| Publication | Date of Publication | Type |
|---|
| Compound Poisson approximation | 2025-01-17 | Paper |
On Poisson approximation
Journal of Theoretical Probability | 2024-08-24 | Paper |
On the \(T\)-test
Statistics & Probability Letters | 2022-08-30 | Paper |
Compound Poisson approximation
Probability Surveys | 2022-05-09 | Paper |
Poisson approximation. Addendum
Probability Surveys | 2022-05-09 | Paper |
Poisson approximation in terms of the Gini-Kantorovich distance
Extremes | 2021-06-01 | Paper |
On the T-test
(available as arXiv preprint) | 2020-12-28 | Paper |
On the accuracy of Poisson approximation
Extremes | 2019-12-27 | Paper |
Poisson approximation
Probability Surveys | 2019-09-13 | Paper |
Poisson approximation
Probability Surveys | 2019-09-13 | Paper |
| Non-parametric lower bounds and information functions | 2019-06-12 | Paper |
On the length of the longest head run
Statistics & Probability Letters | 2017-10-06 | Paper |
On the accuracy of inference on heavy-tailed distributions
Theory of Probability & Its Applications | 2014-11-28 | Paper |
Lower bounds to the accuracy of inference on heavy tails
Bernoulli | 2014-05-05 | Paper |
Lower bounds to the accuracy of inference on heavy tails
Bernoulli | 2014-05-05 | Paper |
Impossibility of consistent estimation of the distribution function of a sample maximum
Statistics | 2014-03-12 | Paper |
On exceedances of high levels
Stochastic Processes and their Applications | 2012-03-05 | Paper |
| scientific article; zbMATH DE number 5898106 (Why is no real title available?) | 2011-05-19 | Paper |
| scientific article; zbMATH DE number 5855944 (Why is no real title available?) | 2011-02-22 | Paper |
On limiting cluster size distributions for processes of exceedances for stationary sequences
Statistics & Probability Letters | 2010-12-20 | Paper |
A REMARK CONCERNING VALUE-AT-RISK
International Journal of Theoretical and Applied Finance | 2010-08-11 | Paper |
| Advances in extreme value theory with applications to finance. | 2010-06-03 | Paper |
| scientific article; zbMATH DE number 5220427 (Why is no real title available?) | 2007-12-16 | Paper |
Evaluating currency risk in emerging markets
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
A new characterization of the normal law
Statistics & Probability Letters | 2007-03-12 | Paper |
On Self-normalized Sums and Student's Statistic
Theory of Probability & Its Applications | 2005-10-28 | Paper |
On Gebelein's correlation coefficient
Statistics & Probability Letters | 2005-04-21 | Paper |
Multilevel clustering of extremes.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Inference on heavy tails from dependent data
Siberian Advances in Mathematics | 2004-09-06 | Paper |
On the accuracy of multivariate compound Poisson approximation.
Statistics & Probability Letters | 2004-02-14 | Paper |
Compound Poisson approximation for the distribution of extremes
Advances in Applied Probability | 2003-02-19 | Paper |
On self-normalized sums
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Self-normalized sums. Supplement
Mathematical Methods of Statistics | 2003-02-10 | Paper |
| scientific article; zbMATH DE number 1795844 (Why is no real title available?) | 2002-10-08 | Paper |
| scientific article; zbMATH DE number 1538084 (Why is no real title available?) | 2001-08-23 | Paper |
Generalized kernel density estimator
Theory of Probability and its Applications | 2001-05-02 | Paper |
On the Mode of an Unknown Probability Distribution
Theory of Probability & Its Applications | 2000-10-19 | Paper |
| scientific article; zbMATH DE number 4219217 (Why is no real title available?) | 2000-01-01 | Paper |
On the limiting distribution of extrema
Siberian Advances in Mathematics | 1999-10-28 | Paper |
On blocks and runs estimators of the extremal index
Journal of Statistical Planning and Inference | 1999-08-22 | Paper |
On the limiting distribution of extrema
Siberian Advances in Mathematics | 1999-04-26 | Paper |
О распределении максимума частичных сумм Эрдеша - Реньи
Teoriya Veroyatnostei i ee Primeneniya | 1998-11-05 | Paper |
A statistical estimation for the maximal eigenvalue of matrix
Russian Mathematics | 1998-10-18 | Paper |
On the joint limiting distribution of the first and the second maxima
Communications in Statistics. Stochastic Models | 1998-04-13 | Paper |
On the Distribution of the Ratioof Sums of Random Variables
Theory of Probability & Its Applications | 1998-01-29 | Paper |
Extreme values in stationary sequences
Siberian Advances in Mathematics | 1997-03-20 | Paper |
On the asymptotic distribution of the number of random variables exceeding a given level
Siberian Advances in Mathematics | 1996-08-27 | Paper |
Long match patterns in random sequences
Siberian Advances in Mathematics | 1996-08-20 | Paper |
| scientific article; zbMATH DE number 850337 (Why is no real title available?) | 1996-03-17 | Paper |
Asymptotic expansions for the maximum of random number of random variables
Stochastic Processes and their Applications | 1995-05-30 | Paper |
On the Distribution of the Maximum of a Random Number of Random Variables
Theory of Probability & Its Applications | 1993-09-22 | Paper |
| scientific article; zbMATH DE number 176095 (Why is no real title available?) | 1993-05-18 | Paper |
Longest runs in a sequence of \(m\)-dependent random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 28604 (Why is no real title available?) | 1992-06-27 | Paper |
Rate of convergence in the problem of the longest head-run
Siberian Mathematical Journal | 1992-06-26 | Paper |
| The convergence rate in the problem of the longest runs of series of successes | 1991-01-01 | Paper |
Asymptotics of the distribution of the ratio of sums of random variables
Siberian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4186865 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4178280 (Why is no real title available?) | 1989-01-01 | Paper |
Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states
Siberian Mathematical Journal | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4050678 (Why is no real title available?) | 1988-01-01 | Paper |
