13 citations · 49 across the 10 of their papers we have counts for
11 papers
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno +1
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random in…
Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
Yu. Kozachenko, E. Orsingher, L. Sakhno +1
In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied ar…
Aliasing-truncation Errors in Sampling Approximations of Sub-Gaussian Signals
Yuriy Kozachenko, Andriy Olenko
The article starts with new aliasing-truncation error upper bounds in the sampling theorem for non-bandlimited stochastic signals. Then, it investigates approximations…
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Marco Dozzi, Yuriy Kozachenko, Yuliya Mishura +1
We construct the least-square estimator for the unknown drift parameter in the multifractional Ornstein-Uhlenbeck model and establish its strong consistency in the non-ergodic case…
A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Yuriy Kozachenko, Viktor Troshki
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in…
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…