Nevel'son Mikhail Borisovich

Publications in Math-Net.Ru

1. Locally Asymptotic Minimax Estimation of One Functional of an Unknown Distribution
   
   Probl. Peredachi Inf., 24:3 (1988),  66–82
2. On the Behavior of Moments of Arbitrary Order of Multivariate Stochastic Approximation Processes
   
   Probl. Peredachi Inf., 22:1 (1986),  40–48
3. On Uniform Asymptotically Efficient Estimation of a Constant Signal in Additive Noise of Unknown Structure
   
   Probl. Peredachi Inf., 21:3 (1985),  53–66
4. Uniform Estimation of an Unknown Probability Distribution Density
   
   Probl. Peredachi Inf., 21:2 (1985),  50–58
5. On properties of the moments of stochastic appoximation processes
   
   Teor. Veroyatnost. i Primenen., 30:2 (1985),  381–386
6. On a Property of Distribution of a Class of Recursively Defined Stochastic Processes
   
   Probl. Peredachi Inf., 20:3 (1984),  59–69
7. Multivariate Asymptotically Optimal Stochastic Approximation Procedure
   
   Probl. Peredachi Inf., 18:4 (1982),  43–53
8. On asymptotically efficient recursive estimation of the location parameter
   
   Teor. Veroyatnost. i Primenen., 25:3 (1980),  577–587
9. Asymptotically Optimal Stochastic Approximation Procedure with Continuous Time
   
   Probl. Peredachi Inf., 15:3 (1979),  70–82
10. On convergence of the stochastic approximation method moments
    
    Avtomat. i Telemekh., 1978, no. 2,  83–92
11. On Asymptotic Optimality of Recursive Estimates
    
    Probl. Peredachi Inf., 14:1 (1978),  50–67
12. A note on asymptotic estimation of the extremum point of a regression function
    
    Teor. Veroyatnost. i Primenen., 23:2 (1978),  383–388
13. On One Informational Lower Bound
    
    Probl. Peredachi Inf., 13:3 (1977),  26–31
14. Convergence of Recursive Estimates of the Zero of an Unknown Function
    
    Probl. Peredachi Inf., 11:2 (1975),  68–83
15. Estimates of a Periodic-Signal Parameter against a White Noise Background
    
    Probl. Peredachi Inf., 10:1 (1974),  60–72
16. Convergence of Continuous and Discrete Robbins-Monro Procedures in the Case of a Multiple-Root Regression Equation
    
    Probl. Peredachi Inf., 8:3 (1972),  48–57
17. On centain properties of continuous stochastic approximation procedures
    
    Teor. Veroyatnost. i Primenen., 17:2 (1972),  310–319
18. On the stability of solutions of one-dimensional stochastic equations
    
    Dokl. Akad. Nauk SSSR, 200:4 (1971),  785–788
19. Continuous Procedures of Stochastic Approximation
    
    Probl. Peredachi Inf., 7:2 (1971),  58–69
20. Stability of a linear difference system with random parameters
    
    Mat. Zametki, 8:6 (1970),  753–760
21. Stabilization of a Linear System by Indirect Control in the Presence of Random Noise
    
    Probl. Peredachi Inf., 5:1 (1969),  87–93
22. On nontransitivity and ergodicity of Gaussian Markov processes
    
    Teor. Veroyatnost. i Primenen., 14:1 (1969),  35–42
23. Stability in the large of a trajectory of the Markov processes of diffusion-type
    
    Differ. Uravn., 2:8 (1966),  1052–1060
24. Stability of Stochastic Systems
    
    Probl. Peredachi Inf., 2:3 (1966),  76–91
25. Sur le comportement de la mesure invariante du procès de diffusion avec petit diffusion
    
    Teor. Veroyatnost. i Primenen., 9:1 (1964),  139–146