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Publications in Math-Net.Ru
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On evaluation of statistics of chi-square type tests
Zap. Nauchn. Sem. LOMI, 194 (1992), 59–78
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On the parameter estimation by means of the Davidon–Fletcher–Powell method
Teor. Veroyatnost. i Primenen., 27:2 (1982), 374–380
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The probability distributions of the Kolmogorov and $\omega^2$ statistics for continuous distributions with shift and location parameters
Zap. Nauchn. Sem. LOMI, 85 (1979), 46–74
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Estimation of Spectrum Parameters of Random Processes on the Basis of Observations in Noise
Probl. Peredachi Inf., 14:1 (1978), 37–49
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An estimation of parameters of spectral density with fixed zeroes
Teor. Veroyatnost. i Primenen., 22:4 (1977), 729–748
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Tests of composite hypotheses for random variables and random processes
Teor. Veroyatnost. i Primenen., 22:1 (1977), 106–121
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Applications of a modified “scoring method” of Fisher to the estimation of spectral parameters of random processes
Dokl. Akad. Nauk SSSR, 217:3 (1974), 512–515
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On a Modification of the Standard Statistics of Pearson
Teor. Veroyatnost. i Primenen., 19:4 (1974), 886–888
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On the evaluation of the likehood ratio for a Gaussian generalized stochastic process with rational spectral density
Teor. Veroyatnost. i Primenen., 19:2 (1974), 426–430
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On simplified estimators of unknown parameters with good asymptotic properties
Teor. Veroyatnost. i Primenen., 19:2 (1974), 355–366
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A new method in estimating spectrum parameters of a stationary regular time series
Teor. Veroyatnost. i Primenen., 19:1 (1974), 120–130
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Methods of Estimating the Parameters of Stationary Stochastic Signals with a Rational Spectrum
Probl. Peredachi Inf., 9:4 (1973), 33–41
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On methods for obtaining asymptotically efficient spectrum parameter estimates for a Gaussian stationary process with rational spectral density
Teor. Veroyatnost. i Primenen., 16:3 (1971), 562–567
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On the estimation of spectrum parameters of a Gaussian stationary
process with a rational spectral density
Teor. Veroyatnost. i Primenen., 15:3 (1970), 548–554
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