| Publication | Date of Publication | Type |
|---|
First-order planar autoregressive model
Modern Stochastics. Theory and Applications | 2025-03-03 | Paper |
Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses
The International Journal of Biostatistics | 2024-11-27 | Paper |
Gaussian processes with Volterra kernels
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index
Fractional Calculus \ Applied Analysis | 2023-10-12 | Paper |
Gaussian Volterra processes: Asymptotic growth and statistical estimation
Theory of Probability and Mathematical Statistics | 2023-05-17 | Paper |
Gaussian Volterra processes with power-type kernels. II
Modern Stochastics. Theory and Applications | 2022-12-13 | Paper |
Gaussian Volterra processes with power-type kernels. I
Modern Stochastics. Theory and Applications | 2022-09-19 | Paper |
| Fractional Brownian motion. Approximations and projections | 2022-07-04 | Paper |
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions
(available as arXiv preprint) | 2019-10-17 | Paper |
Distance between the fractional Brownian motion and the space of adapted Gaussian martingales
Nonlinear Analysis: Modelling and Control | 2019-07-29 | Paper |
Maximum likelihood estimation for Gaussian process with nonlinear drift
Nonlinear Analysis: Modelling and Control | 2019-07-12 | Paper |
Consistency of the total least squares estimator in the linear errors-in-variables regression
Modern Stochastics. Theory and Applications | 2019-05-17 | Paper |
Asymptotically independent estimates in a structural linear model with measurement errors
Ukrainian Mathematical Journal | 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
De Gruyter Series in Mathematics and Life Sciences | 2016-11-22 | Paper |
Identifiability of logistic regression with homoscedastic error: Berkson model
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Equivariant adjusted least squares estimator in two-line fitting model
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Singular asymptotic normality of an estimator in the conic section fitting problem. I
Theory of Probability and Mathematical Statistics | 2016-08-29 | Paper |
Quasi score is more efficient than corrected score in a polynomial measurement error model
Metrika | 2015-10-14 | Paper |
Conditional estimators in exponential regression with errors in covariates
Modern Stochastics and Applications | 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
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
| Measurement error regression models and their application to radiation risk estimation. Edited by I. A. Likhtar'ov | 2015-07-16 | Paper |
Approximation of fractional Brownian motion by martingales
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor
Theory of Probability and Mathematical Statistics | 2014-10-15 | Paper |
Logistic regression with homoscedastic errors -- a Berkson model
Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
Theory of Probability and Mathematical Statistics | 2012-06-11 | Paper |
| scientific article; zbMATH DE number 5592554 (Why is no real title available?) | 2009-08-08 | Paper |
On the conic section fitting problem
Journal of Multivariate Analysis | 2007-03-29 | Paper |
A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
Journal of Multivariate Analysis | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 1738354 (Why is no real title available?) | 2002-05-07 | Paper |
First-order planar autoregressive model
(available as arXiv preprint) | N/A | Paper |
