Vitalii Makogin
Vitalii Makogin
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Titel
Zitiert von
Zitiert von
Jahr
Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet
V Makogin, Y Mishura
Stochastic Analysis and Applications 33 (3), 413-428, 2015
52015
Long range dependence for stable random processes
V Makogin, M Oesting, A Rapp, E Spodarev
Journal of Time Series Analysis 42 (2), 161-185, 2021
22021
Detecting anomalies in fibre systems using 3-dimensional image data
D Dresvyanskiy, T Karaseva, V Makogin, S Mitrofanov, C Redenbach, ...
Statistics and Computing 30 (4), 817-837, 2020
22020
On mean–variance hedging under partial observations and terminal wealth constraints
V Makogin, A Melnikov, Y Mishura
International Journal of Theoretical and Applied Finance 20 (05), 1750031, 2017
22017
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
V Makogin
Modern Stochastics: Theory and Applications 3 (2), 181-190, 2016
22016
Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2
V Makogin, Y Mishura
Stochastics 92 (5), 746-760, 2020
12020
Application of clustering methods to anomaly detection in fibrous media
D Dresvyanskiy, T Karaseva, S Mitrofanov, C Redenbach, S Schwaar, ...
IOP Conference Series: Materials Science and Engineering 537 (2), 022001, 2019
12019
Strong limit theorems for anisotropic self-similar fields
V Makogin, Y Mishura
Modern Stochastics: Theory and Applications 1 (1), 73-93, 2014
12014
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond
N Leonenko, V Makogin, MS Cadirci
arXiv preprint arXiv:2010.10918, 2020
2020
Entropy-based test for generalized Gaussian distributions
MS Cadirci, D Evans, N Leonenko, V Makogin
arXiv preprint arXiv:2010.06284, 2020
2020
Limit theorems for excursion sets of subordinated Gaussian random fields with long memory
V Makogin, E Spodarev
arXiv preprint arXiv:2008.00761, 2020
2020
Approximate solution of the integral equations involving kernel with additional singularity
V Makogin, Y Mishura, H Zhelezniak
arXiv preprint arXiv:2007.01274, 2020
2020
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions
V Makogin, Y Mishura
Nonlinear Analysis: Modelling and Control 25 (6), 1079-1106, 2020
2020
Minimization of the entropy for a mixture of standard and fractional Brownian motions
V Makogin, Y Mishura, G Zheleznyak
Theory of Probability and Mathematical Statistics 101, 193-215, 2020
2020
Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments
V Makogin, Y Mishura
Stochastic Models 35 (4), 391-428, 2019
2019
Asymptotic properties of integral functionals of fractional Brownian fields
V Makogin
Theory of Probability and Mathematical Statistics 91, 105-114, 2015
2015
PROBABILITY DISTRIBUTIONS OF EXTREMES OF SELF–SIMILAR GAUSSIAN RANDOM FIELDS
Y Kozachenko, V Makogin
Analysis 5 (1), 25-42, 2014
2014
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