Vitalii Makogin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence Stochastics	2022-07-08	Paper
Small deviations for mixed fractional Brownian motion with trend and with Hurst index \(H>1/2\) Stochastics	2022-07-05	Paper
Prediction of random variables by excursion metric projections	2022-07-01	Paper
Entropy-based test for generalised Gaussian distributions Computational Statistics and Data Analysis	2022-05-30	Paper
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond Electronic Journal of Statistics	2022-02-09	Paper
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond Electronic Journal of Statistics	2022-02-09	Paper
Long range dependence for stable random processes Journal of Time Series Analysis	2021-06-30	Paper
Fractional integrals, derivatives and integral equations with weighted Takagi–Landsberg functions Nonlinear Analysis: Modelling and Control	2020-11-10	Paper
Entropy-based test for generalized Gaussian distributions	2020-10-13	Paper
Detecting anomalies in fibre systems using 3-dimensional image data Statistics and Computing	2020-08-27	Paper
Approximate solution of the integral equations involving kernel with additional singularity	2020-07-02	Paper
Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments Stochastic Models	2019-11-18	Paper
Probability distributions of extremes of self-similar Gaussian random fields Journal of Classical Analysis	2019-03-05	Paper
On mean-variance hedging under partial observations and terminal wealth constraints International Journal of Theoretical and Applied Finance	2017-09-08	Paper
Simulation paradoxes related to a fractional Brownian motion with small Hurst index Modern Stochastics. Theory and Applications	2016-11-15	Paper
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet Stochastic Analysis and Applications	2015-06-22	Paper

Research outcomes over time

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