Horowitz, Joel L.; Lee, Sokbae Inference in a class of optimization problems: confidence regions and finite sample bounds on errors in coverage probabilities. (English) Zbl 1531.62145 J. Bus. Econ. Stat. 41, No. 3, 927-938 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Baricz, Árpád; Pogány, Tibor K. Probabilistic and analytical aspects of the symmetric and generalized Kaiser-Bessel window function. (English) Zbl 1529.60023 Constr. Approx. 58, No. 3, 713-783 (2023). MSC: 60E05 60E10 33C10 44A20 39B62 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Sakhno, Lyudmyla Investigation of Airy equations with random initial conditions. (English) Zbl 1519.35375 Electron. Commun. Probab. 28, Paper No. 16, 14 p. (2023). MSC: 35R60 35B45 35G10 60G20 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Xin; Yang, Dan; Xu, Yan; Xia, Yin; Wang, Dong; Shen, Haipeng Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (English) Zbl 07648726 J. Econom. 232, No. 2, 544-564 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Moklyachuk, Mikhail (ed.) Stochastic processes. Fundamentals and emerging applications. (English) Zbl 1504.60003 Mathematics Research Developments. New York, NY: Nova Science Publishers (ISBN 978-1-68507-982-6/hbk; 979-8-88697-475-1/ebook). 530 p. (2022). MSC: 60-01 60Gxx 60Jxx 60H30 60Kxx 92D25 × Cite Format Result Cite Review PDF Full Text: DOI
Lamin, Aounallah; Yamnenko, Rostyslav Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims. (Ukrainian. English summary) Zbl 1513.62219 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 20-27 (2022). MSC: 62P05 60G50 60G15 91B05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hopkalo, O. M.; Sakhno, L. M.; Vasylyk, O. I. Properties of solutions to linear KdV equations with \(\varphi\)-sub-Gaussian initial conditions. (English) Zbl 1513.35475 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 2, 11-19 (2022). MSC: 35Q53 60G15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wang, Rongjie Blind source separation based on adaptive artificial bee colony optimization and kurtosis. (English) Zbl 1508.94036 Circuits Syst. Signal Process. 40, No. 7, 3338-3354 (2021). MSC: 94A12 94A20 × Cite Format Result Cite Review PDF Full Text: DOI
Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. (English) Zbl 1479.60074 Mod. Stoch., Theory Appl. 8, No. 1, 41-62 (2021). MSC: 60G15 60G20 60G60 35G10 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Kaul, Abhishek; Fotopoulos, Stergios B.; Jandhyala, Venkata K.; Safikhani, Abolfazl Inference on the change point under a high dimensional sparse mean shift. (English) Zbl 1460.62148 Electron. J. Stat. 15, No. 1, 71-134 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 62F10 62F12 62F03 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Yamnenko, R.; Yurchenko, N. On an estimate of probability of exceeding a line by weighted aggregate of sub-Gaussian random process. (English) Zbl 07909332 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 37, No. 2, 122-129 (2020). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G07 60K25 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Anru R.; Zhou, Yuchen On the non-asymptotic and sharp lower tail bounds of random variables. (English) Zbl 07851200 Stat 9, No. 1, Paper No. e314, 11 p. (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kollie, O. D.; Yamnenko, R. E. Alternative estimate of curve exceeding probability of sub-Gaussian random process. (English) Zbl 1474.60094 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 37-39 (2020). MSC: 60G07 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hopkalo, O. M.; Sakhno, L. M.; Vasylyk, O. I. Properties of \(\varphi\)-sub-Gaussian stochastic processes related to the heat equation with random initial conditions. (English) Zbl 1474.60093 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 1-2, 17-24 (2020). MSC: 60G07 60G17 35R60 60E07 60G70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Vasylyk, O. I. Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes. (English. Ukrainian original) Zbl 1455.60054 Theory Probab. Math. Stat. 101, 51-65 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 49-62 (2019). MSC: 60G07 60K25 60G15 60G99 × Cite Format Result Cite Review PDF Full Text: DOI
Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D. On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. (English) Zbl 1445.60016 ESAIM, Probab. Stat. 24, 39-55 (2020). MSC: 60E05 62E15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. (English) Zbl 1434.35281 Mod. Stoch., Theory Appl. 7, No. 1, 79-96 (2020). MSC: 35R60 35G10 60G20 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vasylyk, O. I.; Hopkalo, O. M.; Kozachenko, Yu. V.; Sakhno, L. M. Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 1463.60058 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18-22 (2019). MSC: 60G15 60G17 60E07 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Vasylyk, O. I. Estimation of distribution of suprema of a strictly \(\varphi\)-sub-Gaussian quasi shot noise process. (Ukrainian. English summary) Zbl 1449.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 2, 7-16 (2019). MSC: 60G15 60G22 60G51 62M15 × Cite Format Result Cite Review PDF
Zheng, Lili; Raskutti, Garvesh Testing for high-dimensional network parameters in auto-regressive models. (English) Zbl 1434.62201 Electron. J. Stat. 13, No. 2, 4977-5043 (2019). MSC: 62M10 62J07 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Zhao, Weihua; Zhang, Fode; Wang, Xuejun; Li, Rui; Lian, Heng Principal varying coefficient estimator for high-dimensional models. (English) Zbl 1434.62159 Statistics 53, No. 6, 1234-1250 (2019). MSC: 62J07 62G07 65D07 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Cao, Taoyun Research and application of Hoeffding inequality under sub-Gaussian distribution. (Chinese. English summary) Zbl 1438.60017 Math. Pract. Theory 49, No. 3, 267-272 (2019). MSC: 60E15 × Cite Format Result Cite Review PDF
Kozachenko, Yu.; Orsingher, E.; Sakhno, L.; Vasylyk, O. Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions. (English) Zbl 1418.35325 J. Stat. Phys. 172, No. 6, 1641-1662 (2018). MSC: 35Q53 35K58 35R11 35R60 60G12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Jianqing; Liu, Han; Wang, Weichen Large covariance estimation through elliptical factor models. (English) Zbl 1402.62124 Ann. Stat. 46, No. 4, 1383-1414 (2018). MSC: 62H25 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin Are discoveries spurious? Distributions of maximum spurious correlations and their applications. (English) Zbl 1402.62097 Ann. Stat. 46, No. 3, 989-1017 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62H10 62H20 62E17 62F03 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Jabłońska-Sabuka, Matylda; Teuerle, Marek; Wyłomańska, Agnieszka Bivariate sub-Gaussian model for stock index returns. (English) Zbl 1499.91065 Physica A 486, 628-637 (2017). MSC: 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Marchal, Olivier; Arbel, Julyan On the sub-Gaussianity of the beta and Dirichlet distributions. (English) Zbl 1395.60016 Electron. Commun. Probab. 22, Paper No. 54, 14 p. (2017). MSC: 60E05 60E15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Wang, Rongjie; Zhan, Yiju; Zhou, Haifeng A class of sequential blind source separation method in order using swarm optimization algorithm. (English) Zbl 1364.94174 Circuits Syst. Signal Process. 35, No. 9, 3220-3243 (2016). MSC: 94A12 94-04 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Omelchenko, Vadym Parameter estimation of sub-Gaussian stable distributions. (English) Zbl 1307.93406 Kybernetika 50, No. 6, 929-949 (2014). MSC: 93E10 93E12 62E10 × Cite Format Result Cite Review PDF Full Text: Link
Troshki, V. B. Ideal de-noising for signals in \(\varphi\)-sub-Gaussian noise. (English) Zbl 1313.94019 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 39-46 (2014). MSC: 94A11 60G35 93E10 93E11 62M20 × Cite Format Result Cite Review PDF
Kabluchko, Zakhar; Wang, Yizao Limiting distribution for the maximal standardized increment of a random walk. (English) Zbl 1323.60074 Stochastic Processes Appl. 124, No. 9, 2824-2867 (2014). MSC: 60G70 60G50 60F10 60F05 60G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ionescu, Marius; Rogers, Luke G.; Strichartz, Robert S. Pseudo-differential operators on fractals and other metric measure spaces. (English) Zbl 1287.35111 Rev. Mat. Iberoam. 29, No. 4, 1159-1190 (2013). Reviewer: Mihai Pascu (Bucureşti) MSC: 35S05 46F12 28A80 28C15 42B20 42B15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yamnenko, R. E. Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments. (English. Ukrainian original) Zbl 1274.60114 Theory Probab. Math. Stat. 85, 181-197 (2012); translation from Teor. Jmovirn. Mat. Stat. 85, 161-176 (2011). MSC: 60G07 60K25 60G22 × Cite Format Result Cite Review PDF Full Text: DOI
Naik, Ganesh R. Measure of quality of source separation for sub- and super-Gaussian audio mixtures. (English) Zbl 1268.94012 Informatica, Vilnius 23, No. 4, 581-599 (2012). MSC: 94A12 × Cite Format Result Cite Review PDF
Yamnenko, R. E.; Shramko, O. S. On the distribution of storage processes from the class \(V(\varphi,\psi)\). (English. Russian original) Zbl 1241.90009 Theory Probab. Math. Stat. 83, 191-206 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 163-176 (2010). MSC: 90B05 60G07 60K25 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Z.; Walden, A. T.; McCoy, E. J. Correntropy: Implications of nonGaussianity for the moment expansion and deconvolution. (English) Zbl 1217.94084 Signal Process. 91, No. 4, 864-876 (2011). MSC: 94A17 × Cite Format Result Cite Review PDF Full Text: DOI Link
Buciu, I.; Kotropoulos, C.; Pitas, I. Comparison of ICA approaches for facial expression recognition. (English) Zbl 1178.94016 Signal Image Video Process. 3, No. 4, 345-361 (2009). MSC: 94A08 68T10 68U10 × Cite Format Result Cite Review PDF Full Text: DOI
Vasylyk, O. I.; Kozachenko, Yu. V.; Yamnenko, R. E. \(\varphi\)-sub-Gaussian random processes. (\(\варпхи\)-субгауссові випадкові процеси.) (Ukrainian) Zbl 1224.60070 Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-051-1). 231 p. (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 60-02 60G17 × Cite Format Result Cite Review PDF
Dümbgen, Lutz; Walther, Günther Multiscale inference about a density. (English) Zbl 1142.62336 Ann. Stat. 36, No. 4, 1758-1785 (2008). MSC: 62G07 62G10 62G15 62G30 62G20 62N03 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kozachenko, Yu. V.; Pashko, A. O.; Rozora, I. V. Modelling of stochastic processes and fields. (Моделювания випадкових процесів та полів.) (Ukrainian) Zbl 1199.60003 Kyïv: Zadruga (ISBN 978-966-432-021-1). 230 p. (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60-02 60G07 60G15 × Cite Format Result Cite Review PDF
Yamnenko, R. E. An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process. (Ukrainian, English) Zbl 1118.60076 Teor. Jmovirn. Mat. Stat. 73, 161-172 (2005); translation in Theory Probab. Math. Stat., Vol 73, 181-194 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60K25 60G07 60K30 90B22 × Cite Format Result Cite Review PDF Full Text: Link
Vasylyk, Olga; Kozachenko, Yuriy; Yamnenko, Rostyslav Upper estimate of overrunning by \(\text{Sub}_{\varphi}(\Omega)\) random process the level specified by continuous function. (English) Zbl 1118.60025 Random Oper. Stoch. Equ. 13, No. 2, 111-128 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 60K25 × Cite Format Result Cite Review PDF
Kozachenko, Yu. V.; Leonenko, G. M. Extremal behavior of the heat random field. (English) Zbl 1115.60054 Extremes 8, No. 3, 191-205 (2005). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G60 60G17 × Cite Format Result Cite Review PDF Full Text: DOI
Yamnenko, Rostyslav On probability of crossing for a sum of \(\varphi\)-sub-Gaussian random processes. (Ukrainian. English summary) Zbl 1088.60036 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 74-82 (2005). MSC: 60G15 × Cite Format Result Cite Review PDF
Yamnenko, Rostyslav On the probability of exceeding some curve by trajectories of a \(\varphi\)-sub-Gaussian random process. (Ukrainian. English summary) Zbl 1064.60071 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 3, 82-86 (2004). MSC: 60G15 × Cite Format Result Cite Review PDF
Kozachenko, Yurij V.; Vasylyk, Ol’ga I. Sample paths continuity and estimates of distributions of increments of separable stochastic processes from the class \(V(\varphi,\psi)\) defined on a compact set. (Ukrainian. English summary) Zbl 1064.60057 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 2, 45-50 (2004). MSC: 60G07 60G17 × Cite Format Result Cite Review PDF
Frahm, Gabriel; Junker, Markus; Szimayer, Alexander Elliptical copulas: Applicability and limitations. (English) Zbl 1116.62352 Stat. Probab. Lett. 63, No. 3, 275-286 (2003). MSC: 62H05 62H20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Giuliano Antonini, R.; Kozachenko, Yu. V.; Tegza, A. M. Inequalities for the norms of sub-Gaussian vectors and the accuracy of the modelling of random processes. (English. Ukrainian original) Zbl 1027.60036 Theory Probab. Math. Stat. 66, 63-72 (2003); translation from Teor. Jmovirn. Mat. Stat. 66, 58-66 (2002). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60G17 60G07 × Cite Format Result Cite Review PDF
Kozachenko, Yu. V.; Pashko, A. O. Modelling of random processes. (Modelyuvannya vypadkovykh protsesiv.) (Ukrainian) Zbl 0937.60022 Kyïv: Vydavnychyj Tsentr “Kyïvs’kyj Universytet”. 223 p. (1999). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60G07 60G15 60-02 × Cite Format Result Cite Review PDF
Ravishanker, Nalini; Qiou, Zuqiang Monte Carlo EM estimation for multivariate stable distributions. (English) Zbl 0945.62059 Stat. Probab. Lett. 45, No. 4, 335-340 (1999). MSC: 62H12 65C05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Vasylyk, O. Conditions for boundedness of the supremum of a stochastic process from the space \(\text{Sub}_{\varphi}(\Omega)\). (Ukrainian. English summary) Zbl 0956.60026 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 1998, No. 1, 8-11 (1998). Reviewer: O.O.Kurchenko (Kyïv) MSC: 60G07 60E15 × Cite Format Result Cite Review PDF
Zheng, Xiaodong; Loh, Wei-Yin Consistent variable selection in linear models. (English) Zbl 0818.62060 J. Am. Stat. Assoc. 90, No. 429, 151-156 (1995). MSC: 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Pashko, A. O. On estimators of the distribution of the supremum of sub-Gaussian integrals. (English. Russian original) Zbl 0840.60048 Theory Probab. Math. Stat. 46, 121-127 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 124-132 (1992). Reviewer: I.C.Vladimirescu (Craiova) MSC: 60G70 60H05 62E20 × Cite Format Result Cite Review PDF
Ostrovskij, E. I. Exponential bounds for the distribution of the maximum of a non-Gaussian random field. (English. Russian original) Zbl 0774.60050 Theory Probab. Appl. 35, No. 3, 487-499 (1990); translation from Teor. Veroyatn. Primen. 35, No. 3, 482-493 (1990). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G60 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Mikushin, V. I.; Ostrovskij, E. I. Estimates of the distribution of the maximum of discontinuous random fields. (English. Russian original) Zbl 0708.60044 Theory Probab. Math. Stat. 41, 57-63 (1990); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 50-56 (1989). MSC: 60G60 60E15 × Cite Format Result Cite Review PDF
Mikushin, V. I.; Ostrovskij, E. I. Estimates of the distribution of the maximum of discontinuous random fields. (Russian) Zbl 0696.60049 Teor. Veroyatn. Mat. Stat., Kiev 41, 50-56 (1989). Reviewer: E.I.Trofimov MSC: 60G60 × Cite Format Result Cite Review PDF