Alekseev Viktor Georgievich

Publications in Math-Net.Ru

1. Schoenberg’s polynomial B-splines of odd degrees: A brief review of application
   
   Zh. Vychisl. Mat. Mat. Fiz., 52:10 (2012),  1756–1767
2. On nonparametric estimates of higher spectral densities
   
   Teor. Veroyatnost. i Primenen., 54:3 (2009),  567–573
3. New Modification of a Fourth-Order Cumulant Periodogram
   
   Probl. Peredachi Inf., 35:3 (1999),  48–53
4. Empirical Spectral Analysis of Periodically Correlated Stochastic Processes. An Alternative Approach
   
   Probl. Peredachi Inf., 33:4 (1997),  61–69
5. New modifications of second- and third-order periodograms
   
   Teor. Veroyatnost. i Primenen., 42:4 (1997),  657–667
6. Polynomial Trigonometric Kernels and Their Application to Designing Low-Pass Filters
   
   Probl. Peredachi Inf., 32:4 (1996),  16–22
7. Kernels of Jackson and Jackson-de la Vallée Poussin types and their probability interpretations
   
   Teor. Veroyatnost. i Primenen., 41:1 (1996),  170–177
8. Asymptotic properties of higher-order periodograms
   
   Teor. Veroyatnost. i Primenen., 40:3 (1995),  481–494
9. On Admissible Nonparametric Estimates of the Probability Density and its Derivatives
   
   Probl. Peredachi Inf., 30:2 (1994),  36–41
10. Kernels of Jackson Type and Their Application to Designing Low-Pass Filters
    
    Probl. Peredachi Inf., 30:1 (1994),  97–102
11. Empirical Spectral and Bispectral Analyses of Periodically Nonstationary Stochastic Processes
    
    Probl. Peredachi Inf., 29:2 (1993),  64–71
12. Symmetry properties of higher-order spectral densities for multidimensional stationary and periodically nonstationary stochastic processes
    
    Teor. Veroyatnost. i Primenen., 38:4 (1993),  870–875
13. On the Estimator of Simulation Guality for the White Sequence
    
    Avtomat. i Telemekh., 1991, no. 10,  181–182
14. Trispectral Analysis of Stationary Stochastic Processes: Large-Sample Case
    
    Probl. Peredachi Inf., 27:2 (1991),  69–74
15. Some problems in the statistical estimation of a regression curve
    
    Teor. Veroyatnost. i Primenen., 36:2 (1991),  209–216
16. Spectral Density Estimators of a Periodically Correlated Stochastic Process
    
    Probl. Peredachi Inf., 26:3 (1990),  106–108
17. Estimators of the Correlation Region Area of aЁGaussian Homogeneous Random Field
    
    Probl. Peredachi Inf., 26:2 (1990),  54–61
18. Estimation of Trispectral Density of a Stationary Stochastic Process
    
    Probl. Peredachi Inf., 26:1 (1990),  12–18
19. Some properties of statistical estimates of higher spectral densities
    
    Teor. Veroyatnost. i Primenen., 35:3 (1990),  431–437
20. On nonparametric estimates of curves and regression surfaces
    
    Avtomat. i Telemekh., 1988, no. 7,  81–87
21. On Estimating the Spectral Densities of a Gaussian Periodically Correlated Stochastic Process
    
    Probl. Peredachi Inf., 24:2 (1988),  31–38
22. On Uniform Convergence of Estimates of the Spectral Density of a Gaussian Homogeneous Random Field
    
    Teor. Veroyatnost. i Primenen., 33:4 (1988),  754–758
23. Symmetry properties of higher spectral densities of stationary random processes
    
    Mat. Zametki, 41:5 (1987),  758–763
24. Symmetry Properties of High-Order Spectral Densities of Stationary and Periodic-Nonstationary Stochastic Processes
    
    Probl. Peredachi Inf., 23:3 (1987),  48–53
25. Some Problems of Bispectral Analysis of Stationary Stochastic Processes and Uniform Random Fields
    
    Probl. Peredachi Inf., 21:4 (1985),  34–40
26. On Spectral Density Estimates for Some Models of Stationary Stochastic Processes
    
    Probl. Peredachi Inf., 21:2 (1985),  42–49
27. Capabilities of Automata upon Traversing a Plane
    
    Probl. Peredachi Inf., 19:3 (1983),  38–51
28. On Nonparametric Estimates of Probability Density and Its Derivatives
    
    Probl. Peredachi Inf., 18:2 (1982),  22–29
29. On Uniform Convergence of Estimates of Multivariate Probability Density
    
    Probl. Peredachi Inf., 16:4 (1980),  41–45
30. On Calculation of Spectra of Stationary Random Processes on the Basis of Large Samples
    
    Probl. Peredachi Inf., 16:1 (1980),  42–49
31. On the estimation of some functionals of the spectral density function of Gaussian random processes
    
    Teor. Veroyatnost. i Primenen., 25:2 (1980),  271–277
32. On One Numerical Experiment Involving Calculation of the Spectra of Random Processes
    
    Probl. Peredachi Inf., 11:4 (1975),  106–108
33. On the uniform convergence of estimates of the spectral density of a Gaussian stationary random process
    
    Teor. Veroyatnost. i Primenen., 19:1 (1974),  198–206
34. Practical Recommendations for the Spectral Analysis of Stationary Gaussian Processes
    
    Probl. Peredachi Inf., 9:4 (1973),  42–48
35. Empirical Spectral Analysis of Gaussian Homogeneous Random Fields
    
    Probl. Peredachi Inf., 9:2 (1973),  53–59
36. Estimation of the Spectrum of a Gaussian Stochastic Process on the Basis of a Realization of the Process with Omissions
    
    Probl. Peredachi Inf., 9:1 (1973),  66–72
37. Empirical Spectral Analysis of Homogeneous and Isotopic Random Fields
    
    Teor. Veroyatnost. i Primenen., 18:2 (1973),  280–288
38. Estimation of a probability density function and its derivatives
    
    Mat. Zametki, 12:5 (1972),  621–626
39. Choosing the Spectral Window in the Estimation of the Spectrum of a Gaussian Stationary Stochastic Process
    
    Probl. Peredachi Inf., 7:4 (1971),  45–54
40. On estimation of parameters of a Gaussian stochstic process
    
    Teor. Veroyatnost. i Primenen., 15:1 (1970),  124–132
41. On Asymptotic Properties of Some Statistical Estimates for Gaussian Stochastic Processes
    
    Teor. Veroyatnost. i Primenen., 12:1 (1967),  3–10
42. Conditions for strong equivalence of Gaussian measures in a function space
    
    Dokl. Akad. Nauk SSSR, 159:3 (1964),  482–484
43. Sufficient conditions for the equivalence and orthogonality of Gaussian measures
    
    Izv. Akad. Nauk SSSR Ser. Mat., 28:5 (1964),  1083–1090
44. Some Methods for the Exact Estimation of a Parameter of a Gaussian Stohastic Process
    
    Teor. Veroyatnost. i Primenen., 9:3 (1964),  516–519
45. On Conditions for the Perpendicularity of Gaussian Measures Corresponding to Two Stochastic Processes
    
    Teor. Veroyatnost. i Primenen., 8:3 (1963),  304–308
46. Orthogonality and equivalence conditions for Gaussian measures in a functional space
    
    Dokl. Akad. Nauk SSSR, 147:4 (1962),  751–754