Geodesic

Sommaire du Fascicule no. 1

High extremes of Gaussian chaos processes: a discrete time approximation approach
p. 3-28
Constructing explicit estimators in nonlinear regression problems
p. 29-56
Limit theorems for power-series distributions with finite radius of convergence
p. 57-69
Criteria of relative and stochastic compactness for distributions of sums of independent random variables
p. 70-88
Convergence rate estimates in the global CLT for compound mixed Poisson distributions
p. 89-116
Poisson statistics of eigenvalues in the hierarchical Dyson model
p. 117-144
Improvements of Plachky--Steinebach theorem
p. 145-166
A functional central limit theorem for integrals of stationary mixing random fields
p. 167-185
Modeling and fitting of time series with heavy distribution tails and strong time dependence by Gaussian time series
p. 186-190
Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough
p. 191-202
The International Conference on Analytical and Computational Methods in the Theory of Probability and Its Applications (ACMTP)
Computational finance. 2nd International Conference --- Lisbon 2017
p. 204-206

Sommaire du Fascicule no. 2

On estimation of parameters in the case of discontinuous densities
p. 211-239
Massive excursions of Gaussian isotropic fields. Method of moments
p. 240-259
On the order of random permutation with cycle weights
p. 260-283
The $I$-function distribution and its extensions
p. 284-305
Weak Euler scheme for L\'evy-driven stochastic differential equations
p. 306-329
On exponential functionals of processes with independent increments
p. 330-357
Goodness-of-fit tests based on sup-functionals of weighted empirical processes
p. 358-388
Fourier series expansion of stochastic measures
p. 389-401
A discrimination test for tails of Weibull-type distributions
p. 402-413
Postgraduate Student Colloquium at the chair of probability theory of the

Sommaire du Fascicule no. 3

Two-boundary problem for a random walk in a random environment
p. 417-430
Robust sign test for the unit root hypothesis of autoregression
p. 431-446
Discrimination of close hypotheses about the distribution tails using higher order statistics
p. 447-467
On the exact asymptotics of small deviations of $L_2$-norm for some Gaussian random fields
p. 468-481
$K$-differenced vector random fields
p. 482-499
Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process
p. 500-519
Lamperti-type theorems for random fields
p. 520-544
Exact bounds on the truncated-tilted mean, with applications
p. 545-564
A note on the quasi-stationary distribution of the Shiryaev martingale on the positive half-line
p. 565-583
The Berry--Esseen bound for $\rho$-mixing random variables and its applications in nonparametric regression model
p. 584-608
Estimates with asymptotically uniformly minimal $d$-risk
p. 609-618

Sommaire du Fascicule no. 4

Stability conditions for queueing systems with regenerative flow of interruptions
p. 623-653
On one homogeneity test based on quadratic deviations between kernel estimators of a distribution density in $p\geq 2$ independent samples
p. 654-668
Method of moments for exit probabilities of Gaussian vector processes from a large region
p. 669-682
Bayesian sequential testing problem for a Brownian bridge
p. 683-712
Sequential testing of two hypotheses for a stationary Ornstein--Uhlenbeck process
p. 713-729
On a characterization theorem for probability distributions on discrete Abelian groups
p. 730-754
First-passage times over moving boundaries for asymptotically stable walks
p. 755-778
Limit theorems for random exponentials: the bounded support case
p. 779-794
Reduced critical branching processes for small populations
p. 795-807
Maximum likelihood method in de Finetti's theorem
p. 808-816
Persistence probabilities and a decorrelation inequality for the Rosenblatt process and Hermite processes
p. 817-826
In memory of O.~V.~Viskov (02.02.1937 -- 21.06.2018)