Geodesic

Probability and statistics. Part 15

From editors
p. 5-6
Goodness-of-fit for the Cox model from left truncated and right censored data
p. 7-19
Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics
p. 20-52
Samples without replacement: one property of distribution of range
p. 53-58
On a theorem of V. N. Sudakov on typical distributions
p. 59-74
Distributions of the location of the maximum and minimum for diffusions with jumps
p. 75-94
On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
p. 95-109
Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
p. 110-121
Homoclinic processes and invariant measures for hyperbolic toral automorphisms
p. 122-129
The measure preserving transformations of the jump Lévy process
p. 130-140
On adaptive estimation of probability density functions
p. 141-155
Adaptive detection of functions of large number of variables
p. 156-170
On Haar expansion of Riemann–Liouville process in a critical case
p. 171-180
Minimax risk for quadratically convex sets
p. 181-189
Small deviations of the maximal element of a sequence of independent variables with smooth weights
p. 190-200
The theorems about stochastic integral distributions convergence to signed measures and the local limit theorems for large deviations
p. 201-228
On asymptotic behaviour of probabilities of large and moderate deviations for some iterated stochastic processes
p. 229-242
On Markov diffusion processes with delayed reflection from interval's boundary
p. 243-267
A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
p. 268-281