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Found 105 Documents (Results 1–100)

On statistical properties of the estimator of impulse response function. (English) Zbl 07819630

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022).
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Information geometry of smooth densities on the Gaussian space: Poincaré inequalities. (English) Zbl 1479.53019

Nielsen, Frank (ed.), Progress in information geometry. Theory and applications. Based on discussions of the fourth international conference on geometric science of information, GSI’2019, Toulouse, France, August 27–29, 2019. Cham: Springer. Signals Commun. Technol., 1-17 (2021).
MSC:  53B12 62B11
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Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\). (English. Ukrainian original) Zbl 1349.94077

Theory Probab. Math. Stat. 91, 193-203 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 174-183 (2014).
MSC:  94A12 60B11 60B20
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Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables. (English. Ukrainian original) Zbl 1333.60069

Theory Probab. Math. Stat. 91, 43-60 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 38-54 (2014).
MSC:  60G07 60G17
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Application of \(\varphi\)-sub-Gaussian random processes in queueing theory. (English) Zbl 1322.60196

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, 21-38 (2014).
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An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\). (English. Ukrainian original) Zbl 1333.60067

Theory Probab. Math. Stat. 88, 123-138 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 110-123 (2013).
MSC:  60G07 60G17
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The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables. (English. Ukrainian original) Zbl 1305.60025

Theory Probab. Math. Stat. 86, 105-121 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 92-107 (2012).
MSC:  60G07 46E30 65C05
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Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence. (English. Ukrainian original) Zbl 1274.91373

Theory Probab. Math. Stat. 84, 15-31 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 18-33 (2011).
MSC:  91G10 60G22
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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).
MSC:  60G07 60G20
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Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments. (English. Ukrainian original) Zbl 1232.60031

Theory Probab. Math. Stat. 82, 57-73 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67-81.
MSC:  60G17 60G18 60G22
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