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Theory of Probability and Mathematical Statistics
(Teoriya imovirnostey ta matematychna statystyka)



Volume 89


Golomoziy V.V., Kartashov N.V.
On coupling moment integrability for time-inhomogeneous Markov chains,  1-11


Harlamov B.P.
Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes,  12-20


Indlekofer Karl-Heinz
On a conjecture of Erdos about additive functions,  21-29


Ivanov A.V., Zhurakovskyi В.M.
Consistency and asymptotic normality of periodogram estimator of harmonic oscillation parameters,  30-39


Kartashov N.V.
Quantitative and qualitative limits for exponential asymptotics of hitting times for birth-and-death chains in a scheme of series,  40-50


Knopova V.
Compound kernel estimates for the transition probability density of a Levy process in R^n,  51-63


Koroliuk V.S., Manca R., D’Amico G.
Storage impulsive processes on increasing time intervals,  64-74


Kulik A.M., Tymoshkevych T.D.
Lift zonoid order and functional inequalities,  75-90


Kulinich G.L., Kushnirenko S.V., Mishura Y.S.
Asymptotic behavior of the integral functionals for unstable solutions of one-dimensional Ito stochastic differential equations,  91-103


Limnios N., Samoilenko I.V.
Poisson approximation of processes with locally independent increments with Markov switching,  104-114


Luz M.M., Moklyachuk M. p.
Minimax-robust filtering problem for stochastic sequence with stationary increments,  115-129


Mishura Y., Zubchenko V.
Properties of integrals with respect to fractional Poisson process with compact kernel,  130-139


Petersson M.
Quasi-stationary distributions for perturbed discrete time regenerative processes,  140-155


Pupashenko D.S., Shklyar S.V., Kukush A.G.
Asymptotic properties of corrected score estimator in autoregressive model with measurement errors,  156-166


Shevchenko G.
Mixed stochastic delay differential equations,  167-180