I. V. Orlovs'kyĭ

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Person:1645195

Available identifiers

zbMath Open orlovsky.igor-vMaRDI QIDQ1645195

List of research outcomes





PublicationDate of PublicationType
Asymptotic behavior of solutions of general linear differential equations perturbed by Wiener process2024-09-09Paper
Detection of hidden periodicities in models with discrete time and long range dependent random noise2023-09-29Paper
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models2020-04-07Paper
Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum2019-02-27Paper
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise2018-06-28Paper
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular2017-02-09Paper
Asymptotic normality of linear regression parameter estimator in the case of random regressors2016-12-16Paper
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise2014-12-10Paper
Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors2014-08-21Paper
Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence2011-04-06Paper
Asymptotic normality of M-estimates in the classical nonlinear regression model2009-08-08Paper
Consistency of M-estimates in general nonlinear regression models2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54306552007-12-16Paper
Asymptotic normality of Koenker-Basset estimates in nonlinear regression models2006-12-08Paper
https://portal.mardi4nfdi.de/entity/Q46771242005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46771972005-05-20Paper
Long-time behaviors of some stochastic differential equations driven by L\'{e}vy noiseN/APaper

Research outcomes over time

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