Econometric Modelling of the Russian Economy*
Theorems of Large Deviations in the Approximation by the Compound Poisson Distribution
On High-Level Exceedances of Gaussian Fields and the Spectrum of Random Hamiltonians
A Complete Metric in the Function Space D α[0, ∞)
An Edgeworth Expansion for Studentized Finite Population Statistics
Estimates of Pseudomoments Via the Stein–Chen Method
Financial Risk Modelling and Econometric Inference
Asymptotic Expansion of the Distribution Density Function for the Sum of Random Variables in the Series Scheme in Large Deviation Zones
Asymptotic Density of Surds with Stable Height
A Note on the Fractional Integrated Fractional Brownian Motion
A Functional Law of the Iterated Logarithm for U-Statistic Type Processes
Autonomous Stochastic Perturbations of Dynamical Systems
On Asymptotics of Large Increments of Sums in Non-i.i.d. Case
Limiting Connection Between Discrete and Continuous Time Forward Interest Rate Curve Models*
Asymptotically Efficient Nonparametric Estimation of Nonlinear Spectral Functionals
On Information Processes in Statistical Experiments with Distributed Observations
Absolute Continuity of Measures in the Class of Markov and Semi-Markov Processes of Diffusion Type
Approximation of Distributions by Parametric Sets*
A Large Sample Approximation to the Profile Plug-in Upper Confidence Limit
Vanishing Fisher Information
Some Results on the Lotka–Volterra Model and its Small Random Perturbations
Confidence Regions on Variance Components in an Extended ANOVA Model for Combining Information
On the Malliavin Calculus for SDE's on Hilbert Spaces
On Weak Solutions of an Integral Equation Driven by a p-Semimartingale of Special Type
Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution
The Universality of Zeta-Functions
Positivity Theorem for a Stochastic Delay Equation on a Manifold
On the Power of R/S-Type Tests under Contiguous and Semi-Long Memory Alternatives
On the Convergence Rate of Euler Scheme for SDE with Lipschitz Drift and Constant Diffusion