Boldin Mixail Vasil'evich

Publications in Math-Net.Ru

1. On the symmetrized chi-square tests in autoregression with outliers in data
   
   Teor. Veroyatnost. i Primenen., 68:4 (2023),  691–704
2. Symmetry verification of innovation distributions in autoregressive schemes
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2023, no. 5,  10–16
3. On the pearson's chi-square test for normality of autoregression with outliers
   
   Teor. Veroyatnost. i Primenen., 65:1 (2020),  126–137
4. Local power of Kolmogorov’s and omega-squared type criteria in autoregression
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2019, no. 6,  58–61
5. Investigation of the initial stages of spark-plasma sintering of Si-Ge based thermoelectric materials
   
   Nanosystems: Physics, Chemistry, Mathematics, 9:5 (2018),  622–630
6. Robust sign test for the unit root hypothesis of autoregression
   
   Teor. Veroyatnost. i Primenen., 63:3 (2018),  431–446
7. Residual empirical processes and qualitatively robust GM-tests in autoregression
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2014, no. 1,  46–50
8. Robustness of sign tests for testing hypotheses about order of autoregression
   
   Teor. Veroyatnost. i Primenen., 57:4 (2012),  761–768
9. Robustness of sign tests in autoregression
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 3,  40–43
10. On sign tests in ARMA models with possibly infinite error variance
    
    Teor. Veroyatnost. i Primenen., 49:3 (2004),  436–460
11. Sequential residue empirical processes in the ARCH model
    
    Uspekhi Mat. Nauk, 57:2(344) (2002),  185–186
12. Sign tests in the simplest auto-regression with coefficient from $\mathbb R^1$
    
    Uspekhi Mat. Nauk, 52:3(315) (1997),  163–164
13. On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity
    
    Teor. Veroyatnost. i Primenen., 41:2 (1996),  409–417
14. On the distribution of run statistics in a linear regression scheme
    
    Teor. Veroyatnost. i Primenen., 38:1 (1993),  154–161
15. On the Testing of Hypotheses in the Scheme of Moving Average by the Kolmogorov–Smirnov Test and $\omega^2$
    
    Teor. Veroyatnost. i Primenen., 34:4 (1989),  758–764
16. Testing of hypotheses in autoregressive schemes by Kolmogorov and $\omega^{2}$ tests
    
    Dokl. Akad. Nauk SSSR, 273:1 (1983),  19–22
17. The estimate of the distribution of noise in autoregressive scheme
    
    Teor. Veroyatnost. i Primenen., 27:4 (1982),  805–810