Sergiy Shklyar

• Regression analysys
  
• Errors-in-variables models
  

Conferences

• Deutsche Arbeitsgemeinschaft Statistik (DAGStat) Conference, Hamburg, Germany (2022)
  Title of the talk: Generalization of the fractional Brownian motion (Pre-recorded report, "talklet")
• International Workshop 'Statistics of Stochastic Processes in Discrete and Continuous Time', Kyiv, Ukraine (2022)
  Title of the talk: Sufficiency estimator in the inverse exponential regression
• International Conference "Modern Stochastics: Theory And Applications V", Kyiv, Ukraine (2021)
  Title of the talk: Gaussian processes with Volterra kernels
• Actual Problems of Stochastic Analysis, Tashkent, Uzbekistan (2021)
  Title of the talk: Gaussian processes with Volterra kernels
• Banach Spaces and Their Applications: International Conference dedicated to the 70th anniversary of Anatolij Plichko, Lviv, Ukraine (2019)
  Title of the talk: Bounds for the distance between the fractional Brownian motion and the space of Gaussian martingales
• International Conference "Modern Stochastics: Theory And Applications IV", Kyiv, Ukraine (2018)
  Title of the talk: TLS-like estimators in linear-in-parameter regression models with errors in variables
• International Conference "Stochastic Equations, Limit Theorems and Statistics of Stochastic Processes", Kyiv, Ukraine (2018)
  Title of the talk: Consistent TLS estimator in heteroscedastic linear error-in-variables model
• International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
  Title of the talk: Maximum likelihood estimation of the drift slope of a Gaussian process
• Probability, Reliability and Stochastic Optimization, Kyiv, Ukraine (2015)
  Title of the talk: Statistical estimators of two straight lines by observations of points with random perturbations
• Stochastic Processes in Abstract Spaces, Kyiv, Ukraine (2015)
  Title of the talk: ALS2 estimator in two lines fitting problem
• Limit Theorems in Probability Theory and Asymptotic Statistics, Uppsala, Sweden (2013)
  Title of the talk: Conditional estimators in generalized linear models
• International Conference "Modern Stochastics: Theory And Applications IІI", Kyiv, Ukraine (2012)
  Title of the talk: Identifiability of Berkson model of logistic regression
• Conference on Stochastic Models and Their Applications, Debrecen, Hungary (2011)
  Title of the talk: Scalar logistic regression. Berkson model
• International Conference "Modern Stochastics: Theory And Applications IІ", Kyiv, Ukraine (2010)
  Title of the talk: Conditions for consistency of total least squares estimator in a multivariate linear regression model

Publications

Monographs

• O. Banna, Yu. Mishura, K. Ralchenko, S. Shklyar "Fractional Brownian Motion: Approximations and Projections". ISTE, 266 p. - 2019
• С. В. Масюк, О. Г. Кукуш, С. В. Шкляр, М. І. Чепурний, І. А. Ліхтарьов. "Моделі регресії з похибками вимірювання та їх застосування до оцінювання радіаційних ризиків". ДІА, 288 p. - 2015

Articles

2023
• Yu. Mishura, G. Shevchenko, S. Shklyar "Gaussian Processes with Volterra Kernels". In Stochastic Processes, Statistical Methods, and Engineering Mathematics (Springer Proceedings in Mathematics & Statistics; Vol. 408), pp. 249 - 276, - 2023
• A. Malyarenko, Yu. Mishura, K. Ralchenko, S. Shklyar "Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index". Fractional Calculus and Applied Analysis, Vol.26, Iss.3 pp. 1052 - 1081, - 2023
• Yu. Mishura, K. Ralchenko, S. Shklyar "Gaussian Volterra processes: Asymptotic growth and statistical estimation". Theory of Probability and Mathematical Statistics, Vol.108, Iss. pp. 149 - 167, - 2023
• S. Shklyar "Estimation in Linear-Rate Simple Survival Models with Measurement Errors and Censoring". Austrian Journal of Statistics, Vol.52, Special Issue, pp. 149 - 158, - 2023
2022
• Yu. Mishura, S. Shklyar "Gaussian Volterra processes with power-type kernels. Part I". Modern Stochastics: Theory and Applications. doi:10.15559/22-VMSTA205, Vol.9, Iss.3 pp. 313 - 338, - 2022
• Yu. Mishura, S. Shklyar "Gaussian Volterra processes with power-type kernels. Part 2". Modern Stochastics: Theory and Applications. doi:10.15559/22-VMSTA211, Vol.9, Iss.4 pp. 431 - 452, - 2022
2021
• S. Masiuk, M. Chepurny, V. Buderatska, A. Kukush, S. Shklyar et al. "Thyroid doses in Ukraine due to 131I intake after the Chornobyl accident. Report I: Revision of direct thyroid measurements". Radiation and Environmental Biophysics, Vol.60, Iss.2 pp. 267 - 288, - 2021
2020
• Yu. Mishura, K. Ralchenko, S. Shklyar. "General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory". Risks, Vol.8, Iss.1 - 2020
2019
• Yu. Mishura, S. Shklyar "Distance between the fractional Brownian motion and the space of adapted Gaussian martingales". Nonlinear Analysis: Modelling and Control, Vol.24, Iss.4 pp. 639 - 657, - 2019
2018
• Yu. Mishura, K. Ralchenko, S. Shklyar "Maximum likelihood estimation for Gaussian process with nonlinear drift". Nonlinear Analysis: Modelling and Control, Vol.23, Iss.1 pp. 120 - 140, - 2018
• S. Masiuk, A. Kukush, S. Shklyar "Measurement error in exposure doses and cancer risk estimation". Biostatistics and Biometrics Open Access Journal, Vol. 4, Iss. 4, Article BBOAJ.MS.ID.555643, - 2018
• S. Shklyar "Consistency of the total least squares estimator in the linear errors-in-variables regression ". Modern Stochastics: Theory and Applications, Vol.5, Iss.3 pp. 247 - 295, - 2018
• Yu. Mishura, K. Ralchenko, S. Shklyar "Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions". In Stochastic Processes and Applications (Springer Proceedings in Mathematics & Statistics; Vol. 271) , pp. 123 - 146, - 2018
2017
• Yu. Mishura, K. Ralchenko, S. Shklyar "Maximum likelihood drift estimation for Gaussian process with stationary increments". Austrian Journal of Statistics, Vol.46, Iss.3-4 pp. 67 - 78, - 2017
2016
• S. V. Masiuk, S. Shklyar, A. G. Kukush, R. J. Carroll, L. N. Kovgan, I. A. Likhtarov "Estimation of radiation risk in presence of classical additive and Berkson multiplicative errors in exposure doses". Boistatistics, Vol.17, Iss.3 pp. 422 - 436, - 2016
• S. Shklyar. "Equivariant adjusted least squares estimator in two-line fitting model". Modern Stochastics: Theory and Applications, Vol. 3, No. 1, pp. 19 - 45, - 2016
• О. Г. Кукуш, Я. В. Царегородцев, С. В. Шкляр. "Асимптотично незалежні оцінки у структурній лінійній моделі з похибками вимірювання". Український математичний журнал, Vol.68, Iss.11 pp. 1505 - 1517, - 2016
2015
• М. А. Попов, С. А. Станкевич, С. В. Шкляр. "Алгоритм повышения разрешения субпиксельно смещенных изображений". Математичні машини і системи, No. 1, pp. 29 - 36, - 2015
• S. Shklyar. "Identifiability of logistic regression with homoscedastic error: Berkson model". Modern Stochastics: Theory and Applications. Vol. 2, No. 2, pp. 131 - 146, - 2015
• С. В. Шкляр. "Вироджена асимптотична нормальність оцінки у моделі оцінювання конічних перерізів. I". Теорія ймовірностей та математична статистика. Вип. 92, pp. 137 - 150, - 2015
• С. В. Шкляр. "Вироджена асимптотична нормальність оцінки у моделі оцінювання конічних перерізів. II". Теорія ймовірностей та математична статистика. Вип. 93, pp. 163 - 180, - 2015
2014
• Shklyar, S., Shevchenko, G., Mishura, Y., Doroshenko, V., Banna, O. "Approximation of Fractional Brownian Motion by Martingales". Methodology and Computing in Applied Probability, Vol. 16, Issue 3, pp. 539 - 560, - 2014
• O. Banna, Yu. Mishura, S. Shklyar "Approximation of Wiener process by integrals from power functions with the fixed power w.r.t. fractional Brownian motion". Teor. Imovir. ta Matem. Statyst. No 90, pp. 13 - 21, - 2014
• M. P. Little, A. G. Kukush, S. V. Masiuk, S. Shklyar, R. J. Carroll, et al. "Impact of Uncertainties in Exposure Assessment on Estimates of Thyroid Cancer Risk among Ukrainian Children and Adolescents Exposed from the Chernobyl Accident". PLoS ONE, Vol.9, No.1, Article e85723., - 2014
• S. Shklyar. "Conditional estimators in exponential regression with errors in covariates". In Modern Stochastics and Applications, pp. 237 - 249, - 2014
2013
• S. V. Masiuk, S. V. Shklyar, A. G. Kukush. "Berkson errors on radiation dose assessments and their impact on radiation risk estimates.". Problems of Radiation Medicine and Radiobiology. Vol. 18., pp. 119 - 126, - 2013
• I. Likhtarov, S. Masiuk, M. Chepurny, A. Kukush, S. Shklyar, A. Bouville, L. Kovgan. "Error Estimation for direct measurements in May-June 1986 of ¹³¹I radioactivity in thyroid gland of children and adolescents and their registration in risk analysis". In Mathematics and Life Sciences, pp. 231 - 244, - 2013
• D. S. Pupashenko, S. V. Shklyar, A. G. Kukush. "Asymptotic properties of corrected score estimator in autoregressive model with measurement errors". Teoriya Imovirnostei ta Matematichna Statistika. No. 89., pp. 156 - 166, - 2013
• С. В. Шкляр. "Єдиність оцінки Quasi-Likelihood в пуассонівській моделі з похибкою в регресорі". Теорія ймовірностей та математична статистика. Вип. 88., pp. 181 - 192, - 2013
2011
• S. V. Shklyar "Conditions for the consistency of the total least squares estimator in an error-in-variables linear regression model". Theory of Probability and Mathematical Statistics, No 83, 2011, pp. 165 - 190, - 2011
• A. Kukush, S. Shklyar, S. Masiuk, I. Likhtarov, L. Kovgan, R. J. Carroll, A. Bouville "Methods of estimation of radiation risk accounting for classical and Berkson errors in doses". International Journal of Biostatistics. Volume 7, Issue 1. Article 15., - 2011
• С. В. Масюк, С. В. Шкляр, О. Г. Кукуш "Вплив похибок вимірювання в дозах опромінення щитоподібної залози на оцінку радіаційних ризиків". Проблеми радіаційної медицини та радіобіології. Випуск 16., pp. 25 - 29, - 2011
• С. В. Шкляр. "Логістична регресія з гомоскедастичною похибкою - модель Берксона". Теорія ймовірностей та математична статистика. Вип. 85., pp. 150 - 160, - 2011

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