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Modern Stochastics. Theory and Applications

Short Title: Mod. Stoch., Theory Appl.
Publisher: VTeX, Vilnius; Vilnius University, Vilnius; Taras Shevchenko National University of Kyiv, Kyiv
ISSN: 2351-6046; 2351-6054/e
Online: https://www.vmsta.org/journal/VMSTA/issues
Comments: Indexed cover-to-cover; This journal is available open access.
Documents Indexed: 158 Publications (since 2014)
References Indexed: 145 Publications with 2,874 References.
all top 5

Authors

17 Mishura, Yuliya Stepanivna
7 Kukush, Oleksandr Georgiĭovych
7 Shevchenko, Georgiy M.
7 Šiaulys, Jonas
6 Sakhno, Lyudmyla Mykhaĭlivna
5 Ragulina, Olena
5 Ralchenko, Kostiantyn V.
4 Kulik, Alexey M.
4 Maĭboroda, Rostyslav Yevgenovych
4 Viitasaari, Lauri
3 Ganychenko, Iurii
3 Kulinich, Grygoriĭ L.
3 Kushnirenko, Svitlana V.
3 Orsingher, Enzo
3 Pacchiarotti, Barbara
3 Shklyar, Sergiĭ Volodymyrovych
3 Tsaregorodtsev, Yaroslav
3 Zili, Mounir
2 Andrulytė, Ieva Marija
2 Barczy, Mátyás
2 Buchak, Khrystyna
2 Čekanavičius, Vydas
2 Chimisov, C.
2 De Gregorio, Alessandro
2 Di Persio, Luca
2 Garra, Roberto
2 Golomoziy, Vitaliy
2 Gushchin, Aleksandr Aleksandrovich
2 Heß, Markus
2 Ilmonen, Pauliina
2 Ivanov, Aleksandr Vladimirovich
2 Kelbert, Mark Ya.
2 Kievinaitė, Dominyka
2 Knopova, Victoria Pavlovna
2 Kozachenko, Yuriĭ Vasyl’ovych
2 Kubilius, Kȩstutis
2 Kuchuk-Iatsenko, Sergii
2 Marynych, Alexander V.
2 Marzougue, Mohamed
2 Matsak, Ivan K.
2 Ouknine, Youssef
2 Pap, Gyula
2 Podolskij, Mark
2 Pryhara, Larysa
2 Radchenko, Vadym Mykolaĭovych
2 Soboleva, Daryna D.
2 Sottinen, Tommi
2 Sprindys, Jonas
2 Torbin, Grygoriy Myroslavovych
2 Voutilainen, Marko
2 Yurchenko-Tytarenko, Anton
1 Aleksidze, L.
1 Alfredsson, Lars
1 Angelani, Luca
1 Ano, Katsunori
1 Avetisian, Diana
1 Azmoodeh, Ehsan
1 Bagdonavičius, Vilijandas B.
1 Banna, Oksana L.
1 Basse-O’Connor, Andreas
1 Bel Hadj Khlifa, Meriem
1 Belfadli, Rachid
1 Belyaev, Yuriĭ Konstantinovich
1 Bernackaitė, Emilija
1 Borysenko, Oleksandr Danylovych
1 Borysenko, Olga V.
1 Borzykh, Dmitriy A.
1 Bosze, Zsuzsanna
1 Böttcher, Björn
1 Boulanba, Lahcen
1 Buryak, Filipp
1 Buteikis, Andrius
1 Chakraborty, Paramita
1 Chebotarev, Vladimir I.
1 Chernova, Oksana Oleksandrivna
1 Cordero, Fernando
1 D’Amico, Guglielmo
1 Danilenko, Svetlana
1 Davydov, Youri
1 Debayle, Johan
1 Di Tella, Paolo
1 Doronin, Alexey
1 D’Ovidio, Mirko
1 Eddahbi, M’hamed
1 El Otmani, Mohamed
1 Elbarrimi, Oussama
1 Engelbert, Hans Jürgen
1 Fakhouri, Imade
1 Fazekas, István
1 Freund, Fabian
1 Gelfert, Katrin Grit
1 Gessesse, Haile
1 Giraudo, Davide
1 Grigutis, Andrius
1 Gugushvili, Shota
1 Guillen, Montserrat
1 Guo, Xu
1 Hedström, Anna Karin
1 Hössjer, Ola G.
1 Huschto, Tony
...and 108 more Authors

Publications by Year

Citations contained in zbMATH Open

87 Publications have been cited 197 times in 162 Documents Cited by Year
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
8
2018
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
7
2015
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
7
2016
Rates of approximation of nonsmooth integral-type functionals of Markov processes. Zbl 1349.60126
Ganychenko, Iu.; Kulik, A.
6
2014
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
Compositions of Poisson and Gamma processes. Zbl 1368.60052
Buchak, Khrystyna; Sakhno, Lyudmyla
4
2017
Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043
Khalil, Zeina Mahdi; Tudor, Ciprian
4
2019
Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323
Davydov, Youri; Zitikis, Ričardas
4
2017
Random iterations of homeomorphisms on the circle. Zbl 1380.37081
Gelfert, Katrin; Stenflo, Örjan
4
2017
Integrated quantile functions: properties and applications. Zbl 1383.60019
Gushchin, Alexander A.; Borzykh, Dmitriy A.
4
2017
The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284
Ragulina, Olena
4
2017
Double barrier reflected BSDEs with stochastic Lipschitz coefficient. Zbl 1382.60083
Marzougue, Mohamed; El Otmani, Mohamed
4
2017
A Lundberg-type inequality for an inhomogeneous renewal risk model. Zbl 1414.91157
Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas
4
2015
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
4
2015
Heat equation with general stochastic measure colored in time. Zbl 1349.60111
Radchenko, Vadym
4
2014
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
4
2014
Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Zbl 1308.62188
Chimisov, C.; Kukush, A.
4
2014
Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients. Zbl 1309.60061
Kulinich, G.; Kushnirenko, S.
4
2014
A functional limit theorem for random processes with immigration in the case of heavy tails. Zbl 1368.60036
Marynych, Alexander; Verovkin, Glib
3
2017
Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748
Chernova, Oksana; Kukush, Alexander
3
2018
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
3
2015
Linear regression by observations from mixture with varying concentrations. Zbl 1349.62315
Liubashenko, Daryna; Maiboroda, Rostyslav
3
2015
Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. Zbl 1349.60010
Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas
3
2016
Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process. Zbl 1352.60041
Marushkevych, Dmytro
3
2016
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Randomly stopped sums with consistently varying distributions. Zbl 1349.60083
Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas
3
2016
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
Generalized fractional Brownian motion. Zbl 1361.60028
Zili, Mounir
2
2017
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration. Zbl 1361.60041
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef
2
2017
Randomly stopped maximum and maximum of sums with consistently varying distributions. Zbl 1372.60064
Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas
2
2017
Approximation of solutions of the stochastic wave equation by using the Fourier series. Zbl 1433.60062
Radchenko, Vadym; Stefans’ka, Nelia
2
2018
Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062
De Gregorio, Alessandro
2
2018
Large deviations for conditionally Gaussian processes: estimates of level crossing probability. Zbl 1426.60034
Pacchiarotti, Barbara; Pigliacelli, Alessandro
2
2018
Probability distributions for the run-and-tumble models with variable speed and tumbling rate. Zbl 1426.60116
Angelani, Luca; Garra, Roberto
2
2018
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039
Zili, Mounir; Zougar, Eya
2
2019
Jackknife covariance matrix estimation for observations from mixture. Zbl 1439.62154
Maiboroda, Rostyslav; Sugakova, Olena
2
2019
On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
2
2017
Consistency of the total least squares estimator in the linear errors-in-variables regression. Zbl 1417.62196
Shklyar, Sergiy
2
2018
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. Zbl 1417.62158
Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L.
2
2018
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2
2018
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. Zbl 1393.91100
Kievinaitė, Dominyka; Šiaulys, Jonas
2
2018
Properties of Poisson processes directed by compound Poisson-gamma subordinators. Zbl 1391.60097
Buchak, Khrystyna; Sakhno, Lyudmyla
2
2018
Confidence ellipsoids for regression coefficients by observations from a mixture. Zbl 1392.62208
Miroshnichenko, Vitalii; Maiboroda, Rostyslav
2
2018
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. Zbl 1352.60056
Sottinen, Tommi; Viitasaari, Lauri
2
2015
Tempered Hermite process. Zbl 1352.60035
Sabzikar, Farzad
2
2015
Accuracy of discrete approximation for integral functionals of Markov processes. Zbl 1352.60108
Ganychenko, Iurii; Knopova, Victoria; Kulik, Alexei
2
2015
Ruin probability in the three-seasonal discrete-time risk model. Zbl 1349.91137
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas
2
2015
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2
2016
A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. Zbl 1349.62384
Kozachenko, Yuriy; Troshki, Viktor
2
2014
Testing hypotheses on moments by observations from a mixture with varying concentrations. Zbl 1349.62151
Doronin, Alexey; Maiboroda, Rostyslav
2
2014
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. Zbl 1355.60073
El Barrimi, Oussama; Ouknine, Youssef
2
2016
LAN property for discretely observed solutions to Lévy driven SDE’s. Zbl 1312.60085
Ivanenko, D.; Kulik, A.
2
2014
Bonus-malus systems with different claim types and varying deductibles. Zbl 1414.91227
Ragulina, Olena
1
2017
On the infinite divisibility of distributions of some inverse subordinators. Zbl 1426.60018
Kumar, Arun; Nane, Erkan
1
2018
Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
1
2018
Studies on generalized Yule models. Zbl 1426.60057
Polito, Federico
1
2018
Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068
Ralchenko, Kostiantyn; Shevchenko, Georgiy
1
2018
Ruin probability for the bi-seasonal discrete time risk model with dependent claims. Zbl 1425.91231
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas
1
2018
The asymptotic error of chaos expansion approximations for stochastic differential equations. Zbl 1439.60054
Huschto, Tony; Podolskij, Mark; Sager, Sebastian
1
2019
Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
1
2019
A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037
Buteikis, Andrius; Leipus, Remigijus
1
2019
The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240
Ragulina, Olena
1
2019
On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. Zbl 1442.60073
Golomoziy, Vitaliy
1
2019
Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029
Lohvinenko, Stanislav; Ralchenko, Kostiantyn
1
2019
On the size of the block of 1 for \(\varXi\)-coalescents with dust. Zbl 1382.60109
Freund, Fabian; Möhle, Martin
1
2017
Cliquet option pricing with Meixner processes. Zbl 1390.91301
Hess, Markus
1
2018
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100
Ivanov, Alexander V.; Orlovskyi, Igor V.
1
2018
Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model. Zbl 1349.62072
Ralchenko, Kostiantyn
1
2015
Autoregressive approaches to import-export time series. I: Basic techniques. Zbl 1359.62363
Di Persio, Luca
1
2015
Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059
Mishura, Yuliya; Voronov, Ivan
1
2015
Fast \(L_2\)-approximation of integral-type functionals of Markov processes. Zbl 1352.60107
Ganychenko, Iurii
1
2015
Weak approximation rates for integral functionals of Markov processes. Zbl 1352.60109
Ganychenko, Iurii; Kulik, Alexei
1
2015
Extreme residuals in regression model. Minimax approach. Zbl 1352.60033
Ivanov, Aleksander; Matsak, Ivan; Polotskiy, Sergiy
1
2015
A multiplicative wavelet-based model for simulation of a random process. Zbl 1352.60053
Turchyn, Ievgen
1
2015
Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167
Kukush, Alexander; Tsaregorodtsev, Yaroslav
1
2016
Minimax interpolation of sequences with stationary increments and cointegrated sequences. Zbl 1351.49026
Luz, Maksym; Moklyachuk, Mikhail
1
2016
On fractal faithfulness and fine fractal properties of random variables with independent \(Q^*\)-digits. Zbl 1355.11081
Ibragim, Muslem; Torbin, Grygoriy
1
2016
Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Zbl 1353.65012
Makogin, Vitalii
1
2016
On spectra of probability measures generated by GLS-expansions. Zbl 1365.11093
Lupain, Marina
1
2016
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir
1
2016
An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains. Zbl 1355.60097
Golomoziy, Vitaliy
1
2016
The consistent criteria of hypotheses. Zbl 1308.62117
Aleksidze, L.; Mumladze, M.; Zerakidze, Z.
1
2014
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes. Zbl 1396.60091
Kosenkova, T.; Kulik, A.
1
2014
Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102
Makogin, V.; Mishura, Yu.
1
2014
Single jump filtrations and local martingales. Zbl 07270213
Gushchin, Alexander A.
1
2020
Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095
Avetisian, Diana; Ralchenko, Kostiantyn
1
2020
Single jump filtrations and local martingales. Zbl 07270213
Gushchin, Alexander A.
1
2020
Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095
Avetisian, Diana; Ralchenko, Kostiantyn
1
2020
Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043
Khalil, Zeina Mahdi; Tudor, Ciprian
4
2019
Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039
Zili, Mounir; Zougar, Eya
2
2019
Jackknife covariance matrix estimation for observations from mixture. Zbl 1439.62154
Maiboroda, Rostyslav; Sugakova, Olena
2
2019
The asymptotic error of chaos expansion approximations for stochastic differential equations. Zbl 1439.60054
Huschto, Tony; Podolskij, Mark; Sager, Sebastian
1
2019
Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
1
2019
A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037
Buteikis, Andrius; Leipus, Remigijus
1
2019
The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240
Ragulina, Olena
1
2019
On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. Zbl 1442.60073
Golomoziy, Vitaliy
1
2019
Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029
Lohvinenko, Stanislav; Ralchenko, Kostiantyn
1
2019
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
8
2018
Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748
Chernova, Oksana; Kukush, Alexander
3
2018
Approximation of solutions of the stochastic wave equation by using the Fourier series. Zbl 1433.60062
Radchenko, Vadym; Stefans’ka, Nelia
2
2018
Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062
De Gregorio, Alessandro
2
2018
Large deviations for conditionally Gaussian processes: estimates of level crossing probability. Zbl 1426.60034
Pacchiarotti, Barbara; Pigliacelli, Alessandro
2
2018
Probability distributions for the run-and-tumble models with variable speed and tumbling rate. Zbl 1426.60116
Angelani, Luca; Garra, Roberto
2
2018
Consistency of the total least squares estimator in the linear errors-in-variables regression. Zbl 1417.62196
Shklyar, Sergiy
2
2018
Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. Zbl 1417.62158
Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L.
2
2018
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2
2018
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. Zbl 1393.91100
Kievinaitė, Dominyka; Šiaulys, Jonas
2
2018
Properties of Poisson processes directed by compound Poisson-gamma subordinators. Zbl 1391.60097
Buchak, Khrystyna; Sakhno, Lyudmyla
2
2018
Confidence ellipsoids for regression coefficients by observations from a mixture. Zbl 1392.62208
Miroshnichenko, Vitalii; Maiboroda, Rostyslav
2
2018
On the infinite divisibility of distributions of some inverse subordinators. Zbl 1426.60018
Kumar, Arun; Nane, Erkan
1
2018
Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
1
2018
Studies on generalized Yule models. Zbl 1426.60057
Polito, Federico
1
2018
Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068
Ralchenko, Kostiantyn; Shevchenko, Georgiy
1
2018
Ruin probability for the bi-seasonal discrete time risk model with dependent claims. Zbl 1425.91231
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas
1
2018
Cliquet option pricing with Meixner processes. Zbl 1390.91301
Hess, Markus
1
2018
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100
Ivanov, Alexander V.; Orlovskyi, Igor V.
1
2018
Compositions of Poisson and Gamma processes. Zbl 1368.60052
Buchak, Khrystyna; Sakhno, Lyudmyla
4
2017
Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323
Davydov, Youri; Zitikis, Ričardas
4
2017
Random iterations of homeomorphisms on the circle. Zbl 1380.37081
Gelfert, Katrin; Stenflo, Örjan
4
2017
Integrated quantile functions: properties and applications. Zbl 1383.60019
Gushchin, Alexander A.; Borzykh, Dmitriy A.
4
2017
The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284
Ragulina, Olena
4
2017
Double barrier reflected BSDEs with stochastic Lipschitz coefficient. Zbl 1382.60083
Marzougue, Mohamed; El Otmani, Mohamed
4
2017
A functional limit theorem for random processes with immigration in the case of heavy tails. Zbl 1368.60036
Marynych, Alexander; Verovkin, Glib
3
2017
Generalized fractional Brownian motion. Zbl 1361.60028
Zili, Mounir
2
2017
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration. Zbl 1361.60041
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef
2
2017
Randomly stopped maximum and maximum of sums with consistently varying distributions. Zbl 1372.60064
Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas
2
2017
On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina
2
2017
Bonus-malus systems with different claim types and varying deductibles. Zbl 1414.91227
Ragulina, Olena
1
2017
On the size of the block of 1 for \(\varXi\)-coalescents with dust. Zbl 1382.60109
Freund, Fabian; Möhle, Martin
1
2017
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
7
2016
Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. Zbl 1349.60010
Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas
3
2016
Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process. Zbl 1352.60041
Marushkevych, Dmytro
3
2016
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Randomly stopped sums with consistently varying distributions. Zbl 1349.60083
Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas
3
2016
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2
2016
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. Zbl 1355.60073
El Barrimi, Oussama; Ouknine, Youssef
2
2016
Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167
Kukush, Alexander; Tsaregorodtsev, Yaroslav
1
2016
Minimax interpolation of sequences with stationary increments and cointegrated sequences. Zbl 1351.49026
Luz, Maksym; Moklyachuk, Mikhail
1
2016
On fractal faithfulness and fine fractal properties of random variables with independent \(Q^*\)-digits. Zbl 1355.11081
Ibragim, Muslem; Torbin, Grygoriy
1
2016
Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Zbl 1353.65012
Makogin, Vitalii
1
2016
On spectra of probability measures generated by GLS-expansions. Zbl 1365.11093
Lupain, Marina
1
2016
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir
1
2016
An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains. Zbl 1355.60097
Golomoziy, Vitaliy
1
2016
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
7
2015
Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115
Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter
5
2015
A Lundberg-type inequality for an inhomogeneous renewal risk model. Zbl 1414.91157
Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas
4
2015
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
4
2015
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
3
2015
Linear regression by observations from mixture with varying concentrations. Zbl 1349.62315
Liubashenko, Daryna; Maiboroda, Rostyslav
3
2015
Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. Zbl 1352.60056
Sottinen, Tommi; Viitasaari, Lauri
2
2015
Tempered Hermite process. Zbl 1352.60035
Sabzikar, Farzad
2
2015
Accuracy of discrete approximation for integral functionals of Markov processes. Zbl 1352.60108
Ganychenko, Iurii; Knopova, Victoria; Kulik, Alexei
2
2015
Ruin probability in the three-seasonal discrete-time risk model. Zbl 1349.91137
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas
2
2015
Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model. Zbl 1349.62072
Ralchenko, Kostiantyn
1
2015
Autoregressive approaches to import-export time series. I: Basic techniques. Zbl 1359.62363
Di Persio, Luca
1
2015
Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059
Mishura, Yuliya; Voronov, Ivan
1
2015
Fast \(L_2\)-approximation of integral-type functionals of Markov processes. Zbl 1352.60107
Ganychenko, Iurii
1
2015
Weak approximation rates for integral functionals of Markov processes. Zbl 1352.60109
Ganychenko, Iurii; Kulik, Alexei
1
2015
Extreme residuals in regression model. Minimax approach. Zbl 1352.60033
Ivanov, Aleksander; Matsak, Ivan; Polotskiy, Sergiy
1
2015
A multiplicative wavelet-based model for simulation of a random process. Zbl 1352.60053
Turchyn, Ievgen
1
2015
Rates of approximation of nonsmooth integral-type functionals of Markov processes. Zbl 1349.60126
Ganychenko, Iu.; Kulik, A.
6
2014
Heat equation with general stochastic measure colored in time. Zbl 1349.60111
Radchenko, Vadym
4
2014
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
4
2014
Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Zbl 1308.62188
Chimisov, C.; Kukush, A.
4
2014
Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients. Zbl 1309.60061
Kulinich, G.; Kushnirenko, S.
4
2014
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. Zbl 1349.62384
Kozachenko, Yuriy; Troshki, Viktor
2
2014
Testing hypotheses on moments by observations from a mixture with varying concentrations. Zbl 1349.62151
Doronin, Alexey; Maiboroda, Rostyslav
2
2014
LAN property for discretely observed solutions to Lévy driven SDE’s. Zbl 1312.60085
Ivanenko, D.; Kulik, A.
2
2014
The consistent criteria of hypotheses. Zbl 1308.62117
Aleksidze, L.; Mumladze, M.; Zerakidze, Z.
1
2014
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes. Zbl 1396.60091
Kosenkova, T.; Kulik, A.
1
2014
Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102
Makogin, V.; Mishura, Yu.
1
2014
all top 5

Cited by 245 Authors

16 Mishura, Yuliya Stepanivna
9 Šiaulys, Jonas
8 Ralchenko, Kostiantyn V.
6 Maĭboroda, Rostyslav Yevgenovych
6 Radchenko, Vadym Mykolaĭovych
5 Kukush, Oleksandr Georgiĭovych
5 Ragulina, Olena
5 Shevchenko, Georgiy M.
4 Bodnarchuk, I. M.
4 Sugakova, Olena Volodymyrivna
4 Viitasaari, Lauri
4 Zili, Mounir
4 Zitikis, Ričardas
3 Chernova, Oksana Oleksandrivna
3 Ganychenko, Iurii
3 Gribkova, Nadezhda V.
3 Gushchin, Aleksandr Aleksandrovich
3 Knopova, Victoria Pavlovna
3 Marzougue, Mohamed
2 Ascione, Giacomo
2 Barczy, Mátyás
2 Boniece, B. Cooper
2 Böttcher, Björn
2 Danilenko, Svetlana
2 Davydov, Youri
2 De Gregorio, Alessandro
2 del Barrio, Eustasio
2 Di Persio, Luca
2 Didier, Gustavo
2 Doronin, O. V.
2 Garra, Roberto
2 Golomoziy, Vitaliy
2 Hallin, Marc
2 Iksanov, Aleksander M.
2 Ilmonen, Pauliina
2 Ivanov, Aleksandr Vladimirovich
2 Kozachenko, Yuriĭ Vasyl’ovych
2 Kuchuk-Iatsenko, Sergii
2 Kulinich, Grygoriĭ L.
2 Kushnirenko, Svitlana V.
2 Leonenko, Nikolai N.
2 Manikin, B. I.
2 Munchak, Ye. Yu.
2 Ouknine, Youssef
2 Pacchiarotti, Barbara
2 Pap, Gyula
2 Pirozzi, Enrica
2 Piterbarg, Vladimir Il’ich
2 Prakasa Rao, B. L. S.
2 Sabzikar, Farzad
2 Sakhno, Lyudmyla Mykhaĭlivna
2 Sottinen, Tommi
2 Sprindys, Jonas
2 Torbin, Grygoriy Myroslavovych
2 Troshki, Viktor B.
2 Tudor, Ciprian A.
2 Voutilainen, Marko
2 Yurchenko-Tytarenko, Anton
1 Alaffita-Hernández, F. A.
1 Albeverio, Sergio A.
1 Alonso, Sergio
1 Altmeyer, Randolf
1 Andrulytė, Ieva Marija
1 Avetisian, D. A.
1 Avetisian, Diana
1 Azmoodeh, Ehsan
1 Barański, Krzysztof
1 Basrak, Bojan
1 Battauz, Anna
1 Beirlant, Jan
1 Bel Hadj Khlifa, Meriem
1 Bernackaitė, Emilija
1 Beta, Carsten
1 Bezborodov, Viktor
1 Bodnarchuk, S. V.
1 Bogdan, Krzysztof
1 Bouzebda, Salim
1 Bouzeffour, Fethi
1 Bradík, Jaroslav
1 Buchak, Kh. V.
1 Buchak, Khrystyna
1 Buitendag, Sven
1 Buteikis, Andrius
1 Cellupica, Miriana
1 Coca, Alberto J.
1 Colombaro, Ivano
1 Confortola, Fulvia
1 Cuesta-Albertos, Juan Antonio
1 De Donno, Marzia
1 Dębicki, Krzysztof
1 Di Crescenzo, Antonio
1 Dong, Congzao
1 Duval, Céline
1 Dychko, H. M.
1 El Otmani, Mohamed
1 Elbarrimi, Oussama
1 Escobedo-Trujillo, Beatris Adriana
1 Fageot, Julien
1 Fakhouri, Imade
1 Fallah, Somayeh
...and 145 more Authors
all top 5

Cited in 66 Journals

35 Theory of Probability and Mathematical Statistics
31 Modern Stochastics. Theory and Applications
6 Lithuanian Mathematical Journal
5 Stochastic Processes and their Applications
4 Statistics & Probability Letters
4 Statistical Inference for Stochastic Processes
4 Nonlinear Analysis. Modelling and Control
3 Stochastic Analysis and Applications
3 Journal of Theoretical Probability
3 Electronic Journal of Statistics
2 The Annals of Statistics
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Journal of Mathematical Sciences (New York)
2 Random Operators and Stochastic Equations
2 Fractional Calculus & Applied Analysis
2 International Journal of Theoretical and Applied Finance
2 Journal of Statistical Theory and Practice
1 Journal of Mathematical Physics
1 Journal of Statistical Physics
1 Metrika
1 Moscow University Mathematics Bulletin
1 Russian Mathematical Surveys
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 Collectanea Mathematica
1 Mathematische Nachrichten
1 Metron
1 SIAM Journal on Control and Optimization
1 Insurance Mathematics & Economics
1 Bulletin of the Korean Mathematical Society
1 Statistics
1 Probability Theory and Related Fields
1 MCSS. Mathematics of Control, Signals, and Systems
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Journal of Dynamics and Differential Equations
1 SIAM Journal on Optimization
1 Journal of Nonlinear Science
1 Applied and Computational Harmonic Analysis
1 Applicationes Mathematicae
1 Mathematical Methods of Statistics
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Documenta Mathematica
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Mathematical Methods of Operations Research
1 Communications in Contemporary Mathematics
1 Methodology and Computing in Applied Probability
1 Qualitative Theory of Dynamical Systems
1 Brazilian Journal of Probability and Statistics
1 Journal of Evolution Equations
1 Moscow Mathematical Journal
1 Stochastic Models
1 North American Actuarial Journal
1 Journal of Statistical Mechanics: Theory and Experiment
1 Mathematical Biosciences and Engineering
1 Journal of Industrial and Management Optimization
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Bulletin of the Georgian National Academy of Sciences. New Series
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 S\(\vec{\text{e}}\)MA Journal
1 Carpathian Mathematical Publications

Citations by Year