Borzykh Dmitriy Alexandrovich

Publications in Math-Net.Ru

1. Joint distributions of generalized integrable increasing processes and their generalized compensators
   
   Teor. Veroyatnost. i Primenen., 69:1 (2024),  3–32
2. Structural break detection in autoregressional conditional heteroskedasticity model: case of Student distribution
   
   Matem. Mod., 35:1 (2023),  51–58
3. On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions
   
   Mod. Stoch., Theory Appl., 9:3 (2022),  265–277
4. On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models
   
   Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 16:1 (2020),  19–30
5. On a property of joint terminal distributions of locally integrable increasing processes and their compensators
   
   Theory Stoch. Process., 23(39):2 (2018),  7–20
6. Integrated quantile functions: properties and applications
   
   Mod. Stoch., Theory Appl., 4:4 (2017),  285–314