The following pages link to Yuriy S. Kharin (Q314170):
Displaying 50 items.
- Detection of embeddings in binary Markov chains (Q314172) (← links)
- Robust estimation of AR coefficients under simultaneously influencing outliers and missing values (Q546115) (← links)
- Analysis and optimization of Rosenblatt-Parsen classifier with the aid of asymptotic expansions (Q594822) (← links)
- (Q794115) (redirect page) (← links)
- Robustness of decision rules in the presence of errors of classification of the training sample (Q794116) (← links)
- Discriminant analysis of stationary finite Markov chains (Q876780) (← links)
- Robustness of forecasting of autoregressive time series for additive distortions (Q997721) (← links)
- Stability of decision rules in pattern recognition problems (Q1050314) (← links)
- Classification of random series of unknown length (Q1078957) (← links)
- Optimal classification of random observations that differ by the regression equations (Q1090037) (← links)
- Robustness of decision rules in multivariate classification problems (Q1099545) (← links)
- Detection of multiple ``disorders'' and classification of time series by statistical estimates of interclass distances (Q1316238) (← links)
- Robust classification of multinomial observations with possible outliers (Q1584596) (← links)
- Statistical analysis of big data based on parsimonious models of high-order Markov chains (Q1699901) (← links)
- Robust regressive forecasting under functional distortions in a model (Q1778795) (← links)
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
- Robustness of multivariate statistical classification under nonparametric distortions of hypothetical distributions. (Q1856512) (← links)
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation (Q1996837) (← links)
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies (Q2048121) (← links)
- Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912) (← links)
- ML estimation of multiple regression parameters under classification of the dependent variable (Q2355524) (← links)
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- Robustness in Statistical Forecasting (Q2840403) (← links)
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- Identification of a binary Markov chain of order s with r partial connections subjected to additive distortions (Q2997854) (← links)
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- Robustness of the Mean Square Risk in Forecasting of Regression Time Series (Q3098926) (← links)
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- The Investigation of Risk for Statistical Classifiers Using Minimum Estimators (Q3223717) (← links)
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- Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов (Q3381835) (← links)
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