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Ol'shanskii Kirill Aleksandrovich
Publications in Math-Net.Ru
Extremal index of a resampled process of autoregression
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.
, 2004, no. 3,
17–23
Nonstationary Time Series with a Close Alternative Hypothesis: Locally Asymptotic Distribution of the Likelihood Ratio
Probl. Peredachi Inf.
,
35
:2 (1999),
75–82
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Steklov Math. Inst. of RAS
, 2024