Serguei Novak

Available identifiers

zbMath Open novak.serguei-yuMaRDI QIDQ613168

List of research outcomes

Publication	Date of Publication	Type
On the \(T\)-test	2022-08-30	Paper
Poisson approximation. Addendum	2022-05-09	Paper
Compound Poisson approximation	2022-05-09	Paper
Poisson approximation in terms of the Gini-Kantorovich distance	2021-06-01	Paper
On the T-test	2020-12-28	Paper
On the accuracy of Poisson approximation	2019-12-27	Paper
Poisson approximation	2019-09-13	Paper
Non-parametric lower bounds and information functions	2019-06-12	Paper
On the length of the longest head run	2017-10-06	Paper
On the Accuracy of Inference on Heavy-Tailed Distributions	2014-11-28	Paper
Lower bounds to the accuracy of inference on heavy tails	2014-05-05	Paper
Impossibility of consistent estimation of the distribution function of a sample maximum	2014-03-12	Paper
On exceedances of high levels	2012-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q3002175	2011-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q3077857	2011-02-22	Paper
On limiting cluster size distributions for processes of exceedances for stationary sequences	2010-12-20	Paper
A REMARK CONCERNING VALUE-AT-RISK	2010-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q3565225	2010-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q5430722	2007-12-16	Paper
Evaluating currency risk in emerging markets	2007-07-19	Paper
A new characterization of the normal law	2007-03-12	Paper
On Self-normalized Sums and Student's Statistic	2005-10-28	Paper
On Gebelein's correlation coefficient	2005-04-21	Paper
Multilevel clustering of extremes.	2005-02-25	Paper
Inference on heavy tails from dependent data	2004-09-06	Paper
On the accuracy of multivariate compound Poisson approximation.	2004-02-14	Paper
Compound Poisson approximation for the distribution of extremes	2003-02-19	Paper
Self-normalized sums. Supplement	2003-02-10	Paper
On self-normalized sums	2003-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q4550911	2002-10-08	Paper
https://portal.mardi4nfdi.de/entity/Q4518947	2001-08-23	Paper
Generalized Kernel Density Estimator	2001-05-02	Paper
On the Mode of an Unknown Probability Distribution	2000-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q3365314	2000-01-01	Paper
On the limiting distribution of extrema	1999-10-28	Paper
On blocks and runs estimators of the extremal index	1999-08-22	Paper
On the limiting distribution of extrema	1999-04-26	Paper
О распределении максимума частичных сумм Эрдеша - Реньи	1998-11-05	Paper
A statistical estimation for the maximal eigenvalue of matrix	1998-10-18	Paper
On the joint limiting distribution of the first and the second maxima	1998-04-13	Paper
On the Distribution of the Ratioof Sums of Random Variables	1998-01-29	Paper
Extreme values in stationary sequences	1997-03-20	Paper
On the asymptotic distribution of the number of random variables exceeding a given level	1996-08-27	Paper
Long match patterns in random sequences	1996-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4866361	1996-03-17	Paper
Asymptotic expansions for the maximum of random number of random variables	1995-05-30	Paper
On the Distribution of the Maximum of a Random Number of Random Variables	1993-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4035196	1993-05-18	Paper
Longest runs in a sequence of \(m\)-dependent random variables	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3986295	1992-06-27	Paper
Rate of convergence in the problem of the longest head-run	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3363275	1991-01-01	Paper
Asymptotics of the distribution of the ratio of sums of random variables	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5751752	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3201198	1989-01-01	Paper
Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3787230	1988-01-01	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Serguei Novak