| Publication | Date of Publication | Type |
|---|
Investigation of the statistical properties of estimates for mixed cumulants of higher orders
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-10-10 | Paper |
Some properties of fractional Brownian motion
Zhurnal Belorusskogo Gosudarstvennogo Universiteta. Matematika. Informatika | 2025-08-25 | Paper |
Estimation of spectral densities over overlapping observation intervals
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-01-17 | Paper |
A consistent estimate for the reciprocal spectral density of a real stable random process
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-01-17 | Paper |
A connection between parameters in different presentations of the characteristic function of stable random variables
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-01-17 | Paper |
Estimation of the parameters of the \(\mathrm{GARCH}(1,1)\) model with residuals that have a \(k\)-stable distribution
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-01-17 | Paper |
Numerical modeling of stochastic differential equations with stable perturbations
Vestsi Natsyyanal'naĭ Akadèmii Navuk Belarusi. Seryya Fizika-Matèmatychnykh Navuk | 2025-01-17 | Paper |
| scientific article; zbMATH DE number 7591927 (Why is no real title available?) | 2022-09-23 | Paper |
| The comparative analysis of some periodogram's estimates of spectral density | 2015-11-02 | Paper |
| scientific article; zbMATH DE number 6383072 (Why is no real title available?) | 2014-12-30 | Paper |
On the probability distribution of stock indices
Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika | 2013-09-30 | Paper |
On the calculation of some mixed moments of aggregative characteristics of a homogeneous Markov chain for the polynomial scheme
Journal of Mathematical Sciences (New York) | 2013-04-26 | Paper |
The rate of convergence of the bias of the spectral density estimate constructed by the Coifman scaling function
Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika | 2012-09-25 | Paper |
Estimation of the parameters of the \(\mathrm{GARCH}(1,1)\) model with residuals that have a regularly varying distribution
Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika | 2012-09-25 | Paper |
Investigation of parametric models of time series
Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika | 2012-09-25 | Paper |
| Some remarks on the symmetric stable random variables | 2009-04-21 | Paper |
| scientific article; zbMATH DE number 5251015 (Why is no real title available?) | 2008-03-19 | Paper |
| scientific article; zbMATH DE number 5172376 (Why is no real title available?) | 2007-07-18 | Paper |
| scientific article; zbMATH DE number 2195318 (Why is no real title available?) | 2005-08-17 | Paper |
| scientific article; zbMATH DE number 2067035 (Why is no real title available?) | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 1834029 (Why is no real title available?) | 2002-11-21 | Paper |
| scientific article; zbMATH DE number 1226053 (Why is no real title available?) | 1998-12-03 | Paper |
| scientific article; zbMATH DE number 1064100 (Why is no real title available?) | 1998-09-20 | Paper |
| scientific article; zbMATH DE number 1132833 (Why is no real title available?) | 1998-06-01 | Paper |
| scientific article; zbMATH DE number 1062955 (Why is no real title available?) | 1997-12-15 | Paper |
| scientific article; zbMATH DE number 997823 (Why is no real title available?) | 1997-09-08 | Paper |
| scientific article; zbMATH DE number 892047 (Why is no real title available?) | 1996-06-23 | Paper |
| scientific article; zbMATH DE number 781205 (Why is no real title available?) | 1995-08-01 | Paper |
| scientific article; zbMATH DE number 165576 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 165599 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 165613 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 4145063 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4086826 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3984390 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3963034 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3785873 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3633593 (Why is no real title available?) | 1979-01-01 | Paper |
Estimation of spectral densities of stationary processes
Lithuanian Mathematical Journal | 1979-01-01 | Paper |
