Edit Profile (opens in new tab) Kukush, Oleksandr Georgiĭovych Co-Author Distance Author ID: kukush.alexander-g Published as: Kukush, A. G.; Kukush, Alexander; Kukush, O. G.; Kukush, Alexander G.; Kukush, A.; Kukus, A. G. more...less Homepage: http://www.mechmat.univ.kiev.ua/eng/ppages/kukush/ External Links: Wikidata · ResearchGate · Math-Net.Ru · GND · IdRef Documents Indexed: 131 Publications since 1978, including 7 Books 2 Contributions as Editor Reviewing Activity: 193 Reviews Co-Authors: 81 Co-Authors with 110 Joint Publications 1,026 Co-Co-Authors all top 5 Co-Authors 22 single-authored 12 Dorogovtsev, Anatoliĭ Yakovych 12 Van Huffel, Sabine 10 Markovsky, Ivan 9 Fazekas, István 9 Mishura, Yuliya Stepanivna 8 Schneeweiss, Hans 8 Silvestrov, Dmitrii 6 Dhaene, Jan 6 Shklyar, Sergiĭ Volodymyrovych 5 Ushakov, R. P. 4 Linders, Daniël 3 Cheng, Chi-Lun 3 Chernova, Oksana Oleksandrivna 3 Malenko, Andrii 3 Pupashenko, Mykhailo 3 Tsaregorodtsev, Yaroslav 3 Zerek, N. 3 Zwanzig, Silvelyn 2 Brayman, Volodymyr B. 2 Chepurny, Mykola I. 2 Chernikov, Yurij V. 2 Chimisov, C. 2 Ivasyshen, Stepan Dmytrovych 2 Kharchenko, V. P. 2 Ralchenko, Kostiantyn V. 2 Usoltseva, Elena 2 Wolf, Roland 1 Baran, Sándor 1 Chaĭkovs’kyĭ, Andriĭ Volodymyrovych 1 Chernikov, Yury V. 1 Cheung, Ka Chun 1 Dashkov, O. O. 1 Galochkin, Victor G. 1 Golota, A. V. 1 Grechka, G. P. 1 Gusak, Dmytro V. 1 Knakovskaya, E. A. 1 Konstantinov, Oleksii 1 Kulik, Alexey M. 1 Kurchenko, A. A. 1 Lauridsen, Jørgen 1 Likhtar’ov, I. A. 1 Likhtarov, Illya 1 Lohvinenko, Stanislav 1 Luciano, Elisa 1 Lundgren, Robin 1 Malenko, A. L. 1 Martsinyuk, Yuliya V. 1 Martsynyuk, Yuliya V. 1 Maschke, Erich Otto 1 Masiuk, Sergii 1 Mastronardi, Nicola 1 Masyuk, S. V. 1 Nagaev, Sergeĭ Viktorovich 1 Nesterenko, Oleksiĭ Nykyforovych 1 Paige, Christopher Conway 1 Pfeifer, Dietmar 1 Pilipenko, Andrey Yu. 1 Polekha, M. Ya. 1 Polekha, Maria 1 Premoli, Amedeo 1 Pupashenko, Daria-S 1 Rastello, Maria Luisa 1 Sakhno, Lyudmyla Mykhaĭlivna 1 Schoutens, Wim 1 Senko, Ivan 1 Shalabh, H. 1 Shevchenko, Georgiy M. 1 Stassen, Ben 1 Stenanyshcheva, A. O. 1 Tang, Qihe 1 Tatarenko, Yu. S. 1 Tómács, Tibor 1 Tsaregorodtsev, Ya. V. 1 Tsarehorodtsev, Ya. V. 1 Vainer, B. P. 1 Vajner, B. P. 1 Valkeila, Esko 1 Vasylyev, V. N. 1 Veretennikov, Alexander Yu. 1 Yakovliev, Mykyta all top 5 Serials 17 Theory of Probability and Mathematical Statistics 14 Theory of Stochastic Processes 8 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 8 Modern Stochastics. Theory and Applications 6 Ukraïns’kyĭ Matematychnyĭ Zhurnal 5 Computational Statistics and Data Analysis 5 U Sviti Matematyky 4 Metrika 4 Ukrainian Mathematical Journal 3 Journal of Statistical Planning and Inference 3 Cybernetics and Systems Analysis 3 Statistical Inference for Stochastic Processes 3 Problem Books in Mathematics 2 Journal of Multivariate Analysis 2 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 2 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 Computers & Mathematics with Applications 1 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 1 Theory of Probability and its Applications 1 Izvestiya Akademii Nauk UzSSR. Seriya Fiziko-Matematicheskikh Nauk 1 Journal of Computational and Applied Mathematics 1 Numerische Mathematik 1 Insurance Mathematics & Economics 1 Statistics 1 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A 1 Linear Algebra and its Applications 1 Vychislitel’naya i Prikladnaya Matematika 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Numerical Linear Algebra with Applications 1 Random Operators and Stochastic Equations 1 Extremes 1 Issledovanie Operatsiĭ i ASU 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Discussiones Mathematicae. Probability and Statistics 1 Scandinavian Actuarial Journal 1 Electronic Journal of Statistics 1 European Actuarial Journal 1 De Gruyter Series in Mathematics and Life Sciences 1 Mathematics and Statistics Series all top 5 Fields 95 Statistics (62-XX) 38 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 7 Systems theory; control (93-XX) 5 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Functional analysis (46-XX) 3 General and overarching topics; collections (00-XX) 3 Operations research, mathematical programming (90-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Geophysics (86-XX) 1 Ordinary differential equations (34-XX) 1 Sequences, series, summability (40-XX) 1 Operator theory (47-XX) 1 Geometry (51-XX) 1 Optics, electromagnetic theory (78-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 79 Publications have been cited 405 times in 293 Documents Cited by ▼ Year ▼ Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 50 2012 Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms. Zbl 0911.62054 Fazekas, I.; Kukush, A. G. 25 1997 On the (in-)dependence between financial and actuarial risks. Zbl 1284.91226 Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben 22 2013 Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\). Zbl 1062.62100 Kukush, Alexander; Van Huffel, Sabine 17 2004 Consistent estimation in an implicit quadratic measurement error model. Zbl 1429.62295 Kukush, Alexander; Markovsky, Ivan; van Huffel, Sabine 17 2004 Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model. Zbl 1098.62085 Cheng, Chi-Lun; Kukush, Alexander 17 2006 The element-wise weighted total least-squares problem. Zbl 1429.62298 Markovsky, Ivan; Rastello, Maria Luisa; Premoli, Amedeo; Kukush, Alexander; van Huffel, Sabine 14 2006 Consistency of the structured total least squares estimator in a multivariate errors-in-variables model. Zbl 1213.62097 Kukush, A.; Markovsky, I.; Van Huffel, S. 12 2005 Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001 Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey 10 2010 A goodness-of-fit test for a polynomial errors-in-variables model. Zbl 1070.62027 Cheng, C.-L.; Kukush, A. G. 9 2004 Consistent least squares fitting of ellipsoids. Zbl 1054.65010 Markovsky, I.; Kukush, A.; Van Huffel, S. 9 2004 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062 Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Ordered random vectors and equality in distribution. Zbl 1398.91320 Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 8 2015 Consistent estimation in the bilinear multivariate errors-in-variables model. Zbl 1433.62073 Kukush, A.; Markovsky, I.; Van Huffel, S. 8 2003 Consistent fundamental matrix estimation in a quadratic measurement error model arising in motion analysis. Zbl 1011.62069 Kukush, A.; Markovsky, I.; Van Huffel, S. 7 2002 Relative efficiency of three estimators in a polynomial regression with measurement errors. Zbl 1083.62023 Kukush, Alexander; Schneeweiss, Hans; Wolf, Roland 7 2005 Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 7 2005 Radiation risk estimation. Based on measurement error models. Zbl 1360.78004 Masiuk, Sergii; Kukush, Alexander; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya 7 2017 Editorial: Total least squares and errors-in-variables modeling. Zbl 1452.00028 6 2007 On the conic section fitting problem. Zbl 1118.62062 Shklyar, Sergiy; Kukush, Alexander; Markovsky, Ivan; van Huffel, Sabine 6 2007 Three estimators for the Poisson regression model with measurement errors. Zbl 1048.62085 Kukush, Alexander; Schneeweis, Hans; Wolf, Roland 5 2004 Optimal pricing for American type options with discrete time. Zbl 1063.91036 Kukush, Alexander G.; Silvestrov, Dmitrii S. 5 2004 On the Rosenthal inequality for mixing fields. Zbl 0986.60042 Fazekas, I.; Kukush, A. G.; Tómács, T. 5 2000 Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side. Zbl 0576.60050 Dorogovtsev, A. Ya.; Ivasishen, S. D.; Kukush, A. G. 5 1985 Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 5 2004 Correction of nonlinear orthogonal regression estimator. Zbl 1070.62053 Fazekas, I.; Kukush, A.; Zwanzig, S. 4 2004 Statistical inference with fractional Brownian motion. Zbl 1107.62355 Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko 4 2005 Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models. Zbl 1168.62053 Kukush, Alexander; Malenko, Andrii; Schneeweiss, Hans 4 2009 On consistent estimators in nonlinear functional errors-in-variables models. Zbl 0995.65014 Kukush, Alexander; Zwanzig, Silvelyn 4 2002 On consistent estimators in linear and bilinear multivariate errors-in-variables models. Zbl 0995.65015 Kukush, Alexander; Markovsky, Ivan; Van Huffel, Sabine 4 2002 The efficiency of adjusted least squares in the linear functional relationship. Zbl 1035.62068 Kukush, Alexander; Maschke, Erich Otto 4 2003 On reselling of European option. Zbl 1141.91017 Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086 Schneeweiss, H.; Kukush, A. 4 2009 Comonotonic asset prices in arbitrage-free markets. Zbl 1430.91108 Dhaene, Jan; Kukush, Alexander; Linders, Daniël 4 2020 On the computation of the multivariate structured total least squares estimator. Zbl 1164.93014 Markovsky, Ivan; Van Huffel, Sabine; Kukush, Alexander 4 2004 Structure of optimal stopping strategies for American type options. Zbl 0989.91034 Kukush, Alexander G.; Silvestrov, Dmitrii S. 4 2000 Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Zbl 1308.62188 Chimisov, C.; Kukush, A. 4 2014 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215 Dhaene, J.; Kukush, A.; Linders, D. 4 2014 Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms. Zbl 0919.62062 Fazekas, I.; Kukush, A. G. 3 1998 Asymptotic properties in space and time of an estimator in nonlinear functional error-in-variables models. Zbl 0953.62061 Fazekas, István; Baran, Sándor; Kukush, Alexander; Lauridsen, Jørgen 3 1999 Reselling of options and convergence of option rewards. Zbl 1164.60054 Lundgren, Robin; Silvestrov, Dmitrii; Kukush, Alexander 3 2008 Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Zbl 1498.60149 Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2022 Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748 Chernova, Oksana; Kukush, Alexander 3 2018 Consistency and inconsistency of the weighted least squares estimator in linear functional error-in-variables models. Zbl 0933.62061 Kukush, Alexander G.; Martsinyuk, Yuliya V. 2 1998 Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067 Kukush, Alexander G.; Silvestrov, Dmitrii S. 2 2001 Goodness-of-fit tests in Nevzorov’s model. Zbl 0974.62097 Kukush, Alexander G.; Chernikov, Yury V. 2 2001 Convergence with respect to the distribution of a normalized estimate of the infinite dimensional regression parameter. Zbl 0651.62061 Kukush, A. G. 2 1988 Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend. Zbl 1087.62118 Kukush, Alexander; Chernikov, Yuri; Pfeifer, Dietmar 2 2004 Infill asymptotics inside increasing domains for the least squares estimator in linear models. Zbl 0982.62078 Fazekas, István; Kukush, Alexander G. 2 2000 Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors. Zbl 1327.62125 Pupashenko, D. S.; Shklyar, S. V.; Kukush, A. G. 2 2014 Gaussian measures in Hilbert space. Construction and properties. Zbl 1432.62004 Kukush, Alexander 2 2019 Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 1402.62227 Kukush, A. G.; Chernova, O. O. 2 2018 Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167 Kukush, Alexander; Tsaregorodtsev, Yaroslav 2 2016 Quasi score is more efficient than corrected score in a polynomial measurement error model. Zbl 1433.62083 Shklyar, Sergiy; Schneeweiss, Hans; Kukush, Alexander 2 2007 Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function. Zbl 0872.62049 Kukush, A. G. 1 1996 The consistency of \(M\)-estimates constructed from a concave weight function. Zbl 0933.62057 Vainer, B. P.; Kukush, O. G. 1 1997 On maximum likelihood estimator in a statistical model of natural catastrophe claims. Zbl 0940.62103 Kukush, Alexander G. 1 1999 Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process. Zbl 0882.62079 Dorogovtsev, A. Ya.; Kukush, A. G. 1 1996 A central limit theorem for mixing random fields and its statistical applications. Zbl 1023.60030 Fazekas, I.; Kukush, A. G. 1 2002 Convergence in distribution of a normalized projective estimate for an infinite-dimensional parameter of linear regression. Zbl 0840.62062 Kukush, A. G. 1 1993 Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters. Zbl 1164.62021 Kukush, Alexander; Malenko, Andrii; Schneeweiss, Hans 1 2007 Bounds for a sum of random variables under a mixture of normals. Zbl 1164.62081 Kukush, Alexander; Pupashenko, Mykhailo 1 2007 Asymptotic properties of nonlinear regression estimators in Hilbert space. Zbl 0667.62047 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1987 An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models. Zbl 1223.62111 Malenko, A. L.; Kukush, O. G. 1 2008 Estimation in a linear multivariate measurement error model with a change point in the data. Zbl 1452.62375 Kukush, A.; Markovsky, I.; van Huffel, S. 1 2007 Weak convergence of the distribution for an estimate of an infinite- dimensional parameter to the normal one. Zbl 0634.62010 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1987 Weak convergence of an estimator of an infinite-dimensional parameter to a normal distribution. Zbl 0661.62022 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1988 A goodness-of-fit test for a multivariate errors-in-variables model. Zbl 1142.62038 Kukush, Alexander; Polekha, Maria 1 2006 Consistent estimators in multivariate errors-in-variables models in the case of unknown error covariance structure. Zbl 1150.62030 Kukush, O. G.; Polekha, M. Ya. 1 2007 Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. Zbl 1045.62079 Kukush, A. G.; Mishura, Yu. S. 1 1999 Efficiency of maximum likelihood estimators in Nevzorov’s record model. Zbl 1100.62614 Kukush, Alexander G.; Chernikov, Yuri V. 1 2002 Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process. Zbl 1224.62127 Pupashenko, Mykhailo; Kukush, Alexander 1 2008 Measurement error regression models and their application to radiation risk estimation. Edited by I. A. Likhtar’ov. (Моделі регресії з похибками вимірювання та їх застосування до оцінювання радіаційних ризиків.) Zbl 1368.62005 Masyuk, S. V.; Kukush, O. G.; Shklyar, S. V.; Chepurnyĭ, Mykola I.; Likhtar’ov, I. A. 1 2015 Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Zbl 1412.62093 Dashkov, O. O.; Kukush, A. G. 1 2018 Convergence of estimators in the polynomial measurement error model. Zbl 1343.62009 Kukush, A. G.; Tsaregorodtsev, Ya. V. 1 2016 Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447 Kukush, A. G.; Chernova, O. O. 1 2019 Editorial. Zbl 07351632 1 2020 Asymptotically independent estimates in a structural linear model with measurement errors. Zbl 1490.62176 Kukush, O. G.; Tsarehorodtsev, Ya. V.; Shklyar, S. V. 1 2017 Prediction in polynomial errors-in-variables models. Zbl 1452.62501 Kukush, Alexander; Senko, Ivan 1 2020 Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Zbl 1498.60149 Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2022 Comonotonic asset prices in arbitrage-free markets. Zbl 1430.91108 Dhaene, Jan; Kukush, Alexander; Linders, Daniël 4 2020 Editorial. Zbl 07351632 1 2020 Prediction in polynomial errors-in-variables models. Zbl 1452.62501 Kukush, Alexander; Senko, Ivan 1 2020 Gaussian measures in Hilbert space. Construction and properties. Zbl 1432.62004 Kukush, Alexander 2 2019 Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447 Kukush, A. G.; Chernova, O. O. 1 2019 Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748 Chernova, Oksana; Kukush, Alexander 3 2018 Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 1402.62227 Kukush, A. G.; Chernova, O. O. 2 2018 Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Zbl 1412.62093 Dashkov, O. O.; Kukush, A. G. 1 2018 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062 Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Radiation risk estimation. Based on measurement error models. Zbl 1360.78004 Masiuk, Sergii; Kukush, Alexander; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya 7 2017 Asymptotically independent estimates in a structural linear model with measurement errors. Zbl 1490.62176 Kukush, O. G.; Tsarehorodtsev, Ya. V.; Shklyar, S. V. 1 2017 Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167 Kukush, Alexander; Tsaregorodtsev, Yaroslav 2 2016 Convergence of estimators in the polynomial measurement error model. Zbl 1343.62009 Kukush, A. G.; Tsaregorodtsev, Ya. V. 1 2016 Ordered random vectors and equality in distribution. Zbl 1398.91320 Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 8 2015 Measurement error regression models and their application to radiation risk estimation. Edited by I. A. Likhtar’ov. (Моделі регресії з похибками вимірювання та їх застосування до оцінювання радіаційних ризиків.) Zbl 1368.62005 Masyuk, S. V.; Kukush, O. G.; Shklyar, S. V.; Chepurnyĭ, Mykola I.; Likhtar’ov, I. A. 1 2015 Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Zbl 1308.62188 Chimisov, C.; Kukush, A. 4 2014 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215 Dhaene, J.; Kukush, A.; Linders, D. 4 2014 Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors. Zbl 1327.62125 Pupashenko, D. S.; Shklyar, S. V.; Kukush, A. G. 2 2014 On the (in-)dependence between financial and actuarial risks. Zbl 1284.91226 Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben 22 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 50 2012 Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001 Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey 10 2010 Optimality of the quasi-score estimator in a mean-variance model with applications to measurement error models. Zbl 1168.62053 Kukush, Alexander; Malenko, Andrii; Schneeweiss, Hans 4 2009 Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086 Schneeweiss, H.; Kukush, A. 4 2009 Reselling of options and convergence of option rewards. Zbl 1164.60054 Lundgren, Robin; Silvestrov, Dmitrii; Kukush, Alexander 3 2008 An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models. Zbl 1223.62111 Malenko, A. L.; Kukush, O. G. 1 2008 Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process. Zbl 1224.62127 Pupashenko, Mykhailo; Kukush, Alexander 1 2008 Editorial: Total least squares and errors-in-variables modeling. Zbl 1452.00028 6 2007 On the conic section fitting problem. Zbl 1118.62062 Shklyar, Sergiy; Kukush, Alexander; Markovsky, Ivan; van Huffel, Sabine 6 2007 Quasi score is more efficient than corrected score in a polynomial measurement error model. Zbl 1433.62083 Shklyar, Sergiy; Schneeweiss, Hans; Kukush, Alexander 2 2007 Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters. Zbl 1164.62021 Kukush, Alexander; Malenko, Andrii; Schneeweiss, Hans 1 2007 Bounds for a sum of random variables under a mixture of normals. Zbl 1164.62081 Kukush, Alexander; Pupashenko, Mykhailo 1 2007 Estimation in a linear multivariate measurement error model with a change point in the data. Zbl 1452.62375 Kukush, A.; Markovsky, I.; van Huffel, S. 1 2007 Consistent estimators in multivariate errors-in-variables models in the case of unknown error covariance structure. Zbl 1150.62030 Kukush, O. G.; Polekha, M. Ya. 1 2007 Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model. Zbl 1098.62085 Cheng, Chi-Lun; Kukush, Alexander 17 2006 The element-wise weighted total least-squares problem. Zbl 1429.62298 Markovsky, Ivan; Rastello, Maria Luisa; Premoli, Amedeo; Kukush, Alexander; van Huffel, Sabine 14 2006 On reselling of European option. Zbl 1141.91017 Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 A goodness-of-fit test for a multivariate errors-in-variables model. Zbl 1142.62038 Kukush, Alexander; Polekha, Maria 1 2006 Consistency of the structured total least squares estimator in a multivariate errors-in-variables model. Zbl 1213.62097 Kukush, A.; Markovsky, I.; Van Huffel, S. 12 2005 Relative efficiency of three estimators in a polynomial regression with measurement errors. Zbl 1083.62023 Kukush, Alexander; Schneeweiss, Hans; Wolf, Roland 7 2005 Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 7 2005 Statistical inference with fractional Brownian motion. Zbl 1107.62355 Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko 4 2005 Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\). Zbl 1062.62100 Kukush, Alexander; Van Huffel, Sabine 17 2004 Consistent estimation in an implicit quadratic measurement error model. Zbl 1429.62295 Kukush, Alexander; Markovsky, Ivan; van Huffel, Sabine 17 2004 A goodness-of-fit test for a polynomial errors-in-variables model. Zbl 1070.62027 Cheng, C.-L.; Kukush, A. G. 9 2004 Consistent least squares fitting of ellipsoids. Zbl 1054.65010 Markovsky, I.; Kukush, A.; Van Huffel, S. 9 2004 Three estimators for the Poisson regression model with measurement errors. Zbl 1048.62085 Kukush, Alexander; Schneeweis, Hans; Wolf, Roland 5 2004 Optimal pricing for American type options with discrete time. Zbl 1063.91036 Kukush, Alexander G.; Silvestrov, Dmitrii S. 5 2004 Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 5 2004 Correction of nonlinear orthogonal regression estimator. Zbl 1070.62053 Fazekas, I.; Kukush, A.; Zwanzig, S. 4 2004 On the computation of the multivariate structured total least squares estimator. Zbl 1164.93014 Markovsky, Ivan; Van Huffel, Sabine; Kukush, Alexander 4 2004 Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend. Zbl 1087.62118 Kukush, Alexander; Chernikov, Yuri; Pfeifer, Dietmar 2 2004 Consistent estimation in the bilinear multivariate errors-in-variables model. Zbl 1433.62073 Kukush, A.; Markovsky, I.; Van Huffel, S. 8 2003 The efficiency of adjusted least squares in the linear functional relationship. Zbl 1035.62068 Kukush, Alexander; Maschke, Erich Otto 4 2003 Consistent fundamental matrix estimation in a quadratic measurement error model arising in motion analysis. Zbl 1011.62069 Kukush, A.; Markovsky, I.; Van Huffel, S. 7 2002 On consistent estimators in nonlinear functional errors-in-variables models. Zbl 0995.65014 Kukush, Alexander; Zwanzig, Silvelyn 4 2002 On consistent estimators in linear and bilinear multivariate errors-in-variables models. Zbl 0995.65015 Kukush, Alexander; Markovsky, Ivan; Van Huffel, Sabine 4 2002 A central limit theorem for mixing random fields and its statistical applications. Zbl 1023.60030 Fazekas, I.; Kukush, A. G. 1 2002 Efficiency of maximum likelihood estimators in Nevzorov’s record model. Zbl 1100.62614 Kukush, Alexander G.; Chernikov, Yuri V. 1 2002 Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067 Kukush, Alexander G.; Silvestrov, Dmitrii S. 2 2001 Goodness-of-fit tests in Nevzorov’s model. Zbl 0974.62097 Kukush, Alexander G.; Chernikov, Yury V. 2 2001 On the Rosenthal inequality for mixing fields. Zbl 0986.60042 Fazekas, I.; Kukush, A. G.; Tómács, T. 5 2000 Structure of optimal stopping strategies for American type options. Zbl 0989.91034 Kukush, Alexander G.; Silvestrov, Dmitrii S. 4 2000 Infill asymptotics inside increasing domains for the least squares estimator in linear models. Zbl 0982.62078 Fazekas, István; Kukush, Alexander G. 2 2000 Asymptotic properties in space and time of an estimator in nonlinear functional error-in-variables models. Zbl 0953.62061 Fazekas, István; Baran, Sándor; Kukush, Alexander; Lauridsen, Jørgen 3 1999 On maximum likelihood estimator in a statistical model of natural catastrophe claims. Zbl 0940.62103 Kukush, Alexander G. 1 1999 Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. Zbl 1045.62079 Kukush, A. G.; Mishura, Yu. S. 1 1999 Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms. Zbl 0919.62062 Fazekas, I.; Kukush, A. G. 3 1998 Consistency and inconsistency of the weighted least squares estimator in linear functional error-in-variables models. Zbl 0933.62061 Kukush, Alexander G.; Martsinyuk, Yuliya V. 2 1998 Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms. Zbl 0911.62054 Fazekas, I.; Kukush, A. G. 25 1997 The consistency of \(M\)-estimates constructed from a concave weight function. Zbl 0933.62057 Vainer, B. P.; Kukush, O. G. 1 1997 Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function. Zbl 0872.62049 Kukush, A. G. 1 1996 Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process. Zbl 0882.62079 Dorogovtsev, A. Ya.; Kukush, A. G. 1 1996 Convergence in distribution of a normalized projective estimate for an infinite-dimensional parameter of linear regression. Zbl 0840.62062 Kukush, A. G. 1 1993 Convergence with respect to the distribution of a normalized estimate of the infinite dimensional regression parameter. Zbl 0651.62061 Kukush, A. G. 2 1988 Weak convergence of an estimator of an infinite-dimensional parameter to a normal distribution. Zbl 0661.62022 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1988 Asymptotic properties of nonlinear regression estimators in Hilbert space. Zbl 0667.62047 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1987 Weak convergence of the distribution for an estimate of an infinite- dimensional parameter to the normal one. Zbl 0634.62010 Dorogovtsev, A. Ya.; Zerek, N.; Kukush, A. G. 1 1987 Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side. Zbl 0576.60050 Dorogovtsev, A. Ya.; Ivasishen, S. D.; Kukush, A. G. 5 1985 all cited Publications top 5 cited Publications all top 5 Cited by 445 Authors 33 Kukush, Oleksandr Georgiĭovych 15 Markovsky, Ivan 10 Linders, Daniël 10 Shklyar, Sergiĭ Volodymyrovych 10 Van Huffel, Sabine 8 Schneeweiss, Hans 7 Fazekas, István 6 Al-Sharadqah, Ali A. 6 Dhaene, Jan 5 Cheung, Ka Chun 5 Ralchenko, Kostiantyn V. 5 Wang, Ruodu 4 Asimit, Alexandru V. 4 Chernov, Nikolai Ivanovich 4 Garg, Gaurav 4 Maĭboroda, Rostyslav Yevgenovych 4 Miao, Yu 3 Baran, Sándor 3 Chernova, Oksana Oleksandrivna 3 Chojnacki, Wojciech 3 Devolder, Pierre 3 Dorogovtsev, Anatoliĭ Yakovych 3 Hanbali, Hamza 3 Liu, Haiyan 3 Mamon, Rogemar S. 3 Mishura, Yuliya Stepanivna 3 Stassen, Ben 3 Sugakova, Olena Volodymyrivna 3 Sun, Zhihua 3 Usevich, Konstantin 3 Xu, Huifu 3 Yang, Fan 3 Yang, Yang 3 Zhang, Yiying 2 Arık, Ayşe 2 Ascione, Giacomo 2 Badescu, Alexandru M. 2 Belles-Sampera, Jaume 2 Bernstein, Dennis S. 2 Blake, David 2 Bolfarine, Heleno 2 Boonen, Tim J. 2 Castro, Mário de 2 Chen, Shaoying 2 Cheng, Chi-Lun 2 Deelstra, Griselda 2 Ding, Liwang 2 Fan, Guoliang 2 Glauner, Alexander 2 Guillen, Montserrat 2 Gusak, Dmytro V. 2 Hnětynková, Iveta 2 Hu, Shuhe 2 Hu, Taizhong 2 Huang, Biao 2 Hunt, Andrew 2 Jain, Kanchan 2 Jiang, Caoqing 2 Khametov, V. M. 2 Li, Nan 2 Liang, Hanying 2 Linke, Yuliana Yur’evna 2 Lo, Ambrose 2 Luciano, Elisa 2 Lundgren, Robin 2 Malenko, Andrii 2 Mao, Tiantian 2 Misra, Neeraj Kumar 2 Moroz, A. G. 2 Nazari, Sohail 2 Perman, Mihael 2 Piga, Dario 2 Pirozzi, Enrica 2 Plešinger, Martin 2 Ponomarenko, O. Ī. 2 Regis, Luca 2 Sabo, Kristian 2 Sakhanenko, Aleksandr Ivanovich 2 Santolino, Miguel 2 Savchenko, Andrey V. 2 Schoutens, Wim 2 Sharma, Suresh Kumar 2 Shelemekh, E. A. 2 Shen, Aiting 2 Silvestrov, Dmitrii 2 Singh, Sukhbir 2 Tsaregorodtsev, Yaroslav 2 Tudor, Ciprian A. 2 Uğur, Ömür 2 Vanduffel, Steven 2 Wang, Jiangfeng 2 Wang, Ke 2 Wang, Wei 2 Wang, Xuejun 2 Wei, Yimin 2 Wei, Yunran 2 Woolsey, Nicholas 2 Yakovliev, Mykyta 2 Yasynsky, V. K. 2 Yin, Chuancun ...and 345 more Authors all top 5 Cited in 100 Serials 26 Insurance Mathematics & Economics 25 Theory of Probability and Mathematical Statistics 14 Modern Stochastics. Theory and Applications 11 Computational Statistics and Data Analysis 10 Journal of Computational and Applied Mathematics 9 Journal of Multivariate Analysis 9 Communications in Statistics. 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Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Test 2 Journal of Applied Statistics 2 Methodology and Computing in Applied Probability 2 Computational Management Science 2 Journal of Industrial and Management Optimization 2 AStA. Advances in Statistical Analysis 1 Archive for Rational Mechanics and Analysis 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Computational Physics 1 Nonlinearity 1 Ukraïns’kyĭ Matematychnyĭ Zhurnal 1 Mathematics and Computers in Simulation 1 Mathematica Slovaca 1 Numerische Mathematik 1 Operations Research 1 Statistica 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistical Science 1 Econometric Reviews 1 SIAM Journal on Matrix Analysis and Applications 1 Japan Journal of Industrial and Applied Mathematics 1 International Journal of Adaptive Control and Signal Processing 1 Applications of Mathematics 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Optimization and Applications 1 Journal of Mathematical Sciences (New York) 1 International Journal of Computer Vision 1 Random Operators and Stochastic Equations 1 Bernoulli 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Mathematical Finance 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik 1 Fractional Calculus & Applied Analysis 1 Sibirskiĭ Zhurnal Industrial’noĭ Matematiki 1 International Journal of Theoretical and Applied Finance 1 Extremes 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 AStA. Allgemeines Statistisches Archiv 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Mathematical Inequalities 1 Electronic Journal of Statistics 1 Ars Mathematica Contemporanea 1 Journal of Computational and Graphical Statistics 1 European Actuarial Journal 1 Asian Journal of Control 1 SIAM/ASA Journal on Uncertainty Quantification 1 Open Mathematics 1 Advances in Continuous and Discrete Models all top 5 Cited in 26 Fields 167 Statistics (62-XX) 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 74 Probability theory and stochastic processes (60-XX) 38 Numerical analysis (65-XX) 16 Systems theory; control (93-XX) 15 Operations research, mathematical programming (90-XX) 10 Computer science (68-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 4 Partial differential equations (35-XX) 4 Information and communication theory, circuits (94-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Commutative algebra (13-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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