Estimates in the invariance principle in terms of truncated power moments.
On conditions for SLLN for martingales with identically distributed increments.
Asymptotically normal estimation of a parameter in a linear-fractional regression problem.
Asymptotically optimal estimation in linear regression in the case of violation of some classical assumptions.
Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients.
Convergence and convergence rate to fractional Brownian motion for weighted random sums.
Asymptotically normal estimation of a multidimensional parameter in the linear-fractional regression problem.
Asymptotically normal explicit estimation of parameters in the Michaelis--Menten equation.
Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients.
Page 1