Novak Sergei Yur'evich

Publications in Math-Net.Ru

1. On the accuracy of inference on heavy-tailed distributions
   
   Teor. Veroyatnost. i Primenen., 58:3 (2013),  598–607
2. Lower bounds to the accuracy of sample maximum estimation
   
   Theory Stoch. Process., 15(31):2 (2009),  156–161
3. Measures of financial risks and market crashes
   
   Theory Stoch. Process., 13(29):2 (2007),  182–193
4. On self-normalized sums and Student's statistic
   
   Teor. Veroyatnost. i Primenen., 49:2 (2004),  365–373
5. Generalized kernel density estimator
   
   Teor. Veroyatnost. i Primenen., 44:3 (1999),  634–645
6. On the mode of an unknown probability distribution
   
   Teor. Veroyatnost. i Primenen., 44:1 (1999),  119–123
7. A statistical estimation for the maximal eigenvalue of matrix
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1997, no. 5,  49–52
8. On the Erdös–Rényi maximum of partial sums
   
   Teor. Veroyatnost. i Primenen., 42:2 (1997),  274–293
9. On the distribution of the ratio of sums of random variables
   
   Teor. Veroyatnost. i Primenen., 41:3 (1996),  533–560
10. Poisson approximation for the number of long match patterns in random sequences
    
    Teor. Veroyatnost. i Primenen., 39:4 (1994),  731–742
11. On the asymptotics of the distribution of the number of excursions from a band up to the stopping time
    
    Trudy Inst. Mat. SO RAN, 20 (1993),  204–218
12. The rate of convergence in a problem on the maximum of the lengths of runs of “successes”
    
    Sibirsk. Mat. Zh., 32:3 (1991),  113–118
13. On the distribution of the maximum of a random number of random variables
    
    Teor. Veroyatnost. i Primenen., 36:4 (1991),  675–681
14. Asymptotics of the distribution of the ratio of sums of random variables
    
    Sibirsk. Mat. Zh., 31:5 (1990),  92–101
15. Asymptotic expansions in a problem on the maximum length of series of “successes” in a Markov chain with two states
    
    Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989),  136–147
16. Constant sojourn time intervals of a homogeneous Markov chain in a fixed subset of states
    
    Sibirsk. Mat. Zh., 29:1 (1988),  129–140


17. Errata to the article in v. 39, № 4, 731–742
    
    Teor. Veroyatnost. i Primenen., 40:3 (1995),  700