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pro vyhledávání: '"Tetiana Ianevych"'
Autor:
Yuriy Kozachenko, Tetiana Ianevych
Publikováno v:
Lithuanian Journal of Statistics, Vol 52, Iss 1 (2013)
In this paper we had made an attempt to incorporate the results from the theory of square Gaussian random variables in order to construct the goodness of fits test for random sequences (time series). We considered two versions of such tests. The firs
Externí odkaz:
https://doaj.org/article/87c964206feb4ce1966de2f14b72563b
Autor:
Olga Vasylyk, Tetiana Ianevych
Publikováno v:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics. :18-25
In the paper, we consider the problem of simulation of a strictly φ-sub-Gaussian generalized fracti-onal Brownian motion. Simulation of random processes and fields is used in many areas of natural and social sciences. A special place is occupied by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2446d1535e657e9e83d5144df55a25d1
https://doi.org/10.17721/1812-5409.2021/2.3
https://doi.org/10.17721/1812-5409.2021/2.3