TViMS (ISBN 966-95255-9-4). 240 p. (2004). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 49-01 90-01 49J52 90C25 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Osnovy opuklogo analizu (Ukrainian). Kiev: TViMS (2004; Zbl 1104.49001)
Moklyachuk, Mikhail; Shchestyuk, Nataliya Estimation problems for random fields from observations in discrete moments of time. (English) Zbl 1063.62130 Theory Stoch. Process. 10(26), No. 1-2, 141-153 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M40 62M15 60G60 60G35 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{N. Shchestyuk}, Theory Stoch. Process. 10(26), No. 1--2, 141--153 (2004; Zbl 1063.62130)
Moklyachuk, Mikhail; Shchestyuk, Nataliya Robust estimates of functionals of homogeneous random fields. (English) Zbl 1063.62131 Theory Stoch. Process. 9(25), No. 3-4, 101-113 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M40 62M15 60G60 60G35 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{N. Shchestyuk}, Theory Stoch. Process. 9(25), No. 3--4, 101--113 (2003; Zbl 1063.62131)
Moklyachuk, Mikhail; Masyutka, Aleksandr Estimation problems for stochastic processes from observations in discrete moments of time. (English) Zbl 1063.62119 Theory Stoch. Process. 9(25), No. 3-4, 114-131 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M09 60G35 62M20 PDFBibTeX XMLCite \textit{M. Moklyachuk} and \textit{A. Masyutka}, Theory Stoch. Process. 9(25), No. 3--4, 114--131 (2003; Zbl 1063.62119)
Moklyachuk, M. P.; Shchestyuk, N. Yu. On a filtering problem for homogeneous random fields of discrete argument. (Ukrainian. English summary) Zbl 1064.60079 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2003, No. 10, 117-122 (2003). MSC: 60G35 60G60 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2003, No. 10, 117--122 (2003; Zbl 1064.60079)
Moklyachuk, M. P. Calculus of variations. Extremum problems. (Variatsijne chislennya. Ekstremal’ni zadachi.) (Ukrainian) Zbl 1032.49001 Kiïv: VPTS “Ekspres”. 380 p. (2003). Reviewer: M.I.Yadrenko (Kyïv) MSC: 49-01 93-01 90C39 34H05 49L20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Variatsijne chislennya. Ekstremal'ni zadachi (Ukrainian). Kiïv: VPTS ``Ekspres'' (2003; Zbl 1032.49001)
Moklyachuk, Mikhail P.; Shchestyuk, Nataliya Yu. On robust estimates of random fields. (Ukrainian. English summary) Zbl 1020.60044 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2003, No. 1, 32-41 (2003). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 62M20 62M40 93E11 60G35 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2003, No. 1, 32--41 (2003; Zbl 1020.60044)
Moklyachuk, M. P.; Shchestyuk, N. Yu. Extrapolation of random fields observed with noise. (Ukrainian. English summary) Zbl 1020.60043 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2003, No. 4, 12-17 (2003). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 62M20 62M40 93E11 60G35 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2003, No. 4, 12--17 (2003; Zbl 1020.60043)
Kozachenko, Yuri; Moklyachuk, Oksana Large deviation probabilities in terms of majorizing measures. (English) Zbl 1020.60021 Random Oper. Stoch. Equ. 11, No. 1, 1-20 (2003). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G07 60G15 60F10 62M09 60G17 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{O. Moklyachuk}, Random Oper. Stoch. Equ. 11, No. 1, 1--20 (2003; Zbl 1020.60021) Full Text: DOI
Moklyachuk, M. P.; Shchestyuk, N. Yu. On the filtering problem for random fields. (Ukrainian. English summary) Zbl 1022.62096 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 5, 116-125 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 62M40 62M20 62M15 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 5, 116--125 (2002; Zbl 1022.62096)
Moklyachuk, M. P.; Shchestyuk, N. Yu. Robust estimates of functionals of random fields. (Ukrainian. English summary) Zbl 1023.62100 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 5, 106-115 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 62M40 62M15 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 5, 106--115 (2002; Zbl 1023.62100)
Moklyachuk, M. P.; Shchestyuk, N. Yu. Extrapolation problem for homogeneous random fields from observations with noise. (Ukrainian. English summary) Zbl 1022.60046 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 8, 96-101 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G60 60G35 62M20 93E11 62M40 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 8, 96--101 (2002; Zbl 1022.60046)
Moklyachuk, M. P.; Shchestyuk, N. Yu. Minimax-robust extrapolation problem for continuous random fields. (Ukrainian. English summary) Zbl 1001.62032 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 1, 47-57 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 62M40 62M15 62M20 60G60 PDFBibTeX XMLCite \textit{M. P. Moklyachuk} and \textit{N. Yu. Shchestyuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2002, No. 1, 47--57 (2002; Zbl 1001.62032)
Moklyachuk, Mikhail P. Estimation problems for random fields from noisy data. (English) Zbl 1004.60036 Random Oper. Stoch. Equ. 10, No. 3, 223-232 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 60G35 60G25 60G60 62M40 93E10 93E11 62M20 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Random Oper. Stoch. Equ. 10, No. 3, 223--232 (2002; Zbl 1004.60036) Full Text: DOI
Moklyachuk, M. P. On estimates of unknown values of random fields from noisy observations. (Ukrainian, English) Zbl 1026.62099 Teor. Jmovirn. Mat. Stat. 65, 152-160 (2001); translation in Theory Probab. Math. Stat. 65, 171-180 (2002). Reviewer: M.I.Yadrenko (Kyïv) MSC: 62M40 62M15 60G35 60G60 93E10 PDFBibTeX XMLCite \textit{M. P. Moklyachuk}, Teor. Ĭmovirn. Mat. Stat. 65, 152--160 (2001; Zbl 1026.62099); translation in Theory Probab. Math. Stat. 65, 171--180 (2002)
Moklyachuk, Mikhail Minimax-robust extrapolation problems for vector-valued stochastic processes. (English) Zbl 1003.60040 Aivazian, S. (ed.) et al., Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10-14, 2001. Vol. 2. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association; 985-445-491-6 (vol. 2)). 131-136 (2001). MSC: 60G25 93E11 62M20 PDFBibTeX XMLCite \textit{M. Moklyachuk}, in: Computer data analysis and modeling: Robustness and computer intensive methods (CDAM 2001). Proceedings of the 6th international conference, Minsk, Belarus, September 10--14, 2001. Vol. 2. Minsk: Belarusian State Univ., National Research Center for Applied Problems of Mathematics and Informatics; Belarusian Republican Foundation for Fundamental Research; Belarusian Statistical Association. 131--136 (2001; Zbl 1003.60040)
Moklyachuk, Mikhail Game theory and convex optimization methods in robust estimation problems. (English) Zbl 0973.62083 Theory Stoch. Process. 7(23), No. 1-2, 253-264 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 62M15 62M20 60G25 PDFBibTeX XMLCite \textit{M. Moklyachuk}, Theory Stoch. Process. 7(23), No. 1--2, 253--264 (2001; Zbl 0973.62083)