21 citations · 57 across the 29 of their papers we have counts for
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math.PR2020★ 1 cited
On Distributions of One Class of Random Sums and their Applications
Ivan Matsak, Mikhail Moklyachuk
We propose results of the investigation of properties of the random sums of random variables. We consider the case, where the number of summands is the first moment of an event occ…
math.PR2016★ 1 cited
Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
Mikhail Moklyachuk, Vitalii Ostapenko
We consider the problem of optimal linear estimation of the functional that depends on the unknown values of a random sequ…
math.PR2016★ 3 cited
Minimax interpolation of sequences with stationary increments and cointegrated sequences
Maksym Luz, Mikhail Moklyachuk
We consider the problem of optimal estimation of the linear functional depending on the unknown values of a stochastic sequence with stationary i…