Volume 93
Yu. V. Kozachenko, Yu. S. Mishura, I. V. Samoilenko
Volodymyr Semenovych Koroliuk (on the occasion of 90th birthday) (PDF), 1-3 (Ukrainian)
O. I. Vasylyk, Yu. S. Mishura, M. P. Moklyachuk
Yuriy Vasyliovych Kozachenko (on the occasion of 75th birthday) (PDF), 4-6 (Ukrainian)
I. M. Bodnarchuk, G. M. Shevchenko
Heat equation in a multidimensional domain with a general stochastic measure (PDF), 7-21 (Ukrainian)
V. V. Golomozyĭ, M. V. Kartashov
Maximal coupling and V-stability of discrete nonhomogeneous Markov chains (PDF), 22-33 (Ukrainian)
A. V. Ivanov, I. V. Orlovskyi
Asymptotic properties of M-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (PDF), 34-49 (Ukrainian)
A. V. Ivanov, V. V. Prikhod’ko
Asymptotic properties of Ibragimov's estimator for a parameter of the spectral density of the random noise in a nonlinear regression model (PDF), 50-66 (Ukrainian)
M. K. Ilienko
A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences (PDF), 67-74 (Ukrainian)
Yu. V. Kozachenko, I. V. Rozora
Cross-correlogram estimators of impulse response functions (PDF), 75-86 (Ukrainian)
V. S. Koroliuk, I. V. Samoilenko
Large deviations problem for random evolution processes (PDF), 87-94 (Ukrainian)
I. Kotsiuba, S. Mazur
On the Asymptotic and Approximate Distributions of the Product of an Inverse Wishart Matrix and a Gaussian Random Vector (PDF), 95-104
H. V. Livinska
A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions (PDF), 105-114 (Ukrainian)
R. E. Maĭboroda, O. V. Sugakova
Adaptive test on means homogeneity by observations from a mixture (PDF), 115-126 (Ukrainian)
Yu. S. Mishura, Ye. Yu. Munchak
Rate of convergence of option prices for approximations of the geometric Ornstein-Uhlenbeck process by Bernoulli jumps of prices on assets (PDF), 127-141 (Ukrainian)
M. P. Moklyachuk, M. I. Sidei
Interpolation of stationary sequences observed with a noise (PDF), 142-155 (Ukrainian)
M. Ferreira
Estimating multivariate extremal dependence: a new proposal (PDF), 156-162
S. V. Shklyar
Singular asymptotic normality of an estimator in the conic section fitting problem. II (PDF), 163-180 (Ukrainian)