S. V. Shklyar

Available identifiers

zbMath Open shklyar.sergii-vMaRDI QIDQ340764

List of research outcomes

Publication	Date of Publication	Type
Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses	2024-11-27	Paper
Gaussian processes with Volterra kernels	2024-03-16	Paper
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index	2023-10-12	Paper
Gaussian Volterra processes: Asymptotic growth and statistical estimation	2023-05-17	Paper
Gaussian Volterra processes with power-type kernels. II	2022-12-13	Paper
Gaussian Volterra processes with power-type kernels. I	2022-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5088086	2022-07-04	Paper
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions	2019-10-17	Paper
Distance between the fractional Brownian motion and the space of adapted Gaussian martingales	2019-07-29	Paper
Maximum likelihood estimation for Gaussian process with nonlinear drift	2019-07-12	Paper
Consistency of the total least squares estimator in the linear errors-in-variables regression	2019-05-17	Paper
Asymptotically independent estimates in a structural linear model with measurement errors	2019-02-27	Paper
Singular asymptotic normality of an estimator in the conic section fitting problem. II	2017-02-09	Paper
Maximum likelihood drift estimation for Gaussian process with stationary increments	2016-12-01	Paper
Radiation risk estimation. Based on measurement error models	2016-11-22	Paper
Identifiability of logistic regression with homoscedastic error: Berkson model	2016-11-15	Paper
Equivariant adjusted least squares estimator in two-line fitting model	2016-11-15	Paper
Singular asymptotic normality of an estimator in the conic section fitting problem. I	2016-08-29	Paper
Quasi score is more efficient than corrected score in a polynomial measurement error model	2015-10-14	Paper
Conditional Estimators in Exponential Regression with Errors in Covariates	2015-09-16	Paper
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent	2015-09-08	Paper
Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors	2015-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q5262733	2015-07-16	Paper
Approximation of fractional Brownian motion by martingales	2014-12-05	Paper
The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor	2014-10-15	Paper
Logistic regression with homoscedastic errors -- a Berkson model	2013-09-17	Paper
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model	2012-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q5325344	2009-08-08	Paper
On the conic section fitting problem	2007-03-29	Paper
A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors	2005-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4529811	2002-05-07	Paper
First-order planar autoregressive model	N/A	Paper

Research outcomes over time

This page was built for person: S. V. Shklyar