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Theory of Probability and Mathematical Statistics
(Teoriya imovirnostey ta matematychna statystyka)
Volume 78
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Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model
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O.
B.
Gontar
Theor. Probability and Math. Statist.
No. 78
(2008),
1-13.
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Analytical problems of the asymptotic behavior of Markov functionals. II
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S.
V.
Degtyar'
Theor. Probability and Math. Statist.
No. 78
(2008),
15-21.
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A Bayesian classifier
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B.
A.
Zalessky;
P.
V.
Lukashevich
Theor. Probability and Math. Statist.
No. 78
(2008),
23-35.
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Estimation for the discretely observed telegraph process
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S.
M.
Iacus;
N.
Yoshida
Theor. Probability and Math. Statist.
No. 78
(2008),
37-47.
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Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation
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D.
O.
Ivanenko
Theor. Probability and Math. Statist.
No. 78
(2008),
49-60.
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Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates
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M.
V.
Kartashov
Theor. Probability and Math. Statist.
No. 78
(2008),
61-73.
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On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion
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Selly
Kane;
Alexander
Melnikov
Theor. Probability and Math. Statist.
No. 78
(2008),
75-82.
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Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets
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Yu.
V.
Kozachenko;
E. V.
Turchin
Theor. Probability and Math. Statist.
No. 78
(2008),
83-95.
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Difference approximation of the local times of multidimensional diffusions
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Aleksey
M.
Kulik
Theor. Probability and Math. Statist.
No. 78
(2008),
97-114.
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Convergence of a sequence of Markov chains to a diffusion type process
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G.
L.
Kulinich;
A.
V.
Yershov
Theor. Probability and Math. Statist.
No. 78
(2008),
115-131.
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Some applications of the Gnedenko-Korolyuk method to empirical distributions
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E.
O.
Lutsenko;
O.
V.
Marinich;
I.
K.
Matsak
Theor. Probability and Math. Statist.
No. 78
(2008),
133-146.
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Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions
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R.
Maĭboroda
Theor. Probability and Math. Statist.
No. 78
(2008),
147-156.
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An optimal joint estimator for regression parameters and the dispersion parameter in errors-in-variables nonlinear models
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A.
L.
Malenko;
O.
G.
Kukush
Theor. Probability and Math. Statist.
No. 78
(2008),
157-166.
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An estimate for the mean error probability of a Bayesian criterion for testing hypotheses in the problem of cryptanalysis of a combined gamma generator with nonuniform noise
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A.
M.
Oleksiĭchuk;
R.
V.
Proskurovs'kiĭ
Theor. Probability and Math. Statist.
No. 78
(2008),
167-174.
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Minimum variance hedging in a model with jumps at Poisson random times
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V.
M.
Radchenko
Theor. Probability and Math. Statist.
No. 78
(2008),
175-190.
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A generalization of Mil'shtein's theorem for stochastic differential equations
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Georgiĭ
Shevchenko
Theor. Probability and Math. Statist.
No. 78
(2008),
191-199.
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Volume 79
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Beginning of the Ukrainian School of Probability Theory: A historical sketch
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M.
I.
Portenko
Theor. Probability and Math. Statist.
No. 79
(2008),
1-5.
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On excess-of-loss reinsurance
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Hansjörg
Albrecher;
Jozef
L.
Teugels
Theor. Probability and Math. Statist.
No. 79
(2008),
7-22.
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Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise
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S.
V.
Bodnarchuk;
O.
M.
Kulyk
Theor. Probability and Math. Statist.
No. 79
(2008),
23-38.
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Fractal properties of some Bernoulli convolutions
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Ya.
V.
Goncharenko;
M.
V.
Pratsyovytyĭ;
G.
M.
Torbin
Theor. Probability and Math. Statist.
No. 79
(2008),
39-55.
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Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence
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O.
V.
Ivanov;
I.
V.
Orlovs'kiĭ
Theor. Probability and Math. Statist.
No. 79
(2008),
57-72.
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Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion
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E.
I.
Kasyts'ka;
P.
S.
Knopov
Theor. Probability and Math. Statist.
No. 79
(2008),
73-81.
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Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
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Yu.
V.
Kozachenko;
O.
E.
Kamenshchikova
Theor. Probability and Math. Statist.
No. 79
(2008),
83-88.
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Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type
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I.
V.
Malyk;
E.
F.
Tsar'kov;
V.
K.
Yasyns'kyĭ
Theor. Probability and Math. Statist.
No. 79
(2008),
89-100.
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Asymptotic stability of the maximum of normal stochastic processes
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I.
K.
Matsak
Theor. Probability and Math. Statist.
No. 79
(2008),
101-106.
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Approximation of fractional Brownian motion by Wiener integrals
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Yu.
S.
Mishura;
O.
L.
Banna
Theor. Probability and Math. Statist.
No. 79
(2008),
107-116.
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Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
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Yu.
S.
Mishura;
S.
V.
Posashkova;
G.
M.
Shevchenko
Theor. Probability and Math. Statist.
No. 79
(2008),
117-126.
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Asymptotic results for the absorption times of random walks with a barrier
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Pavlo
Negadaĭlov
Theor. Probability and Math. Statist.
No. 79
(2008),
127-138.
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On the absolute continuity of fixed points of smoothing transforms
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Sergiy
Polots'kiy
Theor. Probability and Math. Statist.
No. 79
(2008),
139-142.
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Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
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B. L. S.
Prakasa
Rao
Theor. Probability and Math. Statist.
No. 79
(2008),
143-151.
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Convergence of option rewards for Markov type price processes modulated by stochastic indices. I
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D.
S.
Silvestrov;
H.
Jönsson;
F.
Stenberg
Theor. Probability and Math. Statist.
No. 79
(2008),
153-170.
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On the rate of convergence of prices of barrier options with discrete and continuous time
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O.
M.
Soloveyko;
G.
M.
Shevchenko
Theor. Probability and Math. Statist.
No. 79
(2008),
171-178.
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The convergence of Galton-Watson branching processes with immigration to a diffusion process
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Ya.
M.
Khusanbaev
Theor. Probability and Math. Statist.
No. 79
(2008),
179-185.
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