Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Sergiy Shklyar"'
Autor:
Sergiy Shklyar
Publikováno v:
Austrian Journal of Statistics, Vol 52, Iss SI (2023)
A simple exponential regression model is considered where the rate parameter of the response variable linearly depends on the explanatory variable. We consider complications of the model: censoring of the response variable (either upper censoring or
Externí odkaz:
https://doaj.org/article/aa1a984b8fd746a085e8cfcd88c76874
Autor:
Yuliya Mishura, Sergiy Shklyar
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 4, Pp 431-452 (2022)
In this paper the study of a three-parametric class of Gaussian Volterra processes is continued. This study was started in Part I of the present paper. The class under consideration is a generalization of a fractional Brownian motion that is in fact
Externí odkaz:
https://doaj.org/article/58878ca2b79a42d98d9f02deaeb07bc4
Autor:
Sergiy Shklyar
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 3, Pp 247-295 (2018)
This paper deals with a homoskedastic errors-in-variables linear regression model and properties of the total least squares (TLS) estimator. We partly revise the consistency results for the TLS estimator previously obtained by the author [18]. We pre
Externí odkaz:
https://doaj.org/article/e312ccb11bc24aa2a2c34eac33d308b6
Autor:
Yuliya Mishura, Sergiy Shklyar
Publikováno v:
Nonlinear Analysis, Vol 24, Iss 4 (2019)
We consider the distance between the fractional Brownian motion defined on the interval [0,1] and the space of Gaussian martingales adapted to the same filtration. As the distance between stochastic processes, we take the maximum over [0,1] of mean-s
Externí odkaz:
https://doaj.org/article/7d0b05254adc42619f029135d3a7dbcb
Autor:
Sergiy Shklyar
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 1, Pp 19-45 (2016)
We consider the two-line fitting problem. True points lie on two straight lines and are observed with Gaussian perturbations. For each observed point, it is not known on which line the corresponding true point lies. The parameters of the lines are es
Externí odkaz:
https://doaj.org/article/51cf271976a94c00b661bd944c162afb
Publikováno v:
Risks, Vol 8, Iss 1, p 11 (2020)
We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with memory in the space D [ 0 , T ] . Then we investigate the convergence of the related multiplicative scheme to a process that can be
Externí odkaz:
https://doaj.org/article/19a288d5854c47549fe49cf3786a7646
Publikováno v:
Nonlinear Analysis, Vol 23, Iss 1 (2018)
We investigate the regression model Xt = θG(t) + Bt, where θ is an unknown parameter, G is a known nonrandom function, and B is a centered Gaussian process. We construct the maximum likelihood estimators of the drift parameter θ based on discrete
Externí odkaz:
https://doaj.org/article/d67e41931c47432f84781b3499f09ff2
Autor:
Sergiy Shklyar
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 2, Iss 2, Pp 131-146 (2015)
We consider the Berkson model of logistic regression with Gaussian and homoscedastic error in regressor. The measurement error variance can be either known or unknown. We deal with both functional and structural cases. Sufficient conditions for ident
Externí odkaz:
https://doaj.org/article/c3c0e7cc2ba24abfb5d33069c6c49e48
Publikováno v:
Austrian Journal of Statistics, Vol 46, Iss 3-4 (2017)
The paper deals with the regression model X_t = \theta t + B_t , t\in[0, T ], where B=\{B_t, t\geq 0\} is a centered Gaussian process with stationary increments. We study the estimation of the unknown parameter $\theta$ and establish the formula for
Externí odkaz:
https://doaj.org/article/ea9a19c6c59540419e367c8de21a8c71
Autor:
Mark P Little, Alexander G Kukush, Sergii V Masiuk, Sergiy Shklyar, Raymond J Carroll, Jay H Lubin, Deukwoo Kwon, Alina V Brenner, Mykola D Tronko, Kiyohiko Mabuchi, Tetiana I Bogdanova, Maureen Hatch, Lydia B Zablotska, Valeriy P Tereshchenko, Evgenia Ostroumova, André C Bouville, Vladimir Drozdovitch, Mykola I Chepurny, Lina N Kovgan, Steven L Simon, Victor M Shpak, Ilya A Likhtarev
Publikováno v:
PLoS ONE, Vol 9, Iss 1, p e85723 (2014)
The 1986 accident at the Chernobyl nuclear power plant remains the most serious nuclear accident in history, and excess thyroid cancers, particularly among those exposed to releases of iodine-131 remain the best-documented sequelae. Failure to take d
Externí odkaz:
https://doaj.org/article/de2e2435c5894d6ebddf5df910c70ddb