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; 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)
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)
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)
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)
Cortés, J. C.; Jódar, L.; Villafuerte, L. Random linear-quadratic mathematical models: Computing explicit solutions and applications. (English) Zbl 1183.65005 Math. Comput. Simul. 79, No. 7, 2076-2090 (2009). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C30 65C50 60H35 92D25 60H10 34F05 PDFBibTeX XMLCite \textit{J. C. Cortés} et al., Math. Comput. Simul. 79, No. 7, 2076--2090 (2009; Zbl 1183.65005) Full Text: DOI
Zhang, Haomin; Gan, Siqing; Hu, Lin The split-step backward Euler method for linear stochastic delay differential equations. (English) Zbl 1183.65007 J. Comput. Appl. Math. 225, No. 2, 558-568 (2009). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C30 60H10 34F05 60H35 34K50 65L06 65L20 PDFBibTeX XMLCite \textit{H. Zhang} et al., J. Comput. Appl. Math. 225, No. 2, 558--568 (2009; Zbl 1183.65007) Full Text: DOI
Burdzy, Krzysztof; Kang, Weining; Ramanan, Kavita The Skorokhod problem in a time-dependent interval. (English) Zbl 1186.60035 Stochastic Processes Appl. 119, No. 2, 428-452 (2009). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60G17 60J65 PDFBibTeX XMLCite \textit{K. Burdzy} et al., Stochastic Processes Appl. 119, No. 2, 428--452 (2009; Zbl 1186.60035) Full Text: DOI arXiv
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)
Speyer, Jason L.; Chung, Walter H. Stochastic processes, estimation, and control. (English) Zbl 1171.93006 Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-0-898716-55-9/pbk; 978-0-89871-859-1/ebook). xiv, 383 p. (2008). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93-02 62-02 93E11 93E20 PDFBibTeX XMLCite \textit{J. L. Speyer} and \textit{W. H. Chung}, Stochastic processes, estimation, and control. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (2008; Zbl 1171.93006) Full Text: DOI Link
Pang, W. K.; Li, Ronghua; Liu, Min Convergence of the semi-implicit Euler method for stochastic age-dependent population equations. (English) Zbl 1159.65010 Appl. Math. Comput. 195, No. 2, 466-474 (2008). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C30 60H35 60H10 65L20 PDFBibTeX XMLCite \textit{W. K. Pang} et al., Appl. Math. Comput. 195, No. 2, 466--474 (2008; Zbl 1159.65010) Full Text: DOI
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)
Sabelfeld, Karl Expansion of random boundary excitations for elliptic PDEs. (English) Zbl 1158.60027 Monte Carlo Methods Appl. 13, No. 5-6, 405-453 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{K. Sabelfeld}, Monte Carlo Methods Appl. 13, No. 5--6, 405--453 (2007; Zbl 1158.60027) Full Text: DOI
Lee, Jiyeon First exit times for compound Poisson dams with a general release rule. (English) Zbl 1158.60041 Math. Methods Oper. Res. 65, No. 1, 169-178 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{J. Lee}, Math. Methods Oper. Res. 65, No. 1, 169--178 (2007; Zbl 1158.60041) Full Text: DOI
Williamson, Timothy How probable is an infinite sequence of heads? (English) Zbl 1158.60304 Analysis, Oxf. 67, No. 3, 173-180 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60A05 00A30 PDFBibTeX XMLCite \textit{T. Williamson}, Analysis, Oxf. 67, No. 3, 173--180 (2007; Zbl 1158.60304) Full Text: DOI
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. Convergence of adaptive mixtures of importance sampling schemes. (English) Zbl 1132.60022 Ann. Stat. 35, No. 1, 420-448 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60F05 65C40 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Stat. 35, No. 1, 420--448 (2007; Zbl 1132.60022) Full Text: DOI arXiv
Sinescu, Vasile; Joe, Stephen Good lattice rules based on the general weighted star discrepancy. (English) Zbl 1116.65002 Math. Comput. 76, No. 258, 989-1004 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C05 11K38 65D30 PDFBibTeX XMLCite \textit{V. Sinescu} and \textit{S. Joe}, Math. Comput. 76, No. 258, 989--1004 (2007; Zbl 1116.65002) Full Text: DOI
Baum, D.; Breuer, L. Applying Foster’s criteria to a \(GI/PH/1\) queueing system. (English. Russian original) Zbl 1132.60064 Cybern. Syst. Anal. 42, No. 3, 433-439 (2006); translation from Kibern. Sist. Anal. 42, No. 3, 148-156 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{D. Baum} and \textit{L. Breuer}, Cybern. Syst. Anal. 42, No. 3, 433--439 (2006; Zbl 1132.60064); translation from Kibern. Sist. Anal. 42, No. 3, 148--156 (2006) Full Text: DOI
Karandikar, Rajeeva L. On the Markov chain Monte Carlo (MCMC) method. (English) Zbl 1130.65006 Sādhanā 31, No. 2, 81-104 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 65C05 65C40 PDFBibTeX XMLCite \textit{R. L. Karandikar}, Sādhanā 31, No. 2, 81--104 (2006; Zbl 1130.65006) Full Text: DOI
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
Alabert, Aureli; Gyöngy, István On numerical approximation of stochastic Burgers’ equation. (English) Zbl 1116.60027 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). 1-15 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 93E11 PDFBibTeX XMLCite \textit{A. Alabert} and \textit{I. Gyöngy}, 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. 1--15 (2006; Zbl 1116.60027)
Armero, Carmen; Conesa, David Bayesian hierarchical models in manufacturing bulk service queues. (English) Zbl 1098.62028 J. Stat. Plann. Inference 136, No. 2, 335-354 (2006). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62F15 62P30 60K30 60K25 62M05 PDFBibTeX XMLCite \textit{C. Armero} and \textit{D. Conesa}, J. Stat. Plann. Inference 136, No. 2, 335--354 (2006; Zbl 1098.62028) 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
Marinucci, D. The empirical process for bivariate sequences with long memory. (English) Zbl 1100.62088 Stat. Inference Stoch. Process. 8, No. 2, 205-223 (2005). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M10 60F17 60F05 PDFBibTeX XMLCite \textit{D. Marinucci}, Stat. Inference Stoch. Process. 8, No. 2, 205--223 (2005; Zbl 1100.62088) Full Text: DOI
Yao, Haishen; Knessl, Charles On the infinite server shortest queue problem: symmetric case. (English) Zbl 1080.60087 Stoch. Models 21, No. 1, 101-132 (2005). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{H. Yao} and \textit{C. Knessl}, Stoch. Models 21, No. 1, 101--132 (2005; Zbl 1080.60087) Full Text: DOI
Wu, P.; Elliott, R. J. Hidden Markov chain filtering for a jump diffusion model. (English) Zbl 1078.93067 Stochastic Anal. Appl. 23, No. 1, 153-163 (2005). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93E11 91B28 62M20 PDFBibTeX XMLCite \textit{P. Wu} and \textit{R. J. Elliott}, Stochastic Anal. Appl. 23, No. 1, 153--163 (2005; Zbl 1078.93067) Full Text: DOI
Ugrinovskii, V. A. Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies. (English) Zbl 1078.93053 J. Optimization Theory Appl. 124, No. 1, 227-245 (2005). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93D09 93D21 93E20 PDFBibTeX XMLCite \textit{V. A. Ugrinovskii}, J. Optim. Theory Appl. 124, No. 1, 227--245 (2005; Zbl 1078.93053) Full Text: DOI
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P. Discrete-time Markov jump linear systems. (English) Zbl 1081.93001 Probability and Its Applications. London: Springer (ISBN 1-85233-761-3/hbk). x, 280 p. (2005). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93-01 49-01 49K45 93E20 93E11 PDFBibTeX XMLCite \textit{O. L. V. Costa} et al., Discrete-time Markov jump linear systems. London: Springer (2005; Zbl 1081.93001)
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)
Costa, O. L. V.; Tuesta, E. F. \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems. (English) Zbl 1066.93065 Math. Control Signals Syst. 16, No. 4, 320-350 (2004). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93E20 93C55 60J75 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{E. F. Tuesta}, Math. Control Signals Syst. 16, No. 4, 320--350 (2004; Zbl 1066.93065) Full Text: DOI
Piunovskiy, A. B. Multicriteria impulsive control of jump Markov processes. (English) Zbl 1066.93067 Math. Methods Oper. Res. 60, No. 1, 125-144 (2004). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93E20 90C40 60J75 90C29 PDFBibTeX XMLCite \textit{A. B. Piunovskiy}, Math. Methods Oper. Res. 60, No. 1, 125--144 (2004; Zbl 1066.93067) Full Text: DOI
Dudin, Alexander; Semenova, Olga A stable algorithm for stationary distribution calculation for a BMAP/SM/1 queueing system with Markovian arrival input of disasters. (English) Zbl 1057.60084 J. Appl. Probab. 41, No. 2, 547-556 (2004). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 60K30 PDFBibTeX XMLCite \textit{A. Dudin} and \textit{O. Semenova}, J. Appl. Probab. 41, No. 2, 547--556 (2004; Zbl 1057.60084) Full Text: DOI
Miyazawa, Masakiyo Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (English) Zbl 1057.60073 Ann. Appl. Probab. 14, No. 2, 1029-1054 (2004). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60J27 90B22 60K20 60K25 91B30 PDFBibTeX XMLCite \textit{M. Miyazawa}, Ann. Appl. Probab. 14, No. 2, 1029--1054 (2004; Zbl 1057.60073) Full Text: DOI arXiv
Rapoport, Diego L. Random symplectic geometry and the realizations of the random representations of the Navier-Stokes equations by ordinary differential equations. (English) Zbl 1094.37042 Random Oper. Stoch. Equ. 11, No. 4, 371-401 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 37K65 58D30 58J65 60F99 76D05 76M35 PDFBibTeX XMLCite \textit{D. L. Rapoport}, Random Oper. Stoch. Equ. 11, No. 4, 371--401 (2003; Zbl 1094.37042) Full Text: DOI
Fomina, T. A.; Shatashvili, A. D. Some necessary and sufficient conditions of the equivalence of two Gaussian measures induced by solutions of differential equations in an Euclid and a Hilbert spaces. (English) Zbl 1088.60067 Random Oper. Stoch. Equ. 11, No. 4, 351-370 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 60A10 28C20 PDFBibTeX XMLCite \textit{T. A. Fomina} and \textit{A. D. Shatashvili}, Random Oper. Stoch. Equ. 11, No. 4, 351--370 (2003; Zbl 1088.60067) Full Text: DOI
Lakhel, El Hassan Large deviation for stochastic Volterra equation in the Besov-Orlicz space and application. (English) Zbl 1088.60072 Random Oper. Stoch. Equ. 11, No. 4, 333-350 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H20 46E30 60F10 PDFBibTeX XMLCite \textit{E. H. Lakhel}, Random Oper. Stoch. Equ. 11, No. 4, 333--350 (2003; Zbl 1088.60072) Full Text: DOI
Ait Ouahra, M.; Eddahbi, M.; Lakhel, E. Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations. (English) Zbl 1088.60069 Random Oper. Stoch. Equ. 11, No. 4, 307-332 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H15 60F17 PDFBibTeX XMLCite \textit{M. Ait Ouahra} et al., Random Oper. Stoch. Equ. 11, No. 4, 307--332 (2003; Zbl 1088.60069) Full Text: DOI
Huang, Norden E.; Wu, Man-Li; Qu, Wendong; Long, Steven R.; Shen, Samuel S. P. Applications of Hilbert-Huang transform to non-stationary financial time series analysis. (English) Zbl 1063.62144 Appl. Stoch. Models Bus. Ind. 19, No. 3, 245-268 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62P05 62M10 91B28 65T60 91B84 PDFBibTeX XMLCite \textit{N. E. Huang} et al., Appl. Stoch. Models Bus. Ind. 19, No. 3, 245--268 (2003; Zbl 1063.62144) Full Text: DOI
Jeong, Myong K.; Chen, Di; Lu, Jye-Chyi Thresholding scalogram and applications in process fault detection. (English) Zbl 1068.62120 Appl. Stoch. Models Bus. Ind. 19, No. 3, 231-244 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62P30 94A12 62E20 42C40 62B10 PDFBibTeX XMLCite \textit{M. K. Jeong} et al., Appl. Stoch. Models Bus. Ind. 19, No. 3, 231--244 (2003; Zbl 1068.62120) Full Text: DOI
Qu, Leming Wavelet thresholding in partially linear models: a computation and simulation. (English) Zbl 1068.62049 Appl. Stoch. Models Bus. Ind. 19, No. 3, 221-230 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62G08 42C40 65C20 65T60 PDFBibTeX XMLCite \textit{L. Qu}, Appl. Stoch. Models Bus. Ind. 19, No. 3, 221--230 (2003; Zbl 1068.62049) Full Text: DOI
Zandonade, Eliana; Morettin, Pedro A. Wavelet in state space models. (English) Zbl 1065.42030 Appl. Stoch. Models Bus. Ind. 19, No. 3, 199-219 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 42C40 65T60 94C10 93E11 62F10 62M10 PDFBibTeX XMLCite \textit{E. Zandonade} and \textit{P. A. Morettin}, Appl. Stoch. Models Bus. Ind. 19, No. 3, 199--219 (2003; Zbl 1065.42030) Full Text: DOI
Chang, Woojin; Kim, Seong-Hee; Vidakovic, Brani Wavelet-based estimation of a discriminant function. (English) Zbl 1069.62050 Appl. Stoch. Models Bus. Ind. 19, No. 3, 185-198 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62H30 62F15 42C40 65T60 PDFBibTeX XMLCite \textit{W. Chang} et al., Appl. Stoch. Models Bus. Ind. 19, No. 3, 185--198 (2003; Zbl 1069.62050) Full Text: DOI
Fan, Yanqin; Whitcher, Brandon A wavelet solution to the spurious regression of fractionally differenced processes. (English) Zbl 1068.62092 Appl. Stoch. Models Bus. Ind. 19, No. 3, 171-183 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 62M10 42C40 62G99 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{B. Whitcher}, Appl. Stoch. Models Bus. Ind. 19, No. 3, 171--183 (2003; Zbl 1068.62092) Full Text: DOI
Hordijk, Arie; van der Laan, Dinard Note on the convexity of the stationary waiting time as a function of the density. (English) Zbl 1057.60086 Probab. Eng. Inf. Sci. 17, No. 4, 503-508 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 60K20 60K30 90B22 PDFBibTeX XMLCite \textit{A. Hordijk} and \textit{D. van der Laan}, Probab. Eng. Inf. Sci. 17, No. 4, 503--508 (2003; Zbl 1057.60086) Full Text: DOI
Antoniouk, Alexander Val.; Antoniouk, Alexandra Vict. Nonlinear estimates approach to the regularity properties of diffusion semigroups. (English) Zbl 1046.60054 Agarwal, Ravi P. (ed.) et al., Nonlinear analysis and applications: To V. Lakshmikantham on his 80th birthday. Vol. 1. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-1711-1/hbk). 165-226 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60H07 60H10 PDFBibTeX XMLCite \textit{A. Val. Antoniouk} and \textit{A. Vict. Antoniouk}, in: Nonlinear analysis and applications: To V. Lakshmikantham on his 80th birthday. Vol. 1. Dordrecht: Kluwer Academic Publishers. 165--226 (2003; Zbl 1046.60054)
Resnick, Sidney; Samorodnitsky, Gennady Limits of on/off hierarchical product models for data transmission. (English) Zbl 1042.90004 Ann. Appl. Probab. 13, No. 4, 1355-1398 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 90B18 60K25 60K05 PDFBibTeX XMLCite \textit{S. Resnick} and \textit{G. Samorodnitsky}, Ann. Appl. Probab. 13, No. 4, 1355--1398 (2003; Zbl 1042.90004) Full Text: DOI
Ramachandran, K. M. Nearly optimal impulsive controls for reflected wideband width process. (English) Zbl 1048.93100 Stochastic Anal. Appl. 21, No. 6, 1369-1389 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93E20 60H10 34A37 PDFBibTeX XMLCite \textit{K. M. Ramachandran}, Stochastic Anal. Appl. 21, No. 6, 1369--1389 (2003; Zbl 1048.93100) Full Text: DOI
Florchinger, Patrick Stabilization of passive nonlinear stochastic differential systems by bounded feedback. (English) Zbl 1048.93094 Stochastic Anal. Appl. 21, No. 6, 1255-1282 (2003). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 93E15 93C10 93D15 PDFBibTeX XMLCite \textit{P. Florchinger}, Stochastic Anal. Appl. 21, No. 6, 1255--1282 (2003; Zbl 1048.93094) Full Text: DOI
Vvedenskaya, N. D.; Suhov, Yu. M. Differential equations arising in queuing theory. (English) Zbl 1046.60089 Funct. Differ. Equ. 8, No. 3-4, 447-457 (2001). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60K25 90B15 68M20 34G20 PDFBibTeX XMLCite \textit{N. D. Vvedenskaya} and \textit{Yu. M. Suhov}, Funct. Differ. Equ. 8, No. 3--4, 447--457 (2001; Zbl 1046.60089)
Nordmoe, Eric D.; Jain, Dipak C. Drawing inference from logit models for panel data. (English) Zbl 0971.62080 Appl. Stoch. Models Bus. Ind. 16, No. 2, 127-145 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P20 62F35 90B60 62H12 PDFBibTeX XMLCite \textit{E. D. Nordmoe} and \textit{D. C. Jain}, Appl. Stoch. Models Bus. Ind. 16, No. 2, 127--145 (2000; Zbl 0971.62080) Full Text: DOI
Nonell, Ramon; Thió-Henestrosa, Santiago; Aluja-Banet, Tòmas Some alternatives for conditional principal component analysis. (English) Zbl 0976.62057 Appl. Stoch. Models Bus. Ind. 16, No. 2, 147-158 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62H25 62P20 PDFBibTeX XMLCite \textit{R. Nonell} et al., Appl. Stoch. Models Bus. Ind. 16, No. 2, 147--158 (2000; Zbl 0976.62057) Full Text: DOI
Møller, Christian Max A point process approach to inventory models. (English) Zbl 0984.60059 Appl. Stoch. Models Bus. Ind. 16, No. 2, 111-126 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G55 90B05 60K15 PDFBibTeX XMLCite \textit{C. M. Møller}, Appl. Stoch. Models Bus. Ind. 16, No. 2, 111--126 (2000; Zbl 0984.60059) Full Text: DOI
Ugwuowo, F. I.; McClean, S. I. Modelling heterogeneity in a manpower system: a review. (English) Zbl 0976.62113 Appl. Stoch. Models Bus. Ind. 16, No. 2, 99-110 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P20 90B70 60K20 PDFBibTeX XMLCite \textit{F. I. Ugwuowo} and \textit{S. I. McClean}, Appl. Stoch. Models Bus. Ind. 16, No. 2, 99--110 (2000; Zbl 0976.62113) Full Text: DOI
Lipovatz, Daphne; Mandaraka, Maria; Mourelatos, Alexandros Multivariate analysis for the assessment of factors affecting industrial competitiveness: the case of Greek food and beverage industries. (English) Zbl 0976.62112 Appl. Stoch. Models Bus. Ind. 16, No. 2, 85-98 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P20 62H25 PDFBibTeX XMLCite \textit{D. Lipovatz} et al., Appl. Stoch. Models Bus. Ind. 16, No. 2, 85--98 (2000; Zbl 0976.62112) Full Text: DOI
Tsaklidis, George M. The closed continuous-time homogeneous semi-Markov system as a non-Newtonian fluid. (English) Zbl 0977.60093 Appl. Stoch. Models Bus. Ind. 16, No. 1, 73-83 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60K15 60K40 PDFBibTeX XMLCite \textit{G. M. Tsaklidis}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 73--83 (2000; Zbl 0977.60093)
Herwartz, Helmut Weekday dependence of German stock market returns. (English) Zbl 0972.62100 Appl. Stoch. Models Bus. Ind. 16, No. 1, 47-71 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P05 62G09 62M10 91B28 62F40 62P20 PDFBibTeX XMLCite \textit{H. Herwartz}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 47--71 (2000; Zbl 0972.62100)
Linden, Mikael Modelling strike duration distribution: a controlled Wiener process approach. (English) Zbl 0972.62109 Appl. Stoch. Models Bus. Ind. 16, No. 1, 35-45 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P20 62M05 93E20 60H10 PDFBibTeX XMLCite \textit{M. Linden}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 35--45 (2000; Zbl 0972.62109) Full Text: DOI
Çağlar, Mine Maximum likelihood estimator for the drift of a Brownian flow. (English) Zbl 0972.62065 Appl. Stoch. Models Bus. Ind. 16, No. 1, 23-33 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M05 62F12 60J65 PDFBibTeX XMLCite \textit{M. Çağlar}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 23--33 (2000; Zbl 0972.62065) Full Text: DOI
Neuts, Marcel F.; Li, Jian-Min The input/output process of a queue. (English) Zbl 0978.60085 Appl. Stoch. Models Bus. Ind. 16, No. 1, 11-21 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60J27 60K20 PDFBibTeX XMLCite \textit{M. F. Neuts} and \textit{J.-M. Li}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 11--21 (2000; Zbl 0978.60085) Full Text: DOI
Bartels, Hans-Jochen On martingale diffusions describing the ‘smile-effect’ for implied volatilities. (English) Zbl 0980.60079 Appl. Stoch. Models Bus. Ind. 16, No. 1, 1-9 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 62P05 PDFBibTeX XMLCite \textit{H.-J. Bartels}, Appl. Stoch. Models Bus. Ind. 16, No. 1, 1--9 (2000; Zbl 0980.60079) Full Text: DOI
Walker, A. M. Some results concerning the asymptotic distribution of sample Fourier transforms and periodograms for a discrete-time stationary process with a continuous spectrum. (English) Zbl 0974.62082 J. Time Ser. Anal. 21, No. 1, 95-109 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M15 62E20 65T50 PDFBibTeX XMLCite \textit{A. M. Walker}, J. Time Ser. Anal. 21, No. 1, 95--109 (2000; Zbl 0974.62082) Full Text: DOI
Lund, Robert; Basawa, I. V. Recursive prediction and likelihood evaluation for periodic ARMA models. (English) Zbl 0974.62085 J. Time Ser. Anal. 21, No. 1, 75-93 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{R. Lund} and \textit{I. V. Basawa}, J. Time Ser. Anal. 21, No. 1, 75--93 (2000; Zbl 0974.62085) Full Text: DOI
Leipus, Remigijus; Viano, Marie-Claude Modelling long-memory time series with finite or infinite variance: a general approach. (English) Zbl 0974.62083 J. Time Ser. Anal. 21, No. 1, 61-74 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M20 60G52 62M10 PDFBibTeX XMLCite \textit{R. Leipus} and \textit{M.-C. Viano}, J. Time Ser. Anal. 21, No. 1, 61--74 (2000; Zbl 0974.62083) Full Text: DOI
Lavielle, Marc; Moulines, Eric Least-squares estimation of an unknown number of shifts in a time series. (English) Zbl 0974.62070 J. Time Ser. Anal. 21, No. 1, 33-59 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Lavielle} and \textit{E. Moulines}, J. Time Ser. Anal. 21, No. 1, 33--59 (2000; Zbl 0974.62070) Full Text: DOI
Hasseler, Uwe Simple regressions with linear time trends. (English) Zbl 0974.62068 J. Time Ser. Anal. 21, No. 1, 27-32 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{U. Hasseler}, J. Time Ser. Anal. 21, No. 1, 27--32 (2000; Zbl 0974.62068) Full Text: DOI
Arteche, Josu; Robinson, Peter M. Semiparametric inference in seasonal and cyclical long memory processes. (English) Zbl 0974.62079 J. Time Ser. Anal. 21, No. 1, 1-25 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{J. Arteche} and \textit{P. M. Robinson}, J. Time Ser. Anal. 21, No. 1, 1--25 (2000; Zbl 0974.62079) Full Text: DOI Link
McCullough, B. D. The accuracy of Mathematica 4 as a statistical package. (English) Zbl 0976.62001 Comput. Stat. 15, No. 2, 279-299 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62-04 62-08 PDFBibTeX XMLCite \textit{B. D. McCullough}, Comput. Stat. 15, No. 2, 279--299 (2000; Zbl 0976.62001) Full Text: DOI
Satten, Glen A.; Datta, Somnath The S-U algorithm for missing data problems. (English) Zbl 0976.62016 Comput. Stat. 15, No. 2, 243-277 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62F10 65C05 62-08 PDFBibTeX XMLCite \textit{G. A. Satten} and \textit{S. Datta}, Comput. Stat. 15, No. 2, 243--277 (2000; Zbl 0976.62016) Full Text: DOI
Jiang, Jiming A nonlinear Gauss-Seidel algorithm for inference about GLMM. (English) Zbl 0974.62054 Comput. Stat. 15, No. 2, 229-241 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62J12 62-08 62F10 62F12 PDFBibTeX XMLCite \textit{J. Jiang}, Comput. Stat. 15, No. 2, 229--241 (2000; Zbl 0974.62054) Full Text: DOI
Penev, Spiridon; Raykov, Tenko A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles. (English) Zbl 0977.65002 Comput. Stat. 15, No. 2, 219-228 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65C50 60E05 PDFBibTeX XMLCite \textit{S. Penev} and \textit{T. Raykov}, Comput. Stat. 15, No. 2, 219--228 (2000; Zbl 0977.65002) Full Text: DOI
Mohammadpour, Adel; Soltani, A. Reza Exchangeable stable random vectors and their simulations. (English) Zbl 0970.68188 Comput. Stat. 15, No. 2, 205-217 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 68U20 60E07 PDFBibTeX XMLCite \textit{A. Mohammadpour} and \textit{A. R. Soltani}, Comput. Stat. 15, No. 2, 205--217 (2000; Zbl 0970.68188) Full Text: DOI
Ríos Insua, David; Vidakovic, Brani Wavelet-based random densities. (English) Zbl 0970.68189 Comput. Stat. 15, No. 2, 183-203 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 68U20 65T60 PDFBibTeX XMLCite \textit{D. Ríos Insua} and \textit{B. Vidakovic}, Comput. Stat. 15, No. 2, 183--203 (2000; Zbl 0970.68189) Full Text: DOI
Lee, Dominic; Priebe, Carey Exact mean and mean squared error of the smoothed bootstrap mean integrated squared error estimator. (English) Zbl 0976.62033 Comput. Stat. 15, No. 2, 169-181 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G07 62G09 62F40 PDFBibTeX XMLCite \textit{D. Lee} and \textit{C. Priebe}, Comput. Stat. 15, No. 2, 169--181 (2000; Zbl 0976.62033) Full Text: DOI
Girard, Stéphane A nonlinear PCA based on manifold approximation. (English) Zbl 0976.62056 Comput. Stat. 15, No. 2, 145-167 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62H25 62H12 62J02 PDFBibTeX XMLCite \textit{S. Girard}, Comput. Stat. 15, No. 2, 145--167 (2000; Zbl 0976.62056) Full Text: DOI HAL
Walker, Stephen G. A note on the innovation distribution of a gamma distributed autoregressive process. (English) Zbl 0976.62091 Scand. J. Stat. 27, No. 3, 575-576 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62E15 62E10 PDFBibTeX XMLCite \textit{S. G. Walker}, Scand. J. Stat. 27, No. 3, 575--576 (2000; Zbl 0976.62091) Full Text: DOI
Finner, H.; Roters, M. On the critical value behavior of multiple decision procedures. (English) Zbl 0976.62006 Scand. J. Stat. 27, No. 3, 563-573 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62C99 62G20 62G15 PDFBibTeX XMLCite \textit{H. Finner} and \textit{M. Roters}, Scand. J. Stat. 27, No. 3, 563--573 (2000; Zbl 0976.62006) Full Text: DOI
Sjöstedt, Sara Resampling \(m\)-dependant random variables with applications to forecasting. (English) Zbl 0977.62046 Scand. J. Stat. 27, No. 3, 543-561 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G09 62G20 PDFBibTeX XMLCite \textit{S. Sjöstedt}, Scand. J. Stat. 27, No. 3, 543--561 (2000; Zbl 0977.62046) Full Text: DOI
Durban, Maria; Currie, Iain D. Adjustment of the profile likelihood for a class of normal regression models. (English) Zbl 0977.62017 Scand. J. Stat. 27, No. 3, 535-542 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62F10 62J02 PDFBibTeX XMLCite \textit{M. Durban} and \textit{I. D. Currie}, Scand. J. Stat. 27, No. 3, 535--542 (2000; Zbl 0977.62017) Full Text: DOI
Gilula, Zvi; Haberman, Shelby J. Density approximation by summary statistics: an information-theoretic approach. (English) Zbl 0977.62040 Scand. J. Stat. 27, No. 3, 521-534 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G07 62B10 62E17 PDFBibTeX XMLCite \textit{Z. Gilula} and \textit{S. J. Haberman}, Scand. J. Stat. 27, No. 3, 521--534 (2000; Zbl 0977.62040) Full Text: DOI
Antoniadis, Anestis; Gijbels, Irène; Macgibbon, Brenda Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring. (English) Zbl 0977.62034 Scand. J. Stat. 27, No. 3, 501-519 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G05 42C40 PDFBibTeX XMLCite \textit{A. Antoniadis} et al., Scand. J. Stat. 27, No. 3, 501--519 (2000; Zbl 0977.62034) Full Text: DOI
von Sachs, Rainer; Macgibbon, Brenda Non-parametric curve estimation by wavelet thresholding with locally stationary errors. (English) Zbl 0976.62034 Scand. J. Stat. 27, No. 3, 475-499 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G07 65T60 62G20 PDFBibTeX XMLCite \textit{R. von Sachs} and \textit{B. Macgibbon}, Scand. J. Stat. 27, No. 3, 475--499 (2000; Zbl 0976.62034) Full Text: DOI Link
Lingjærde, Ole C.; Christophersen, Nils Shrinkage structure of partial least squares. (English) Zbl 0972.62044 Scand. J. Stat. 27, No. 3, 459-473 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62J07 62J05 PDFBibTeX XMLCite \textit{O. C. Lingjærde} and \textit{N. Christophersen}, Scand. J. Stat. 27, No. 3, 459--473 (2000; Zbl 0972.62044) Full Text: DOI
Divino, Fabio; Frigessi, Arnoldo; Green, Peter J. Penalized pseudolikelihood inference in spatial interaction models with covariates. (English) Zbl 0976.62092 Scand. J. Stat. 27, No. 3, 445-458 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M40 62G05 62M05 PDFBibTeX XMLCite \textit{F. Divino} et al., Scand. J. Stat. 27, No. 3, 445--458 (2000; Zbl 0976.62092) Full Text: DOI
Geng, Zhi; Wan, Kang; Tao, Feng Mixed graphical models with missing data and the partial imputation EM algorithm. (English) Zbl 0972.62001 Scand. J. Stat. 27, No. 3, 433-444 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62-07 05C90 62A09 60E99 PDFBibTeX XMLCite \textit{Z. Geng} et al., Scand. J. Stat. 27, No. 3, 433--444 (2000; Zbl 0972.62001) Full Text: DOI
Ogata, Yosihiko; Katsura, Koichi; Keiding, Niels; Holst, Claus; Green, Anders Empirical Bayes age-period-cohort analysis of retrospective incidence data. (English) Zbl 0976.62104 Scand. J. Stat. 27, No. 3, 415-432 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P10 62C12 62F15 PDFBibTeX XMLCite \textit{Y. Ogata} et al., Scand. J. Stat. 27, No. 3, 415--432 (2000; Zbl 0976.62104) Full Text: DOI
Küchler, Uwe; Kutoyants, Yury A. Delay estimation for some stationary diffusion-type processes. (English) Zbl 0976.62083 Scand. J. Stat. 27, No. 3, 405-414 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M05 60J60 60H10 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{Y. A. Kutoyants}, Scand. J. Stat. 27, No. 3, 405--414 (2000; Zbl 0976.62083) Full Text: DOI Link
Pedersen, Asger Roer Estimating the nitrous oxide emission rate from the soil surface by means of a diffusion model. (English) Zbl 0976.62111 Scand. J. Stat. 27, No. 3, 385-403 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62P12 62M05 62F10 PDFBibTeX XMLCite \textit{A. R. Pedersen}, Scand. J. Stat. 27, No. 3, 385--403 (2000; Zbl 0976.62111) Full Text: DOI
Artzrouni, Marc; Gavart, Olivier Nonlinear matrix iterative processes and generalized coefficients of ergodicity. (English) Zbl 0979.65026 SIAM J. Matrix Anal. Appl. 21, No. 4, 1343-1353 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65F10 PDFBibTeX XMLCite \textit{M. Artzrouni} and \textit{O. Gavart}, SIAM J. Matrix Anal. Appl. 21, No. 4, 1343--1353 (2000; Zbl 0979.65026) Full Text: DOI
El Bouhtouri, A.; El Hadri, K. Robust stabilization of jump linear systems subject to structured uncertainties in the state and input matrices. (English) Zbl 0971.93078 IMA J. Math. Control Inf. 17, No. 3, 281-293 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 93E15 93D21 60J75 60J27 PDFBibTeX XMLCite \textit{A. El Bouhtouri} and \textit{K. El Hadri}, IMA J. Math. Control Inf. 17, No. 3, 281--293 (2000; Zbl 0971.93078) Full Text: DOI
Devroye, Luc; Fill, James Allen; Neininger, Ralph Perfect simulation from the quicksort limit distribution. (English) Zbl 0958.65012 Electron. Commun. Probab. 5, 95-99 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65C50 65C10 68P10 65C05 PDFBibTeX XMLCite \textit{L. Devroye} et al., Electron. Commun. Probab. 5, 95--99 (2000; Zbl 0958.65012) Full Text: DOI EuDML EMIS
Gökçek, C.; Kabamba, P. T.; Meerkov, S. M. Disturbance rejection in control systems with saturating actuators. (English) Zbl 0971.93058 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 40, No. 1-8, 213-226 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 93C73 93D21 93B18 93C10 PDFBibTeX XMLCite \textit{C. Gökçek} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 40, No. 1--8, 213--226 (2000; Zbl 0971.93058) Full Text: DOI
Lindvall, Torgny On simulation of stochastically ordered life-length variables. (English) Zbl 0958.65013 Probab. Eng. Inf. Sci. 14, No. 1, 1-7 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65C50 60J70 PDFBibTeX XMLCite \textit{T. Lindvall}, Probab. Eng. Inf. Sci. 14, No. 1, 1--7 (2000; Zbl 0958.65013) Full Text: DOI
Asmussen, Søren; Binswanger, Klemens; Højgaard, Bjarne Rare events simulation for heavy-tailed distributions. (English) Zbl 0958.65010 Bernoulli 6, No. 2, 303-322 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 65C50 60F10 65C05 65C60 62G30 60G50 PDFBibTeX XMLCite \textit{S. Asmussen} et al., Bernoulli 6, No. 2, 303--322 (2000; Zbl 0958.65010) Full Text: DOI Euclid
Giuliano Antonini, Rita SubGaussianity and exponential integrability of real random variables: comparison of the norms. (English) Zbl 0955.60016 Boll. Unione Mat. Ital., Sez. B, Artic. Ric. Mat. (8) 3, No. 1, 147-157 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60E15 60E05 PDFBibTeX XMLCite \textit{R. Giuliano Antonini}, Boll. Unione Mat. Ital., Sez. B, Artic. Ric. Mat. (8) 3, No. 1, 147--157 (2000; Zbl 0955.60016) Full Text: EuDML
Nasri-Roudsari, Dirk; Cramer, Erhard On the convergence rates of extreme generalized order statistics. (English) Zbl 0972.62029 Extremes 2, No. 4, 421-447 (1999). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62G30 62G32 62G20 PDFBibTeX XMLCite \textit{D. Nasri-Roudsari} and \textit{E. Cramer}, Extremes 2, No. 4, 421--447 (1999; Zbl 0972.62029) Full Text: DOI