Entropy-based test for generalised Gaussian distributions MS Cadirci, D Evans, N Leonenko, V Makogin Computational Statistics & Data Analysis 173, 107502, 2022 | 15 | 2022 |
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence V Makogin, E Spodarev Stochastics 94 (1), 111-142, 2022 | 12 | 2022 |
Detecting anomalies in fibre systems using 3-dimensional image data D Dresvyanskiy, T Karaseva, V Makogin, S Mitrofanov, C Redenbach, ... Statistics and Computing 30 (4), 817-837, 2020 | 9 | 2020 |
Long range dependence for stable random processes V Makogin, M Oesting, A Rapp, E Spodarev Journal of Time Series Analysis 42 (2), 161-185, 2021 | 8 | 2021 |
Example of a Gaussian Self-Similar Field With Stationary Rectangular Increments That Is Not a Fractional Brownian Sheet V Makogin, Y Mishura Stochastic Analysis and Applications 33 (3), 413-428, 2015 | 8 | 2015 |
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions V Makogin, Y Mishura Nonlinear Analysis: Modelling and Control 25 (6), 1079-1106, 2020 | 4 | 2020 |
Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments V Makogin, Y Mishura Stochastic Models 35 (4), 391-428, 2019 | 4 | 2019 |
Application of clustering methods to anomaly detection in fibrous media D Dresvyanskiy, T Karaseva, S Mitrofanov, C Redenbach, S Schwaar, ... IOP Conference Series: Materials Science and Engineering 537 (2), 022001, 2019 | 4 | 2019 |
Approximate solution of the integral equations involving kernel with additional singularity V Makogin, Y Mishura, H Zhelezniak Stochastic Models 37 (4), 549-567, 2021 | 3 | 2021 |
The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond N Leonenko, V Makogin, MS Cadirci Electronic Journal of Statistics 15 (2), 6344-6381, 2021 | 3 | 2021 |
Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2 V Makogin, Y Mishura Stochastics 92 (5), 746-760, 2020 | 3 | 2020 |
Simulation paradoxes related to a fractional Brownian motion with small Hurst index V Makogin Modern Stochastics: Theory and Applications 3 (2), 181-190, 2016 | 3 | 2016 |
A statistical method for crack detection in 3D concrete images V Makogin, D Nguyen, E Spodarev arXiv preprint arXiv:2402.16126, 2024 | 2 | 2024 |
Extrapolation of stationary random fields via level sets A Das, V Makogin, E Spodarev Theory of Probability and Mathematical Statistics 106, 85-103, 2022 | 2 | 2022 |
On mean–variance hedging under partial observations and terminal wealth constraints V Makogin, A Melnikov, Y Mishura International Journal of Theoretical and Applied Finance 20 (05), 1750031, 2017 | 2 | 2017 |
Strong limit theorems for anisotropic self-similar fields V Makogin, Y Mishura Modern Stochastics: Theory and Applications 1 (1), 73-93, 2014 | 2 | 2014 |
Prediction of random variables by excursion metric projections V Makogin, E Spodarev arXiv preprint arXiv:2207.00447, 2022 | 1 | 2022 |
Minimization of the entropy for a mixture of standard and fractional Brownian motions V Makogin, Y Mishura, G Zheleznyak Theory of Probability and Mathematical Statistics 101, 193-215, 2020 | 1 | 2020 |
ENTROPY MINIMIZATION FOR A MIXTURE OF STANDARD AND FRACTIONAL BROWNIAN MOTIONS VI Makogin, YS Mishura, GS Zheleznyak Theory of Probability and Mathematical Statistics 101, 169-188, 2019 | 1 | 2019 |
PROBABILITY DISTRIBUTIONS OF EXTREMES OF SELF–SIMILAR GAUSSIAN RANDOM FIELDS Y Kozachenko, V Makogin Analysis 5 (1), 25-42, 2014 | 1* | 2014 |