V. D. Konakov

From MaRDI portal
Person:268655

Available identifiers

zbMath Open konakov.v-dMaRDI QIDQ268655

List of research outcomes





PublicationDate of PublicationType
Limit Theorems for Random Walks in the Hyperbolic Space2023-12-11Paper
Stanislav Alekseevich Molchanov2022-04-08Paper
Convergence of Certain Classes of Random Flights in the Kantorovich Metric2021-02-09Paper
A Local Limit Theorem for Robbins-Monro Procedure2018-10-23Paper
Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations2018-01-05Paper
The procedure of excluding of the nonlinear trend fir the models described by stochastic differential and difference equations2016-10-27Paper
Linear trend exclusion for models defined with stochastic differential and difference equations2016-04-15Paper
Local limit theorems for Markov chains with trend component of linear growth2014-12-04Paper
Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation2012-01-17Paper
https://portal.mardi4nfdi.de/entity/Q47914182003-02-06Paper
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II1999-11-28Paper
Log-classes for the increments of a multivariate emipirical process1998-11-24Paper
https://portal.mardi4nfdi.de/entity/Q47145881997-04-10Paper
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I1996-07-04Paper
https://portal.mardi4nfdi.de/entity/Q43228261996-02-20Paper
Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288181987-01-01Paper
Local limit theorems on the convergence of Markov chains to diffusion processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37252851985-01-01Paper
A Theorem on Deviations of the Empirical Measure and Its Applications1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37022431984-01-01Paper
On the convergence rate of maximal deviation distribution for kernel regression estimates1984-01-01Paper
Rate of Convergence of Distributions of Maximal Deviations of Gaussian Processes and Empirical Density Functions. II1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33130281984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30421991983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327351983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33248311983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33114941983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39696341982-01-01Paper
Convergence Rate of Maximum Deviation Distributions of Gaussian Processes and Empirical Densities. I1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39421261979-01-01Paper
Complete Asymptotic Expansions for the Maximum Deviation of the Empirical Density Function1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39421271979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41713451978-01-01Paper
On a Global Measure of Deviation for an Estimate of the Regression Line1977-01-01Paper
On the Asymptotic Normality of the Mode of Multidimensional Distributions1973-01-01Paper
Asymptotic properties of some functions of nonparametric estimates of a density function1973-01-01Paper
Some Hajek-Rènyi Type Inequalities1973-01-01Paper
Non-Parametric Estimation of Density Functions1972-01-01Paper

Research outcomes over time

This page was built for person: V. D. Konakov