Volume 99
V. S. Koroliuk, Yu. V. Kozachenko, A. G. Kukush, N. N. Leonenko, R. Ie. Maiboroda, I. K. Matsak, Yu. S. Mishura, L. M. Sakhno, G. M. Shevchenko
Editorial (PDF), 5-6 (Ukrainian)
G. Alfelt
Stein‒Haff identity for the exponential family (PDF), 7-18
I. Arab, P. E. Oliveira
Asymptotic results for certain weak dependent variables (PDF), 19-36
T. Bodnar, S. Mazur, S. Muhinyuza, N. Parolya
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (PDF), 37-50
S. V. Bodnarchuk, A. M. Kulik
Modified Euler scheme for weak approximation of solutions of stochastic differential equations driven by Wiener process (PDF), 51-62 (Ukrainian)
O. D. Borysenko, D. O. Borysenko
Persistence and extinction in stochastic nonautonomous logistic model of population dynamics (PDF), 63-70 (Ukrainian)
D. V. Husak, Ie. V. Karnaukh
On a feature of distributions of the overshoot functionals for upper semicontinuous processes on a Markov chain (PDF), 71-82 (Ukrainian)
A. V. Ivanov, I. K. Matsak
On minimax estimators of regression models parameters (PDF), 83-90 (Ukrainian)
M. M. Kapustey, P. V. Slyusarchuk
Estimation of the convergence velocity in the central limit theorem for a sequence of series in terms of mean pseudo-moments (PDF), 91-100 (Ukrainian)
Yu. V. Kozachenko, I. V. Rozora
Construction of the Karhunen‒Loéve model for the input Gaussian process applied to the linear system, taking into account the output (PDF), 101-112 (Ukrainian)
A. G. Kukush, O. O. Chernova
Goodness-of-fit test in Cox proportional hazards model with measurement errors (PDF), 113-122 (Ukrainian)
N. N. Leonenko, I. Papić, A. Sikorskii, N. Šuvak
Ehrenfest‒Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion (PDF), 123-133
S. S. Lohvinenko, K. V. Ralchenko
Asymptotic distribution of maximum likelihood estimator in fractional Vasicek model (PDF), 134-151 (Ukrainian)
R. Maiboroda, H. Navara, O. Sugakova
Orthogonal regression for observations from mixtures (PDF), 152-167 (Ukrainian)
N. O. Malykh, I. S. Postevoy
Calculation of the convexity adjustment to the forward rate in the Vasicek model for the forward in-arrears contracts on LIBOR rate (PDF), 168-176
Y. S. Mishura, H. S. Zhelezniak
Calculation of extremums of entropy functionals (PDF), 177-186 (Ukrainian)
M. V. Pratsiovytyi, S. P. Ratushniak
Properties and distributions of values of fractal functions related to Q2-representation of real numbers (PDF), 187-202 (Ukrainian)
V. M. Radchenko, N. O. Stefans’ka
Approximation of solutions of wave equation driven by stochastic measures (PDF), 203-211 (Ukrainian)