I. V. Orlovs'kyĭ

Available identifiers

zbMath Open orlovsky.igor-vMaRDI QIDQ1645195

List of research outcomes

Publication	Date of Publication	Type
Asymptotic behavior of solutions of general linear differential equations perturbed by Wiener process	2024-09-09	Paper
Detection of hidden periodicities in models with discrete time and long range dependent random noise	2023-09-29	Paper
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models	2020-04-07	Paper
Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum	2019-02-27	Paper
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise	2018-06-28	Paper
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular	2017-02-09	Paper
Asymptotic normality of linear regression parameter estimator in the case of random regressors	2016-12-16	Paper
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise	2014-12-10	Paper
Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors	2014-08-21	Paper
Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence	2011-04-06	Paper
Asymptotic normality of M-estimates in the classical nonlinear regression model	2009-08-08	Paper
Consistency of M-estimates in general nonlinear regression models	2007-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q5430655	2007-12-16	Paper
Asymptotic normality of Koenker-Basset estimates in nonlinear regression models	2006-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4677124	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4677197	2005-05-20	Paper
Long-time behaviors of some stochastic differential equations driven by L\'{e}vy noise	N/A	Paper

Research outcomes over time

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