V. Yu. Korolev

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Person:200286

Available identifiers

zbMath Open korolev.victor-yuDBLP135/5664WikidataQ24642587 ScholiaQ24642587MaRDI QIDQ200286

List of research outcomes





PublicationDate of PublicationType
Reconstructing unknown coefficients of stochastic differential equations and intelligently predicting random processes with directed learning2024-07-16Paper
The Burr distribution as an asymptotic law for extreme order statistics and its application to the analysis of statistical regularities in the interplanetary magnetic field2024-04-22Paper
Limit behavior of centered random sums of independent identically distributed random variables2023-11-24Paper
Convergence rate estimates in some limit theorems for maximum random sums2023-11-24Paper
Max-compound Cox processes. I2023-06-01Paper
A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two2023-06-01Paper
On the convergence of median versions of the expectation-maximization algorithm for the separation of finite normal mixtures2023-02-14Paper
On approximations to the ruin probability for the classical risk process2023-02-14Paper
Limiting characteristics of queueing systems with vanishing perturbations2023-01-02Paper
Bounds for the accuracy of invalid normal approximation2022-07-18Paper
On limiting characteristics for a non-stationary two-processor heterogeneous system with catastrophes, server failures and repairs2021-09-10Paper
A Functional Approach to Estimation of the Parameters of Generalized Negative Binomial and Gamma Distributions2021-08-10Paper
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums2021-01-06Paper
Multivariate scale-mixed stable distributions and related limit theorems2019-12-03Paper
Generalized negative binomial distributions as mixed geometric laws and related limit theorems2019-12-03Paper
Two approaches to the construction of perturbation bounds for continuous-time Markov chains2019-11-08Paper
Calculation of the deficiency of some statistical estimators constructed from samples with random sizes2019-07-31Paper
Scale mixtures of Fréchet distributions as asymptotic approximations of extreme precipitation2019-07-23Paper
Max-compound Cox processes. I2019-07-23Paper
On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process2018-10-13Paper
On mixture representations for the generalized Linnik distribution and their applications in limit theorems2018-10-12Paper
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services2018-09-26Paper
Lower bounds for the rate of convergence for continuous-time inhomogeneous Markov chains with a finite state space2018-06-14Paper
Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions2018-05-18Paper
Ergodicity and truncation bounds for inhomogeneous birth and death processes with additional transitions from and to origin2018-02-19Paper
Statistical tests for extreme precipitation volumes2018-02-07Paper
Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes2018-02-06Paper
Limit Distributions for Doubly Stochastically Rarefied Renewal Processes and Their Properties2018-01-09Paper
Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains2017-10-16Paper
Statistical decomposition of volatility2017-08-25Paper
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions2017-06-01Paper
Statistical Analysis of Precipitation Events2017-05-31Paper
Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations2017-05-15Paper
The rate of convergence of the distributions of regular statistics constructed from samples with negatively binomially distributed random sizes to the Student distribution2017-04-06Paper
On a class of Markovian queuing systems described by inhomogeneous birth-and-death processes with additional transitions2017-02-27Paper
Statistical detection of movement activities in a human brain by moving separation of mixture distributions2016-11-17Paper
Product representations for random variables with Weibull distributions and their applications2016-11-17Paper
A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications2016-11-17Paper
A note on functional limit theorems for compound Cox processes2016-11-17Paper
On a spectral analysis and modeling of non-Gaussian processes in the structural plasma turbulence2016-11-17Paper
Estimation of probabilities for multidimensional birth-death processes2016-11-17Paper
Ergodicity and perturbation bounds for inhomogeneous birth and death processes with additional transitions from and to the origin2016-10-13Paper
Bounds on the rate of convergence for inhomogeneous $M/M/S$ systems with either state-dependent transitions, or batch arrivals and service, or both2016-09-30Paper
On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures2016-08-08Paper
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes2016-06-21Paper
On the estimation of the execution frequency of sequential program code snippets2016-06-13Paper
On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws2016-05-26Paper
Estimates of some characteristics of multidimensional birth-and-death processes2016-04-13Paper
Modeling high-frequency non-homogeneous order flows by compound Cox processes2016-04-11Paper
On normal variance-mean mixtures as limit laws for statistics with random sample sizes2015-12-22Paper
Two-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains2015-11-23Paper
Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes2015-11-12Paper
On truncations for weakly ergodic inhomogeneous birth and death processes2015-10-16Paper
On the convergence of distributions of statistics constructed from samples of random size to a multivariate generalized variance-gamma distributions2015-09-28Paper
On a power of optimal test for asymptotic distinction of statistical hypotheses for distributions with heavy tails2015-09-04Paper
Perturbation bounds and truncations for a class of Markovian queues2014-11-25Paper
On the limiting characteristics for an inhomogeneous $M_t|M_t|S$ queue with catastrophes2014-10-22Paper
On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures2014-10-04Paper
Generalized Hyperbolic Laws as Limit Distributions for Random Sums2014-06-26Paper
On perturbation bounds for continuous-time Markov chains2014-06-11Paper
On convergence of random walks generated by compound Cox processes to Lévy processes2014-02-19Paper
An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums2013-12-13Paper
On estimation of Student distribution center with a small number of degrees of freedom2013-07-22Paper
Statistical estimation of parameters of fractionally stable distributions2013-07-22Paper
Boundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transport2013-07-22Paper
The asymptotics of randomly indexed random sequences: independent indices2013-07-12Paper
An Improvement of Convergence Rate Estimates in the Central Limit Theorem under Absence of Moments Higher than the Second2013-02-04Paper
On the universal constant in the Katz-Petrov and Osipov inequalities2012-11-16Paper
Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions2012-11-15Paper
On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples2012-11-15Paper
A new moment-type estimate of convergence rate in the Lyapunov theorem2012-05-04Paper
The evolution of probability characteristics of low-frequency plasma turbulence2012-04-18Paper
https://portal.mardi4nfdi.de/entity/Q30935492011-10-17Paper
https://portal.mardi4nfdi.de/entity/Q30919382011-09-15Paper
https://portal.mardi4nfdi.de/entity/Q30919392011-09-15Paper
On the Upper Bound for the Absolute Constant in the Berry–Esseen Inequality2011-08-16Paper
Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums2010-11-17Paper
An improvement of the Berry-Esseen inequalities2010-11-17Paper
https://portal.mardi4nfdi.de/entity/Q30528482010-11-02Paper
Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method2010-09-24Paper
https://portal.mardi4nfdi.de/entity/Q36480492009-11-24Paper
https://portal.mardi4nfdi.de/entity/Q36259352009-05-22Paper
https://portal.mardi4nfdi.de/entity/Q36259322009-05-22Paper
https://portal.mardi4nfdi.de/entity/Q35978442009-02-09Paper
On the 75th Birthday of V. M. Zolotarev2008-01-30Paper
On approximation of the necessary reserve capital of an insurance company serving many nonhomogeneous contracts2007-08-07Paper
Limit theorems for continuous-time random walks in the double-array limit scheme2007-04-19Paper
On the Accuracy of the Normal Approximation. II2007-04-02Paper
On the Accuracy of the Normal Approximation. I2006-06-09Paper
https://portal.mardi4nfdi.de/entity/Q52909362006-05-05Paper
On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics2005-10-28Paper
Natural estimates of the accuracy of approximation of the distributions of random sums by location mixtures of stable laws2005-06-28Paper
The asymptotic behavior of the reserve of an insurance company described by the generalized risk process2005-06-28Paper
Estimation of parameters of fractional stable distributions2005-06-28Paper
Transfer theorem for generalized risk processes2005-06-23Paper
On distributions whose symmetrization is a scale mixture of normal laws2005-06-23Paper
Asymptotic behavior of generalized risk processes2004-11-25Paper
https://portal.mardi4nfdi.de/entity/Q48181782004-09-22Paper
https://portal.mardi4nfdi.de/entity/Q48164402004-09-08Paper
https://portal.mardi4nfdi.de/entity/Q48164372004-09-08Paper
Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes2004-01-21Paper
Generalized Poisson Models and their Applications in Insurance and Finance2003-04-29Paper
Calculation of confidence intervals for ruin probability in a generalized risk process2003-02-24Paper
https://portal.mardi4nfdi.de/entity/Q47914272003-02-06Paper
https://portal.mardi4nfdi.de/entity/Q47914232003-02-06Paper
A new approach to the probability-statistical analysis of turbulent transport processes in plasma2002-12-19Paper
Mathematical theory of software reliability growth2002-11-14Paper
Fractional stable distributions2002-06-16Paper
On the increment distributions of stock prices2002-04-09Paper
Limit theorems for generalized risk processes2002-03-13Paper
On approximations to generalized Cox processes2002-02-18Paper
On optimal planning of the reserve with applications to insurance.2001-10-29Paper
Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics2001-10-22Paper
Convergence rate estimates in local limit theorems for Poisson random sums2001-09-02Paper
Recursive models of reliability growth2001-08-28Paper
The asymptotic behavior of extrema of compound Cox processes with nonzero means2001-06-13Paper
Asymptotic properties of sample quantiles constructed from samples with random sizes2001-05-02Paper
On Convergence of Distributions of Compound Cox Processes to Stable Laws2000-06-06Paper
https://portal.mardi4nfdi.de/entity/Q42176642000-04-09Paper
https://portal.mardi4nfdi.de/entity/Q43965392000-02-27Paper
https://portal.mardi4nfdi.de/entity/Q42176401999-09-15Paper
Asymptotic behavior of compound nonordinary Cox processes with nonzero means1999-04-29Paper
Asymptotic behavior of generalized Cox processes1999-03-23Paper
On the rate of convergence in the local limit theorem for densities1998-12-09Paper
A criterion of convergence of nonrandomly centered random sums of independent identically distributed random variables1998-11-24Paper
О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам1998-11-12Paper
On approximations to generalized Poisson distributions1998-04-20Paper
A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes1997-05-19Paper
Convergence of multidimensional random sequences with independent random indices1997-04-09Paper
https://portal.mardi4nfdi.de/entity/Q48890391997-03-17Paper
О сходимости распределений случайных сумм независимых случайных величин к устойчивым законам1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48788001996-09-02Paper
https://portal.mardi4nfdi.de/entity/Q48811491996-06-26Paper
Estimation of the number of missing observations with applications to software reliability1996-02-26Paper
https://portal.mardi4nfdi.de/entity/Q48455711996-02-21Paper
https://portal.mardi4nfdi.de/entity/Q43008951994-09-27Paper
https://portal.mardi4nfdi.de/entity/Q42759801994-08-11Paper
Probabilistic and statistical methods predicting complex software reliability1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q46930441993-06-05Paper
On Limit Distributions of Randomly Indexed Random Sequences1993-04-01Paper
Some remarks on the accuracy of normal approximation to distributions of random sums1992-06-26Paper
Approximation of the distributions of sums of a random number of independent random variables by mixtures of Gaussian measures1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33625101992-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33616251990-01-01Paper
Approximation of Distributions of Random Sums of Independent Random Variables by Mixtures of Normal Laws1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30330501989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34699641989-01-01Paper
Nonuniform Estimates of the Accuracy of Normal Approximation of the Distributions of Random Sums of Independent Random Variables1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38039111988-01-01Paper
On the Accuracy of Normal Approximation for the Distributions of Sums of a Random Number of Independent Random Variables1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38114481988-01-01Paper
Most powerful tests of a simple null hypothesis against a simple alternative hypothesis with posterior significance level1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30259561987-01-01Paper
Convergence of Moments of Random Sums of Independent Random Variables1986-01-01Paper
Rate of convergence bounds in local limit theorems for sums of a random number of independent random variables1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36899381985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37508021985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39577671981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38732371980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38832391980-01-01Paper
Probability distribution in recording of yield of multiple nuclear processes1980-01-01Paper
Convergence of moments of random sums of independent random variables1980-01-01Paper

Research outcomes over time

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