1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2022★ 1 cited
Prediction of random variables by excursion metric projections
Vitalii Makogin, Evgeny Spodarev
We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is…
math.PR2014
Probability distributions of extremes of self-similar Gaussian random fields
Vitalii Makogin, Yuriy Kozachenko
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on t…
math.PR2014
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet
Vitalii Makogin, Yuliya Mishura
We consider anisotropic self-similar random fields, in particular, the fractional Brownian sheet. This Gaussian field is an extension of fractional Brownian motion. We prove some p…