42 citations · 59 across the 3 of their papers we have counts for
4 papers
Quantum equation of motion and two-loop cutoff renormalization for model
A. V. Ivanov, N. V. Kharuk
We present two-loop renormalization of -model effective action by using the background field method and cutoff momentum regularization. In this paper, we also study a derivati…
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
Alexander V. Ivanov, Igor V. Orlovskyi
A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of t…
Detecting hidden periodicities for models with cyclical errors
María Pilar Frías, Alexander V. Ivanov, Nikolai Leonenko +2
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analy…
Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
Alexander V. Ivanov, Nikolai Leonenko, María D. Ruiz-Medina +1
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, un…