| Publication | Date of Publication | Type |
|---|
On the limit distribution of multiscale test statistics for nonparametric curve estimation
Mathematical Methods of Statistics | 2026-01-26 | Paper |
High level exceeding probability of a Gaussian process with constant variance and variable smoothness
Moscow University Mathematics Bulletin | 2024-11-04 | Paper |
High excursion probabilities for Gaussian fields on smooth manifolds
Theory of Probability and its Applications | 2024-08-19 | Paper |
Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence
Moscow University Mathematics Bulletin | 2024-05-29 | Paper |
| Poisson limit theorem for the number of excursions above high and medium levels by Gaussian stationary sequences | 2023-09-02 | Paper |
On the maximum of a Gaussian process with unique maximum point of its variance
Journal of Mathematical Sciences (New York) | 2022-06-07 | Paper |
On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
Theory of Probability & Its Applications | 2022-05-09 | Paper |
Extremes of Gaussian processes with a smooth random trend
Filomat | 2021-10-15 | Paper |
| High excursion probabilities for Gaussian fields on smooth manifolds | 2021-08-17 | Paper |
Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance''
Extremes | 2021-06-01 | Paper |
High excursions of Gaussian nonstationary processes in discrete time
Journal of Mathematical Sciences (New York) | 2021-03-12 | Paper |
| On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables | 2020-10-21 | Paper |
High excursions of Bessel and related random processes
Stochastic Processes and their Applications | 2020-06-09 | Paper |
High excursions of Bessel process and other processes of Bessel type
Doklady Mathematics | 2019-12-13 | Paper |
On maximum of Gaussian random field having unique maximum point of its variance
Extremes | 2019-09-05 | Paper |
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process
Theory of Probability and Mathematical Statistics | 2019-03-05 | Paper |
Method of moments for exit probabilities of Gaussian vector processes from a large region
Theory of Probability & Its Applications | 2019-02-07 | Paper |
| On maximum of Gaussian process with unique maximum point of its variance | 2019-01-28 | Paper |
Massive excursions of Gaussian isotropic fields. Method of moments
Theory of Probability & Its Applications | 2018-10-25 | Paper |
High extremes of Gaussian chaos processes: a discrete time approximation approach
Theory of Probability & Its Applications | 2018-10-25 | Paper |
| Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices | 2018-02-26 | Paper |
On shape of high massive excursions of trajectories of Gaussian homogeneous fields
Extremes | 2018-01-26 | Paper |
Extremes of Gaussian processes with smooth random expectation and smooth random variance
Lithuanian Mathematical Journal | 2017-06-01 | Paper |
On the shape of trajectories of Gaussian processes having large massive excursions. II
Theory of Probability and its Applications | 2016-09-23 | Paper |
Large extremes of Gaussian chaos processes
Doklady Mathematics | 2016-07-29 | Paper |
High extrema of Gaussian chaos processes
Extremes | 2016-06-07 | Paper |
Gaussian copula time series with heavy tails and strong time dependence
Moscow University Mathematics Bulletin | 2016-03-09 | Paper |
On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912--27.12.1995)
Extremes | 2016-01-25 | Paper |
On the asymptotic Laplace method and its application to random chaos
Mathematical Notes | 2015-10-14 | Paper |
Asymptotic expansion of Gaussian chaos via probabilistic approach
Extremes | 2015-09-24 | Paper |
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
Stochastic Processes and their Applications | 2015-06-19 | Paper |
| Twenty lectures about Gaussian processes | 2015-06-10 | Paper |
On the shape of trajectories of Gaussian processes having large massive excursions
Theory of Probability & Its Applications | 2015-04-28 | Paper |
On probability of high extremes for product of two independent Gaussian stationary processes
Extremes | 2015-04-15 | Paper |
On extremal behavior of Gaussian chaos
Doklady Mathematics | 2014-01-24 | Paper |
Extremes of Gaussian processes with a smooth random variance
Stochastic Processes and their Applications | 2011-10-11 | Paper |
Extremes of Gaussian processes with random variance
Electronic Journal of Probability | 2011-09-09 | Paper |
On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
Electronic Journal of Probability | 2011-09-09 | Paper |
Log-likelihood ratio test for detecting transient change
Statistics & Probability Letters | 2011-03-31 | Paper |
On average losses in the ruin problem with fractional Brownian motion as input
Extremes | 2011-02-22 | Paper |
| scientific article; zbMATH DE number 5828312 (Why is no real title available?) | 2010-12-21 | Paper |
Nikolai Nikolaevich Nekhoroshev (obituary)
Russian Mathematical Surveys | 2009-11-20 | Paper |
A limit theorem for the time of ruin in a Gaussian ruin problem
Stochastic Processes and their Applications | 2008-11-14 | Paper |
On estimation of the exponent of regular variation using a sample with missing observations
Statistics & Probability Letters | 2008-03-26 | Paper |
| scientific article; zbMATH DE number 5251622 (Why is no real title available?) | 2008-03-20 | Paper |
On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
Lithuanian Mathematical Journal | 2008-02-18 | Paper |
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
Stochastic Processes and their Applications | 2007-01-09 | Paper |
Discrete and continuous time extremes of Gaussian processes
Extremes | 2006-05-24 | Paper |
Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
Russian Mathematical Surveys | 2005-08-12 | Paper |
Limit theorem for maximum of the storage process with fractional Brownian motion as input
Stochastic Processes and their Applications | 2005-08-05 | Paper |
On the ruin probability for physical fractional Brownian motion
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Limit Theorem for High Level<i>a</i>-Upcrossings by $\chi$-Process
Theory of Probability & Its Applications | 2004-12-16 | Paper |
On Large Jumps of a Cramer Random Walk
Theory of Probability & Its Applications | 2004-12-16 | Paper |
Gnedenko-type limit theorems for cyclostationary c^2-processes
Lithuanian Mathematical Journal | 2004-10-15 | Paper |
| scientific article; zbMATH DE number 1894348 (Why is no real title available?) | 2003-06-23 | Paper |
Large deviations of a storage process with fractional Brownian motion as input
Extremes | 2002-11-21 | Paper |
Nonparametric estimation of the spectral measure of an extreme value distribution.
The Annals of Statistics | 2002-11-14 | Paper |
Extremes of a certain class of Gaussian processes
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Multivariate rank correlations: A Gaussian field on a direct product of spheres
Theory of Probability and its Applications | 2001-10-22 | Paper |
On supremum of one-point conditioned fractional Brownian motion
Mathematica Montisnigri | 2001-07-08 | Paper |
Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio
Problems of Information Transmission | 2000-06-26 | Paper |
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II
Mathematical Methods of Statistics | 1999-11-28 | Paper |
Central limit theorem for wave-functionals of Gaussian processes
Advances in Applied Probability | 1999-09-29 | Paper |
| scientific article; zbMATH DE number 1166284 (Why is no real title available?) | 1998-09-08 | Paper |
| scientific article; zbMATH DE number 1055632 (Why is no real title available?) | 1997-09-30 | Paper |
The Laplace method for probability measures in Banach spaces
Russian Mathematical Surveys | 1997-09-18 | Paper |
| scientific article; zbMATH DE number 879747 (Why is no real title available?) | 1996-09-08 | Paper |
High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I
Mathematical Methods of Statistics | 1996-07-04 | Paper |
| scientific article; zbMATH DE number 846847 (Why is no real title available?) | 1996-02-22 | Paper |
High excursions for nonstationary generalized chi-square processes
Stochastic Processes and their Applications | 1995-06-30 | Paper |
On asymptotic distribution of integrated squared error of an estimate of a component of a convolution
Mathematical Methods of Statistics | 1994-11-08 | Paper |
Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere
Mathematical Methods of Statistics | 1994-10-10 | Paper |
Rate of convergence estimate in Poisson limit theorem for large excursions of a stationary Gaussian process
Journal of Soviet Mathematics | 1994-06-29 | Paper |
| scientific article; zbMATH DE number 434722 (Why is no real title available?) | 1994-06-28 | Paper |
Extreme values of the cyclostationary Gaussian random process
Journal of Applied Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 193377 (Why is no real title available?) | 1993-06-05 | Paper |
Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses
Problems of Information Transmission | 1992-09-26 | Paper |
| scientific article; zbMATH DE number 30730 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 16740 (Why is no real title available?) | 1992-06-26 | Paper |
On Large Jumps of a Random Walk
Theory of Probability & Its Applications | 1992-06-25 | Paper |
| Nonstationarity criterion for a Gaussian autoregression time series under a close alternative | 1991-01-01 | Paper |
An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process
Journal of Soviet Mathematics | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4096498 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4104089 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3892305 (Why is no real title available?) | 1984-01-01 | Paper |
On the convergence rate of maximal deviation distribution for kernel regression estimates
Journal of Multivariate Analysis | 1984-01-01 | Paper |
Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
Mathematical Notes | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3837184 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3903668 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3833012 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3793124 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3780294 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3780296 (Why is no real title available?) | 1982-01-01 | Paper |
Comparison of Distribution Functions of Maxima of Gaussian Processes
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Gaussian stochastic processes
Journal of Soviet Mathematics | 1982-01-01 | Paper |
Large Deviations of Random Processes Close to Gaussian Ones
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Convergence Rate of Maximum Deviation Distributions of Gaussian Processes and Empirical Densities. I
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process
Theory of Probability & Its Applications | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3740473 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3749992 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3749982 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3757416 (Why is no real title available?) | 1981-01-01 | Paper |
Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences
Mathematical Notes | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3675046 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3870323 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3633436 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3604076 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3646049 (Why is no real title available?) | 1978-01-01 | Paper |
The Central Limit Theorem for the Number of Level Crossings of a Stationary Gaussian Process
Theory of Probability & Its Applications | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3457215 (Why is no real title available?) | 1973-01-01 | Paper |
On J. Pickands' paper ''Upcrossing probabilities for stationary Gaussian processes''
Moscow University Mathematics Bulletin | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3381615 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3459647 (Why is no real title available?) | 1972-01-01 | Paper |
Generalized Flows with Finite Memory
Theory of Probability & Its Applications | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3300313 (Why is no real title available?) | 1968-01-01 | Paper |
