Probability and Risk Models

72 та иш

Uniform convergence of an estimator of empirical survival function and nuclear estimates of density from stationary sequences of strongly linearly positive quadrant dependent random variables
Abdurakhman Muhamedov
МақолаProbability and Risk ModelsAIP conference proceedings20230 иқтибос
ABI
Strong law of large numbers for associated random variables with values in infinite dimensional spaces
Olimjon Sh. Sharipov, Shaxzod Rizaqulov
МақолаProbability and Risk ModelsAIP conference proceedings20230 иқтибос
ABI
Asymptotical properties of the estimator of two-dimensional distributions from stationary sequences of positively quadrant dependent random variables
Abdurakhman Muhamedov
МақолаProbability and Risk ModelsAIP conference proceedings20230 иқтибос
ABI
Strong consistency of density function estimates from stationary sequences of linearly positive quadrant dependent random variables
Abdurahman Muhamedov
МақолаProbability and Risk ModelsAIP conference proceedings20230 иқтибос
ABI
On Limit Theorems for Functional Autoregressive Processes with Random Coefficients
Sadillo Sharipov
МақолаProbability and Risk ModelsLobachevskii Journal of Mathematics20230 иқтибос
ABI
Refined Limit Theorems for the Critical Continuous-Time Markov Branching Systems
Азам А. Имомов, Misliddin Murtazaev
БобStochastic processes and statistical mechanicsCommunications in computer and information science20230 иқтибос
ABI
Функциональная предельная теорема для критического ветвящегося процесса со слабо зависимой иммиграцией
Sadillo Sharipov
МақолаProbability and Risk ModelsДискретная математика20240 иқтибос
ABI
Convergence test statistic of kernel estimators of a density function from stationary sequence of strongly linearly positive quadrant dependent random variables
Abdurakhman Muhamedov
МақолаProbability and Risk ModelsAIP conference proceedings20240 иқтибос
ABI
Fisher information and Cramer–Rao inequality for the competing risk model
Sabitbek Erisbaev
МақолаStatistical Distribution Estimation and ApplicationsAIP conference proceedings20240 иқтибос
ABI
Stochastic approach to experiment planning
M. U. Gafurov, Ravshan Kendjayev, Jakhongir Azimov
МақолаProbability and Risk ModelsAIP conference proceedings20240 иқтибос
ABI
Probabilities of small deviations of a critical Galton-Watson process with infinite variance of the number of the direct descendants of particles
Vladimir Vatutin, Elena Evgen'evna Dyakonova, Yakubdzhan Mukhamadzhanovich Khusanbaev
МақолаStochastic processes and statistical mechanicsSbornik Mathematics20250 иқтибос
ABI
Moment inequality, central limit theorem, and the invariance principle for linearly positive quadrant dependent random fields
Abdurakhman Mukhamedov
МақолаProbability and Risk ModelsUkrains’kyi Matematychnyi Zhurnal20250 иқтибос
ABI
Fisher information in a competing risks model with inhomogeneous random interval censoring
N. S. Nurmukhamedova
МақолаStatistical Distribution Estimation and ApplicationsIndustrial laboratory Diagnostics of materials20250 иқтибос
ABI
Functional limit theorems and the asymptotic normality of estimators based on partial observations
I. Rahimov, Sadillo Sharipov
МақолаProbability and Risk ModelsCommunication in Statistics- Theory and Methods20250 иқтибос
ABI
Enhanced asymptotic analysis of continuous-time Markov branching systems: Revisiting limiting structural theorems
Азам А. Имомов, Sarvar B. Iskandarov, Jakhongir B. Azimov +1
МақолаStochastic processes and statistical mechanicsChaos Solitons & Fractals20250 иқтибос
ABI
Moment Inequality, Central Limit Theorem, and the Invariance Principle for Linearly Positive Quadrant Dependent Random Fields
Abdurakhman Mukhamedov
МақолаProbability and Risk ModelsUkrainian Mathematical Journal20250 иқтибос
ABI
Functional Central Limit Theorem for Random Fields with Values in Some Infinite Dimensional Spaces
O.Sh. Sharipov, D.S. Ruzieva
МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
ABI
A Symmetric 1-Volterra Quadratic Stochastic Operator for Portfolio-Share Dynamics
Azam Nurilloevich Zoyidov
МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
ABI
Functional Central Limit Theorem for Random Fields with Values in Some Infinite Dimensional Spaces
O.Sh. Sharipov, D.S. Ruzieva
МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
ABI
A Symmetric 1-Volterra Quadratic Stochastic Operator for Portfolio-Share Dynamics
Azam Nurilloevich Zoyidov
МақолаStochastic processes and financial applicationsZenodo (CERN European Organization for Nuclear Research)20260 иқтибос
ABI
Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e22"> <mml:mrow> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> <mml:mrow> <mml:mo>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>]</mml:mo> </mml:mrow> </mml:mrow> </mml:math>
Ibrohim Muxtorov, O Sharipov
МақолаProbability and Risk ModelsStatistics & Probability Letters20260 иқтибос
ABI
Deterministic solvency thresholds and RL-based premium calibration for life insurance under age-structured epidemics
Bizhigit Sagidolla, Shirali Kadyrov
МақолаInsurance, Mortality, Demography, Risk ManagementElectronic Research Archive20260 иқтибос
ABI