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Dzhaparidze Kacha O

Publications in Math-Net.Ru

  1. On evaluation of statistics of chi-square type tests

    Zap. Nauchn. Sem. LOMI, 194 (1992),  59–78
  2. On the parameter estimation by means of the Davidon–Fletcher–Powell method

    Teor. Veroyatnost. i Primenen., 27:2 (1982),  374–380
  3. 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
  4. Estimation of Spectrum Parameters of Random Processes on the Basis of Observations in Noise

    Probl. Peredachi Inf., 14:1 (1978),  37–49
  5. An estimation of parameters of spectral density with fixed zeroes

    Teor. Veroyatnost. i Primenen., 22:4 (1977),  729–748
  6. Tests of composite hypotheses for random variables and random processes

    Teor. Veroyatnost. i Primenen., 22:1 (1977),  106–121
  7. 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
  8. On a Modification of the Standard Statistics of Pearson

    Teor. Veroyatnost. i Primenen., 19:4 (1974),  886–888
  9. 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
  10. On simplified estimators of unknown parameters with good asymptotic properties

    Teor. Veroyatnost. i Primenen., 19:2 (1974),  355–366
  11. A new method in estimating spectrum parameters of a stationary regular time series

    Teor. Veroyatnost. i Primenen., 19:1 (1974),  120–130
  12. Methods of Estimating the Parameters of Stationary Stochastic Signals with a Rational Spectrum

    Probl. Peredachi Inf., 9:4 (1973),  33–41
  13. 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
  14. 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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