All Stories

  1. Simulation of generalized fractional Brownian motion in C([0,T])

    Article • Monte Carlo Methods and Applications, September 2018, De Gruyter

    Yuriy Kozachenko, Olga Vasylyk

  2. Goodness-of-fit tests for random sequences incorporating several components

    Article • Random Operators and Stochastic Equations, January 2017, De Gruyter

    Yuriy Kozachenko

  3. Whittaker–Kotel'nikov–Shannon approximation of φ-sub-Gaussian random processes

    Article • Journal of Mathematical Analysis and Applications, November 2016, Elsevier

    Yuriy Kozachenko

  4. Aliasing-Truncation Errors in Sampling Approximations of Sub-Gaussian Signals

    Article • IEEE Transactions on Information Theory, October 2016, Institute of Electrical & Electronics Engineers (IEEE)

    Yuriy Kozachenko

  5. Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation

    Article • Statistical Inference for Stochastic Processes, September 2016, Springer Science + Business Media

    Yuriy Kozachenko

  6. Justification of Application of the Fourier Method for Parabolic Equations with Random Boundary Conditions from Orlicz Spaces

    Article • Journal of Applied Mathematics and Statistics, January 2016, Columbia International Publishing

    Yuriy Kozachenko

  7. A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process

    Article • Modern Stochastics Theory and Applications, January 2015, VTeX

    Yuriy Kozachenko

  8. Reliability and accuracy in the space Lp(T) for the calculation of integrals depending on a parameter by the Monte Carlo method

    Article • Monte Carlo Methods and Applications, January 2015, De Gruyter

    Yurii Mlavets, Yuriy Kozachenko

  9. Kozachenko

    Article • Random Operators and Stochastic Equations, January 2015, De Gruyter

    Yuriy Kozachenko

  10. On the increase rate of random fields from space $Sub_{\varphi}(\Omega)$ on unbounded domains

    Article • Statistics Optimization & Information Computing, June 2014, International Academic Press

    Yuriy Kozachenko

  11. On the increase rate of random fields from space $Sub_{\varphi}(\Omega)$ on unbounded domains

    Article • Statistics Optimization & Information Computing, June 2014, International Academic Press

    Yuriy Kozachenko

  12. Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

    Article • Communication in Statistics- Theory and Methods, May 2014, Taylor & Francis

    Yuriy Kozachenko

  13. Stochastic processes from spaces

    Article • Contemporary Mathematics and Statistics, January 2014, Columbia International Publishing

    Yurii Mlavets, Yuriy Kozachenko

  14. Estimates of distributions for some functionals of stochastic processes from an Orlicz space

    Article • Random Operators and Stochastic Equations, January 2014, De Gruyter

    Yuriy Kozachenko

  15. The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process

    Article • Monte Carlo Methods and Applications, January 2014, De Gruyter

    Yuriy Kozachenko

  16. The Cauchy problem for the heat equation with a random right side

    Article • Random Operators and Stochastic Equations, January 2014, De Gruyter

    Yuriy Kozachenko

  17. The Cauchy Problem for the Heat Equation with a Random Right Part from the Space <i>Sub<sub>φ</sub></i> (Ω)

    Article • Applied Mathematics, January 2014, Scientific Research Publishing, Inc,

    Yuriy Kozachenko

  18. Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory

    Article • December 2013, Springer Science + Business Media

    Yuriy Kozachenko

  19. Convergence Rate of Wavelet Expansions of Gaussian Random Processes

    Article • Communication in Statistics- Theory and Methods, November 2013, Taylor & Francis

    Yuriy Kozachenko

  20. Convergence in L p ([0, T]) of Wavelet Expansions of φ-Sub-Gaussian Random Processes

    Article • Methodology And Computing In Applied Probability, June 2013, Springer Science + Business Media

    Yuriy Kozachenko

  21. On convergence of general wavelet decompositions of nonstationary stochastic processes

    Article • Electronic Journal of Probability, January 2013, Institute of Mathematical Statistics

    Yuriy Kozachenko

  22. Anatolii Volodymyrovych Skorokhod (1930–2011)

    Article • Stochastic Processes and their Applications, March 2012, Elsevier

    Dr Georgiy Shevchenko, Yuriy Kozachenko

  23. Uniform Convergence of Wavelet Expansions of Gaussian Random Processes

    Article • Stochastic Analysis and Applications, February 2011, Taylor & Francis

    Yuriy Kozachenko

  24. Convergence of series of dependent φ-subgaussian random variables

    Article • Journal of Mathematical Analysis and Applications, February 2008, Elsevier

    Yuriy Kozachenko

  25. Simulation of Weakly Self-Similar Stationary Increment $${\text{Sub}}_{\varphi } {\left( \Omega \right)}$$ -Processes: A Series Expansion Approach

    Article • Methodology And Computing In Applied Probability, September 2005, Springer Science + Business Media

    Yuriy Kozachenko

  26. Upper estimate of overrunning by Subϕ (Ω) random process the level specified by continuous function

    Article • Random Operators and Stochastic Equations, June 2005, De Gruyter

    Yuriy Kozachenko

  27. Upper estimate of overrunning by Sub φ (Ω) random process the level specified by continuous function

    Article • Random Operators and Stochastic Equations, January 2005, De Gruyter

    Yuriy Kozachenko

  28. A test for a hypothesis on the correlation function of Gaussian random processes

    Article • Journal of Mathematical Sciences, December 1995, Springer Science + Business Media

    Yuriy Kozachenko

  29. Simulation accuracy of stationary Gaussian stochastic processes inL 2(0,T)

    Article • Journal of Mathematical Sciences, November 1994, Springer Science + Business Media

    Yuriy Kozachenko

  30. Simulation accuracy of Gaussian stochastic processes in L2(0, T)

    Article • Journal of Mathematical Sciences, November 1994, Springer Science + Business Media

    Yuriy Kozachenko