Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Lyudmyla Sakhno"'
Autor:
Khrystyna Buchak, Lyudmyla Sakhno
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 11, Iss 4, Pp 439-458 (2024)
Models of generalized counting processes time-changed by a general inverse subordinator are considered, their distributions are characterized, and governing equations for them are presented. The equations are given in terms of the generalized fractio
Externí odkaz:
https://doaj.org/article/a5a44fa8dc214b13a9f3292fe65d489b
Publikováno v:
Austrian Journal of Statistics, Vol 52, Iss SI (2023)
The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications
Externí odkaz:
https://doaj.org/article/75c9ad95dca947a4b81d240916b96267
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 2, Pp 139-156 (2022)
General models of random fields on the sphere associated with nonlocal equations in time and space are studied. The properties of the corresponding angular power spectrum are discussed and asymptotic results in terms of random time changes are found.
Externí odkaz:
https://doaj.org/article/342cd3e35e754742b29a75acb237f242
Autor:
Olha Hopkalo, Lyudmyla Sakhno
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 8, Iss 1, Pp 41-62 (2021)
This paper investigates sample paths properties of φ-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths. The obtained results are t
Externí odkaz:
https://doaj.org/article/ee95bf244fd9417096725abbe62cc01a
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 1, Pp 79-96 (2019)
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable φ-sub-Gaussian processes. The
Externí odkaz:
https://doaj.org/article/7e95f9a884e848dd820e255aef96c6f1
Autor:
Lyudmyla Sakhno
Publikováno v:
Austrian Journal of Statistics, Vol 49, Iss 4 (2020)
This paper is concerned with the estimation of integral functionals of the fourth order spectral densities for stationary random fields based on tapered data. The considered functionals are related, in particular, to the problem of parameter estimati
Externí odkaz:
https://doaj.org/article/60a8944e10664fd79d85cf7a5f0cda19
Autor:
Khrystyna Buchak, Lyudmyla Sakhno
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 2, Pp 167-189 (2018)
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where the role
Externí odkaz:
https://doaj.org/article/6b6c108eeea24a7297f86e55fc092b48
Autor:
Khrystyna Buchak, Lyudmyla Sakhno
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 4, Iss 2, Pp 161-188 (2017)
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the probability di
Externí odkaz:
https://doaj.org/article/c8e018e2f9624f3dbb9b2647e97299ae
Autor:
Lyudmyla Sakhno
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 1, Iss 2, Pp 181-194 (2015)
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Externí odkaz:
https://doaj.org/article/81ddf36d6f3e43aeaf49e8d94e55ac77
Autor:
Lyudmyla Sakhno, Olha Hopkalo
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 8, Iss 1, Pp 41-62 (2021)
This paper investigates sample paths properties of φ-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths. The obtained results are t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7af5089e286cef67292e9b7e95af3a4
https://doi.org/10.15559/21-vmsta171
https://doi.org/10.15559/21-vmsta171