Sergiy Shklyar

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Person:340764

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zbMath Open shklyar.sergii-vMaRDI QIDQ340764

List of research outcomes

PublicationDate of PublicationType
Gaussian processes with Volterra kernels2024-03-16Paper
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index2023-10-12Paper
Gaussian Volterra processes: Asymptotic growth and statistical estimation2023-05-17Paper
Gaussian Volterra processes with power-type kernels. II2022-12-13Paper
Gaussian Volterra processes with power-type kernels. I2022-09-19Paper
https://portal.mardi4nfdi.de/entity/Q50880862022-07-04Paper
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions2019-10-17Paper
Distance between the fractional Brownian motion and the space of adapted Gaussian martingales2019-07-29Paper
Maximum likelihood estimation for Gaussian process with nonlinear drift2019-07-12Paper
Consistency of the total least squares estimator in the linear errors-in-variables regression2019-05-17Paper
Asymptotically independent estimates in a structural linear model with measurement errors2019-02-27Paper
Singular asymptotic normality of an estimator in the conic section fitting problem. II2017-02-09Paper
Maximum likelihood drift estimation for Gaussian process with stationary increments2016-12-01Paper
Radiation risk estimation. Based on measurement error models2016-11-22Paper
Identifiability of logistic regression with homoscedastic error: Berkson model2016-11-15Paper
Equivariant adjusted least squares estimator in two-line fitting model2016-11-15Paper
Singular asymptotic normality of an estimator in the conic section fitting problem. I2016-08-29Paper
Quasi score is more efficient than corrected score in a polynomial measurement error model2015-10-14Paper
Conditional Estimators in Exponential Regression with Errors in Covariates2015-09-16Paper
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent2015-09-08Paper
Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors2015-09-08Paper
https://portal.mardi4nfdi.de/entity/Q52627332015-07-16Paper
Approximation of fractional Brownian motion by martingales2014-12-05Paper
The uniqueness of the quasi-likelihood estimator in the Poisson model with an error in the regressor2014-10-15Paper
Logistic regression with homoscedastic errors—A Berkson model2013-09-17Paper
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model2012-06-11Paper
https://portal.mardi4nfdi.de/entity/Q53253442009-08-08Paper
On the conic section fitting problem2007-03-29Paper
A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q45298112002-05-07Paper
First-order planar autoregressive model0001-01-03Paper

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