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Your search keyword '"Kozachenko, Yury V."' showing total 5 results
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5 results on '"Kozachenko, Yury V."'

2. Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean.

Author

Kozachenko, Yury V. and Troshki, Viktor B.

Subjects
*ANALYSIS of covariance, *GAUSSIAN processes, *STOCHASTIC processes, *ARITHMETIC mean, *PARAMETER estimation
Abstract

In this paper, a new criterion is constructed for testing hypothesis about covariance function of Gaussian stationary stochastic process with an unknown mean. This criterion is based on the fact that we can estimate the deviation of covariance function from its estimator with a given accuracy and reliability in Lp metric. [ABSTRACT FROM AUTHOR]

Published
2018
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5. Levy-Baxter theorems for one class of non-Gaussian stochastic processes.

Author

Kozachenko, Yury V. and Kurchenko, Oleksandr

Subjects
*STOCHASTIC processes, *LIMIT theorems, *GAUSSIAN processes, *MATHEMATICAL singularities, *RANDOM fields, *MATHEMATICAL analysis
Abstract

The theorems of Baxter type were established for a class of random processes with K-increments. The obtained results can be used in the statistics of random processes, in particular for obtaining sufficient conditions of singularity of measures generated by random processes. This study was focused on the Levy-Baxter limit theorems for random processes. A new class of random processes was created. This method of investigation can be used to establish the Baxter type theorems for random fields. [ABSTRACT FROM AUTHOR]

Published
2011
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