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Archive

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



Volume 96


V. S. Korolyuk, Yu. V. Kozachenko, Yu. S. Mishura
Dmitrii S. Silvestrov (on the occasion of 70th birthday) (PDF),  6-7


M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, G. Shevchenko, M. Zili
Stochastic differential equations with generalized stochastic volatility and statistical estimators (PDF),  8-20


S. Bouzebda, N. Limnios
The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (PDF),  21-32


G. D’Amico, F. Gismondi, J. Janssen, R. Manca, F. Petroni, E. Volpe di Prignano
The study of basic risk processes by discrete-time non-homogeneous Markov processes (PDF),  33-48


R. Elliott, A. Swishchuk, I. Y. Zhang
A semi-martingale representation for a semi-Markov chain with application to finance (PDF),  49-60


C. Engström, S. Silvestrov
PageRank for networks, graphs and Markov chains (PDF),  61-83


V. S. Koroliuk, I. V. Samoilenko
Asymptotic expansion for a functional of semi-Markov random evolution in diffusion approximation scheme (in Ukrainian) (PDF),  84-99


A. G. Kukush, O. O. Chernova
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set (in Ukrainian) (PDF),  100-109


G. L. Kulinich, S. V. Kushnirenko, Yu. S. Mishura
Weak convergence of integral functionals defined on the solutions of stochastic differential Itô equations with non-regular dependence on the parameter (in Ukrainian) (PDF),  110-124


O. O. Kushnir, V. P. Kushnir
A study of characteristics of a highly reliable system with protection assuming that the renewal process is Poisson (in Ukrainian) (PDF),  125-130


R. Maiboroda
Asymptotic normality of Kaplan–Meier estimator for mixtures with varying concentrations (in Ukrainian) (PDF),  131-141


L. I. Pryhara, G. M. Shevchenko
Wave equation with stable noise (in Ukrainian) (PDF),  142-154


V. M. Radchenko, N. O. Stefanska
The Fourier series and Fourier–Haar series of stochastic measures (in Ukrainian) (PDF),  155-162


Ya. M. Khusanbaev
On asymptotics of complete number of particles in almost critical branching process with immigration (in Russian) (PDF),  163-170


H. Schmidli
Dividends with tax and capital injection in a spectrally negative Lévy risk model (PDF),  171-183