Yu. V. Kozachenko

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Person:829816

Available identifiers

zbMath Open kozachenko.yuriy-vWikidataQ12111354 ScholiaQ12111354MaRDI QIDQ829816

List of research outcomes





PublicationDate of PublicationType
On statistical properties of the estimator of impulse response function2024-03-16Paper
On test for checking hypothesis on expectation and covariance function of stochastic process2022-05-25Paper
Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean2021-10-01Paper
Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables2021-05-06Paper
Conditions for the sample continuity with probability one for square-Gaussian stochastic processes2021-01-08Paper
Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes2020-11-24Paper
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions2020-04-01Paper
Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process2020-03-03Paper
Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)2019-03-05Paper
Probability distributions of extremes of self-similar Gaussian random fields2019-03-05Paper
Simulation of generalized fractional Brownian motion in \(C([0,T])\)2018-10-24Paper
Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions2018-10-24Paper
Exponential tail estimates in the Law of Ordinary Logarithm (LOL) for arrays of random variables2018-09-12Paper
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation2018-04-16Paper
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)2018-01-16Paper
Aliasing-Truncation Errors in Sampling Approximations of Sub-Gaussian Signals2017-04-28Paper
Goodness-of-fit tests for random sequences incorporating several components2017-03-16Paper
Cross-correlogram estimators of impulse response functions2017-02-09Paper
Simulation of stochastic processes with given accuracy and reliability2016-11-17Paper
The restricted isometry property for random matrices with \(\phi\)-subgaussian entries2016-11-16Paper
An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method2016-08-29Paper
Whittaker-Kotel'nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processes2016-07-04Paper
Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables2016-02-24Paper
Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method2015-10-02Paper
The restricted isometry property for random matrices with \(\phi\)-subgaussian entries2015-10-01Paper
Application of \(\varphi\)-sub-Gaussian random processes in queueing theory2015-09-16Paper
On drift parameter estimation in models with fractional Brownian motion2015-07-20Paper
Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes2015-04-16Paper
An application of \(\varphi\)-subgaussian technique to Fourier analysis2015-02-26Paper
Lipschitz conditions for random processes from Banach spaces Fψ(Ω) of random variables2014-12-10Paper
The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables2014-10-15Paper
An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\)2014-10-15Paper
Generalized sub-Gaussian fractional Brownian motion queueing model2014-09-18Paper
Uniform convergence of compactly supported wavelet expansions of Gaussian random processes2014-08-18Paper
The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process2014-06-30Paper
Estimates of distributions for some functionals of stochastic processes from an Orlicz space2014-06-30Paper
The Cauchy problem for the heat equation with a random right side2014-03-17Paper
On convergence of general wavelet decompositions of nonstationary stochastic processes2014-01-17Paper
Lévy-Baxter theorems for one class of non-Gaussian random fields2013-11-26Paper
Convergence Rate of Wavelet Expansions of Gaussian Random Processes2013-11-26Paper
Conditions for uniform convergence of trigonometric series representations of \(\varphi\)-sub-Gaussian stochastic processes2013-10-01Paper
Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence2013-09-17Paper
Levy-Baxter theorems for one class of non-Gaussian stochastic processes2013-06-06Paper
The representation of \(\varphi\)-sub-Gaussian periodic random processes in the form of series.2013-01-08Paper
https://portal.mardi4nfdi.de/entity/Q48995812013-01-08Paper
On construction of models for stochastic processes in Orlicz spaces2012-07-16Paper
To the 85 anniversary from the date of Volodymyr Semenovych Korolyuk birth2012-07-16Paper
To the 65 anniversary from the date of Mykola Oleksijovych Perestyuk birth2012-07-16Paper
Anatolij Volodymyrovych Skorokhod (10.09.1930--03.01.2011)2012-07-16Paper
The accuracy and reliability of the calculation of integrals by the Monte Carlo method2012-07-16Paper
Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\)2012-06-11Paper
Properties of some random series2012-06-08Paper
Anatolii Volodymyrovych Skorokhod (1930--2011)2012-03-22Paper
Random processes in the spaces \({D_{V,W}}\)2012-02-19Paper
Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments2012-02-19Paper
Simulation of Cox processes driven by random Gaussian field2012-01-26Paper
Boundary-value problem for a nonhomogeneous parabolic equation with Orlicz right side2011-11-26Paper
Probability of large deviations of sums of random processes from Orlicz space2011-08-02Paper
Uniform Convergence of Wavelet Expansions of Gaussian Random Processes2011-04-19Paper
Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets2011-04-06Paper
The distribution of the supremum of \(\Theta\)-pre-Gaussian shot noise processes2011-04-06Paper
Conditions for the uniform convergence in probability of wavelet decompositions for stochastic processes from the space \(\text{Exp}_{\varphi}(\Omega)\)2011-04-06Paper
Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$2011-04-06Paper
The heat equation with random initial conditions from Orlicz spaces2011-04-06Paper
Properties of the solution of nonhomogeneous string oscillation equations with \(\varphi\)-subgaussian right side2011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q30779262011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q53253372009-08-08Paper
Simulation of stationary random sequences2009-08-08Paper
Estimates for the distribution of the supremum of Θ-pre-Gaussian random processes2009-08-08Paper
Maximum upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations that have fractional Brownian motion with Hurst index \(H<1/2\). II.2009-08-08Paper
Uniform convergence in probability of wavelet expansions of random processes from L 2(Ω)2009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53253252009-08-08Paper
\(\varphi\)-sub-Gaussian random processes2009-07-17Paper
Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I.2009-02-28Paper
On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. II2009-02-28Paper
On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. I2009-02-28Paper
Modelling of stochastic processes and fields2008-07-11Paper
On the modeling of solution of the hyperbolic equation with random initial conditions2008-06-18Paper
Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables2008-03-05Paper
Simulation of fractional Brownian motion with given reliability and accuracy in \(C([0,1])\)2007-12-16Paper
On an expansion of random processes in series2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54306862007-12-16Paper
On the solutions of linear odd-order heat-type equations with random initial conditions2007-06-21Paper
On uniform convergence of wavelet expansions of <I>ϕ</I>-sub-Gaussian random processes2007-05-29Paper
Random processes in Sobolev-Orlicz spaces2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q34408222007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q34413172007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q34408132007-05-29Paper
Extremal behavior of the heat random field2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q34110162006-12-08Paper
Justification of the Fourier method for hyperbolic equations with random initial conditions2006-09-19Paper
Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\)2006-09-19Paper
A criterion for testing hypotheses about the covariance function of a Gaussian stationary process2006-09-19Paper
A note on the asymptotic behavior of sequences of generalized subgaussian random vectors2006-05-24Paper
Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach2006-01-17Paper
https://portal.mardi4nfdi.de/entity/Q46795952005-06-20Paper
https://portal.mardi4nfdi.de/entity/Q46772122005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46772002005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46771432005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46771412005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46767932005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46753822005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q48280032004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q48282402004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q48280302004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q48281962004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q44555872004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44316312003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q44316382003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q44316062003-10-22Paper
https://portal.mardi4nfdi.de/entity/Q44223152003-09-03Paper
Large deviation probabilities in terms of majorizing measures2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47918172003-02-03Paper
https://portal.mardi4nfdi.de/entity/Q47917682003-02-03Paper
Path space large deviations of a large buffer with Gaussian input traffic2002-12-15Paper
https://portal.mardi4nfdi.de/entity/Q47810192002-11-21Paper
https://portal.mardi4nfdi.de/entity/Q45388092002-07-03Paper
On the simulation of random fields. I2001-09-16Paper
On the distribution of suprema of random processes from the space \(\text{Sub}_{\varphi}(\Omega)\)2001-09-16Paper
Modeling Gaussian isotropic random fields on a sphere2001-09-16Paper
The accuracy of simulation of sub-Gaussian random fields in some functional spaces2001-09-13Paper
On the simulation of random fields. II2001-09-11Paper
Square-Gaussian stochastic processes2001-08-09Paper
Estimation of parameters of homogeneous Gaussian random fields2001-07-11Paper
Large deviation probabilities for square-Gaussian stochastic processes2001-03-01Paper
https://portal.mardi4nfdi.de/entity/Q45185542000-12-01Paper
https://portal.mardi4nfdi.de/entity/Q45187162000-12-01Paper
https://portal.mardi4nfdi.de/entity/Q45122962000-11-01Paper
https://portal.mardi4nfdi.de/entity/Q45091752000-10-11Paper
https://portal.mardi4nfdi.de/entity/Q49474632000-04-18Paper
https://portal.mardi4nfdi.de/entity/Q49402852000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49403082000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49403312000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49403712000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49403322000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49377622000-02-15Paper
https://portal.mardi4nfdi.de/entity/Q49377632000-02-15Paper
https://portal.mardi4nfdi.de/entity/Q42499082000-02-15Paper
https://portal.mardi4nfdi.de/entity/Q47057641999-12-20Paper
https://portal.mardi4nfdi.de/entity/Q47051091999-12-19Paper
On I-Rigid and q-Rigid Rings1999-12-19Paper
Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I1999-12-19Paper
https://portal.mardi4nfdi.de/entity/Q47026831999-12-09Paper
https://portal.mardi4nfdi.de/entity/Q42194421999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q42640191999-09-15Paper
https://portal.mardi4nfdi.de/entity/Q42588171999-09-14Paper
https://portal.mardi4nfdi.de/entity/Q42551771999-08-10Paper
https://portal.mardi4nfdi.de/entity/Q42292281999-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42087931998-11-08Paper
https://portal.mardi4nfdi.de/entity/Q38431111998-08-24Paper
https://portal.mardi4nfdi.de/entity/Q43843721998-07-20Paper
https://portal.mardi4nfdi.de/entity/Q48935401996-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48935061996-10-13Paper
A test for a hypothesis on the correlation function of Gaussian random processes1996-05-12Paper
Boundary-value problems for equations of mathematical physics with strictly Orlicz random initial conditions1996-04-29Paper
https://portal.mardi4nfdi.de/entity/Q48672621996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48672471996-04-01Paper
https://portal.mardi4nfdi.de/entity/Q48672481996-04-01Paper
https://portal.mardi4nfdi.de/entity/Q48672461996-04-01Paper
https://portal.mardi4nfdi.de/entity/Q48650971996-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48650981996-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48650591996-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48650731996-02-14Paper
Error distribution in sampled-data measurements1995-02-23Paper
Estimates of the supremum distribution for a certain class of random processes1994-11-10Paper
https://portal.mardi4nfdi.de/entity/Q42720631994-04-26Paper
https://portal.mardi4nfdi.de/entity/Q42720801994-04-26Paper
Works of M. I. Yadrenko in the theory of random fields1994-03-13Paper
A criterion of hypothesis testing for the covariance function of Gaussian stochastic processes1993-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39901761992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39901751992-06-28Paper
On accuracy of modeling of Gaussian stochastic processes in \(L^ 2(0,T)\)1992-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33642301992-01-01Paper
Accuracy of modeling stationary Gaussian stochastic processes in \(L^ 2(0,T)\)1991-01-01Paper
Conditions of boundedness and continuity of stochastic processes from some Orlicz spaces in terms of majorizing measures1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33638171991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34841161990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33494331990-01-01Paper
Estimates on the distribution of the supremum of a stationary Gaussian process1989-01-01Paper
Estimates on the distribution of the supremum of a stationary Gaussian process1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38318081989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38197911988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30316891988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38089541988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595051988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37633301987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37979661987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37649691986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37729881986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30298991986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37424321985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37046821985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37132561985-01-01Paper
Some properties of random processes in Banach \(K_{\sigma}\)-spaces1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36752471984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36962011984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32211141984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36874401984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37234231984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33470011984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36728321983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36737601983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36980051983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33146601982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39638041982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47415121982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39068411981-01-01Paper
Sub-Gaussian random variables1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39468521980-01-01Paper
Sub-Gaussian random variables1980-01-01Paper
Uniform convergence conditions for some stochastic series1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38590051979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38799981979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42009201979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38700751978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41762101978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41659931978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41767601978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41870961978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38700741977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41313561977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42009521976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42009531976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40941921975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40454221974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40544461974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47752341974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56867281972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56274721970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56274631970-01-01Paper
Local properties of sums of certain random series1968-01-01Paper
Local properties of the trajectories of certain random functions1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55381511968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55381601968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55409271967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55648101967-01-01Paper

Research outcomes over time

This page was built for person: Yu. V. Kozachenko