| Publication | Date of Publication | Type |
|---|
Representations of isotropic Gaussian random fields with homogeneous increments
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
Representations of fractional Brownian motion using vibrating strings
Stochastic Processes and their Applications | 2005-12-07 | Paper |
Optimality of an explicit series expansion of the fractional Brownian sheet
Statistics & Probability Letters | 2005-08-01 | Paper |
Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
The Annals of Probability | 2005-05-03 | Paper |
A series expansion of fractional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-02-08 | Paper |
On Bernstein-type inequalities for martingales.
Stochastic Processes and their Applications | 2004-11-26 | Paper |
Some aspects of modeling and statistical inference for financial models
Statistica Neerlandica | 2003-06-26 | Paper |
Information processes for semimartingale experiments
The Annals of Probability | 2003-05-06 | Paper |
On interpolation series related to the Abel-Goncharov problem
Indagationes Mathematicae. New Series | 2002-04-16 | Paper |
| scientific article; zbMATH DE number 1304726 (Why is no real title available?) | 2000-10-03 | Paper |
| scientific article; zbMATH DE number 1234543 (Why is no real title available?) | 2000-05-07 | Paper |
| scientific article; zbMATH DE number 1343007 (Why is no real title available?) | 2000-05-07 | Paper |
| scientific article; zbMATH DE number 1406736 (Why is no real title available?) | 2000-02-24 | Paper |
| scientific article; zbMATH DE number 1234546 (Why is no real title available?) | 1999-01-03 | Paper |
On optimality of regular projective estimators for semimartingale models III:one step improvements
Stochastics and Stochastic Reports | 1997-12-14 | Paper |
Parameter estimation for nearly nonstationary AR(1) processes
Mathematical and Computer Modelling | 1996-11-12 | Paper |
On optimality of regular projective estimators for semimartingale models, part ii: asymptotically linear estimators
Stochastics and Stochastic Reports | 1995-11-14 | Paper |
| scientific article; zbMATH DE number 765175 (Why is no real title available?) | 1995-09-11 | Paper |
Spectral characterization of the optimal quadratic variation process
Stochastic Processes and their Applications | 1995-06-18 | Paper |
The strong law of large numbers for martingales with deterministic quadratic variation
Stochastics and Stochastic Reports | 1995-04-04 | Paper |
On optimality of regular projective estimators in semimartingale models
Stochastics and Stochastic Reports | 1994-08-15 | Paper |
On correlation calculus for multivariate martingales
Stochastic Processes and their Applications | 1993-09-19 | Paper |
On the computation of chi-square-type statistics
Journal of Mathematical Sciences (New York) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 16760 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4217593 (Why is no real title available?) | 1992-01-01 | Paper |
On the Hellinger type distances for filtered experiments
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
A large deviation result for parameter estimators and its application to nonlinear regression analysis
The Annals of Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4106078 (Why is no real title available?) | 1987-01-01 | Paper |
Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
Springer Series in Statistics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4056833 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3885166 (Why is no real title available?) | 1983-01-01 | Paper |
On iterative procedures of asymptotic inference
Statistica Neerlandica | 1983-01-01 | Paper |
Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters
Journal of Soviet Mathematics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3791435 (Why is no real title available?) | 1982-01-01 | Paper |
On Parameter Estimation by the Davidon–Fletcher–Powell Method
Theory of Probability & Its Applications | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3936315 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3768825 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3669639 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3599363 (Why is no real title available?) | 1978-01-01 | Paper |
Estimation of Parameters of a Spectral Density with Fixed Zeroes
Theory of Probability & Its Applications | 1977-01-01 | Paper |
Tests of Composite Hypotheses for Random Variables and Stochastic Processes
Theory of Probability & Its Applications | 1977-01-01 | Paper |
A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series
Theory of Probability & Its Applications | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3473152 (Why is no real title available?) | 1974-01-01 | Paper |
On Simplified Estimators of Unknown Parameters with Good Asymptotic Properties
Theory of Probability & Its Applications | 1974-01-01 | Paper |
On a Modification of the Standard Statistics of Pearson
Theory of Probability & Its Applications | 1974-01-01 | Paper |
On Evaluation of the Likelihood Ratio for a Generalized Gaussian Process with Rational Spectral Density
Theory of Probability & Its Applications | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3555267 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3550015 (Why is no real title available?) | 1973-01-01 | Paper |
On Methods for Obtaining Asymptotically Efficient Spectral Parameter Estimates for a Stationary Gaussian Process with Rational Spectral Density
Theory of Probability & Its Applications | 1971-01-01 | Paper |
On the Estimation of the Spectral Parameters of a Gaussian Stationary Process with Rational Spectral Density
Theory of Probability & Its Applications | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3327911 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3333850 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3335603 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3290823 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3340859 (Why is no real title available?) | 1966-01-01 | Paper |
