Ildar Abdullovich Ibragimov (on his ninetieth birthday)
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- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Central Limit Theorem for a Class of Dependent Random Variables
- A Characterization of the Multivariate Normal Distribution
- A Class of Estimates for the Spectral Function of a Stationary Sequence
- A Convergence Equivalence Related to Polynomials Orthogonal on the Unit Circle
- A Note on the Central Limit Theorems for Dependent Random Variables
- ASYMPTOTIC BEHAVIOR OF STATISTICAL ESTIMATES FOR SAMPLES WITH A DISCONTINUOUS DENSITY
- An almost everywhere central limit theorem
- An estimation problem for quasilinear stochastic partial differential equations
- An estimation problem for the intensity density of Poisson processes
- Analyse générale des liaisons stochastiques: etude particulière de l'analyse factorielle linéaire
- Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
- Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
- Asymptotic behavior of statistical estimates of the shift parameter for samples with unbounded density
- Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities
- Asymptotic bounds on the quality of the nonparametric regression estimation in \(L_ p\)
- Conditions for Gaussian homogeneous fields to belong to classes \(H^ r_ p\)
- Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I
- Estimation of distribution density
- Estimation problems for coefficients of stochastic partial differential equations. II
- Estimation problems for coefficients of stochastic partial differential equations. III
- More on the estimation of distribution densities
- On Censored Sample Estimation of a Multivariate Analytic Probability Density
- On Estimation of the Spectral Function of a Stationary Gaussian Process
- On Moments of Generalized Bayesian Estimators and Maximum Likelihood Estimators
- On Smoothness Conditions for Trajectories of Random Functions
- On Strong Mixing Conditions for Stationary Gaussian Processes
- On Strong Versions of the Central Limit Theorem
- On The Spectrum Of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition I. Necessary Conditions
- On a Characterization of the Multi-Dimensional Normal Law by the Independence of Linear Statistics
- On a lower bound for moments of point estimators
- On almost sure limit theorems
- On almost-everywhere variants of limit theorems
- On distribution of zeros of random polynomials in complex plane
- On estimation of functions of a parameter observed in Gaussian noise
- On estimation of the intensity density function of a Poisson random field outside the observation region
- On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
- On random surface area
- On roots of random polynomials
- On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables
- On the Average Number of Real Roots of a Random Algebraic Equation (II)
- On the Expected Number of Real Zeros of Random Polynomials I. Coefficients with Zero Means
- On the Expected Number of Real Zeros of Random Polynomials. II. Coefficients With Non-Zero Means
- On the Ghurye-Olkin-Zinger theorem
- On the Number of Real Roots of a Random Algebraic Equation
- On the Number of Real Roots of a Random Algebraic Equation
- On the Roots of Certain Algebraic Equations
- On the Skitovich-Darmois-Ramachandran theorem
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- On the average number of real roots of a random algebraic equation
- On the convergence of generalized moments in almost sure central limit theorem
- On the estimation of an analytic spectral density outside of the observation band
- On the extrapolation of entire functions observed in a Gaussian white noise
- Parametric and semiparametric models with applications to reliability, survival analysis, and quality of life.
- Properties of Sample Functions for Stochastic Processes and Embedding Theorems
- Random real algebraic surfaces
- Remarks on variations of random fields
- Some Limit Theorems for Stationary Processes
- Some Problems on Nonparametric Estimation in Gaussian White Noise
- Some extensions of linear approximation and prediction problems for stationary processes
- Statistical approach to some ill-posed problems for linear partial differential equations
- The Asymptotic Behavior of the Prediction Error of a Stationary Sequence with a Spectral Density of Special Type
- The Lindeberg-Levy Theorem for Martingales
- Toeplitz matrices, translation kernels and a related problem in probability theory
- École d'été de probabilités de Saint-Flour XIII - 1983
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