| Publication | Date of Publication | Type |
|---|
Central limit theorems for Toeplitz quadratic functionals of stationary processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2025-11-07 | Paper |
Asymptotically efficient estimation of functionals of spectral density function
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2025-11-07 | Paper |
Random Toeplitz functionals and their applications
Frontiers in Probability and the Statistical Sciences | 2025-09-16 | Paper |
On the prediction error for singular stationary processes and transfinite diameters of related sets
Journal of Mathematical Sciences (New York) | 2025-01-06 | Paper |
Simplified Whittle estimators for spectral parameters of stationary linear models with tapered data
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2024-09-11 | Paper |
On the transfinite diameters of related sets. An extension of Robinson's theorem
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2023-11-03 | Paper |
Asymptotic behavior of the prediction error for stationary sequences
Probability Surveys | 2023-08-09 | Paper |
Asymptotic behavior of the prediction error for stationary sequences
Probability Surveys | 2023-08-09 | Paper |
On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
Acta Mathematica Hungarica | 2022-11-09 | Paper |
Statistical inference for stationary linear models with tapered data
Statistics Surveys | 2022-07-15 | Paper |
Statistical estimation for stationary models with tapered data
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2022-03-18 | Paper |
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
Probability Surveys | 2022-02-01 | Paper |
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
Probability Surveys | 2022-02-01 | Paper |
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
Journal of Time Series Analysis | 2021-11-25 | Paper |
On asymptotic behavior of the prediction error for a class of deterministic stationary sequences
(available as arXiv preprint) | 2021-11-22 | Paper |
Goodness-of-fit tests for stationary Gaussian processes with tapered data
Acta Applicandae Mathematicae | 2021-07-14 | Paper |
Parameter estimation for Lévy-driven continuous-time linear models with tapered data
Acta Applicandae Mathematicae | 2021-05-03 | Paper |
On hyperbolic decay of prediction error variance for deterministic stationary sequences
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2020-11-04 | Paper |
Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2020-04-22 | Paper |
Limit theorems for tapered Toeplitz quadratic functionals of continuous-time Gaussian stationary processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2020-01-27 | Paper |
On exponential decay of the variance of BLUE for the mean of a stationary sequence
Studia Scientiarum Mathematicarum Hungarica | 2020-01-17 | Paper |
Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data
Electronic Journal of Statistics | 2019-02-14 | Paper |
Reconstruction of martingales and applications to multiple Haar series
Studia Scientiarum Mathematicarum Hungarica | 2019-02-01 | Paper |
Goodness-of-fit tests for continuous-time stationary processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2018-10-16 | Paper |
Robust estimation for continuous-time linear models with memory
Theory of Probability and Mathematical Statistics | 2018-03-09 | Paper |
On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2017-01-20 | Paper |
On the trace approximation problem for truncated Toeplitz operators and matrices
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2016-08-04 | Paper |
Efficient estimation of spectral functionals for Gaussian stationary models
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes
Stochastic Processes and their Applications | 2016-03-03 | Paper |
Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes
Statistics & Probability Letters | 2015-08-19 | Paper |
The trace problem for Toeplitz matrices and operators and its impact in probability
Probability Surveys | 2015-01-14 | Paper |
The trace problem for Toeplitz matrices and operators and its impact in probability
Probability Surveys | 2015-01-14 | Paper |
Error bounds for approximations of traces of products of truncated Toeplitz operators
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2014-11-11 | Paper |
On the trace approximations of products of Toeplitz matrices
Statistics & Probability Letters | 2013-05-13 | Paper |
Trace approximations of products of truncated Toeplitz operators
Theory of Probability and its Applications | 2012-05-07 | Paper |
Efficient estimation of spectral functionals for continuous-time stationary models
Acta Applicandae Mathematicae | 2011-08-16 | Paper |
Prediction error for continuous-time stationary processes with singular spectral densities
Acta Applicandae Mathematicae | 2010-05-26 | Paper |
A note on approximations of traces of products of truncated Toeplitz matrices
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2009-10-27 | Paper |
Inversion of Wiener-Hopf truncated operators and prediction error for continuous time ARMA processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2009-04-22 | Paper |
Chi-square type goodness-of-fit tests for stationary Gaussian processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2009-04-22 | Paper |
Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2007-05-21 | Paper |
On the Central Limit Theorem for Toeplitz Quadratic Forms of Stationary Sequences
Theory of Probability & Its Applications | 2006-06-09 | Paper |
Asymptotically efficient nonparametric estimation of nonlinear spectral functionals
Acta Applicandae Mathematicae | 2003-12-09 | Paper |
Asymptotically exact bounds for minimax risk of estimators of linear functionals
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2002-07-02 | Paper |
Locally asymptotically normal families of Gaussian distributions.
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2001-12-04 | Paper |
Nonparametric estimation of the spectrum of homogeneous Gaussian fields
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2001-05-20 | Paper |
Asymptotic behavior of the prediction error for stationary random sequences
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 2001-05-02 | Paper |
Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 1998-03-24 | Paper |
Asymptotic properties of spectrum estimate of stationary Gaussian processes
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 1997-01-09 | Paper |
A note on central limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables
Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences | 1995-10-18 | Paper |
On Toeplitz type quadratic functionals of stationary Gaussian processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-07-27 | Paper |
On Estimating the Value of a Linear Functional of the Spectral Density of a Gaussian Stationary Process
Theory of Probability & Its Applications | 1988-01-01 | Paper |
Asymptotically Efficient Nonparametric Estimation of Functionals of a Spectral Density Having Zeros
Theory of Probability & Its Applications | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3988552 (Why is no real title available?) | 1986-01-01 | Paper |
Local asymptotic normality of families of Gaussian distributions
Journal of Soviet Mathematics | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4026623 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3909586 (Why is no real title available?) | 1985-01-01 | Paper |
Asymptotic behavior of the Toeplitz determinant
Journal of Soviet Mathematics | 1984-01-01 | Paper |
Asymptotic behavior of the logarithm of the likelihood function when the spectral density has polynomial zeros
Journal of Soviet Mathematics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3874329 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3928150 (Why is no real title available?) | 1984-01-01 | Paper |
n**(1/2)-approximation of the likelihood function
Journal of Soviet Mathematics | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3759403 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3721463 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3729332 (Why is no real title available?) | 1980-01-01 | Paper |
