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Vitalii Makogin
Vitalii Makogin
在 uni-ulm.de 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Entropy-based test for generalised Gaussian distributions
MS Cadirci, D Evans, N Leonenko, V Makogin
Computational Statistics & Data Analysis 173, 107502, 2022
152022
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
V Makogin, E Spodarev
Stochastics 94 (1), 111-142, 2022
122022
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
92020
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
82021
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
82015
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
42020
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
42019
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
42019
Approximate solution of the integral equations involving kernel with additional singularity
V Makogin, Y Mishura, H Zhelezniak
Stochastic Models 37 (4), 549-567, 2021
32021
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
32021
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
32020
Simulation paradoxes related to a fractional Brownian motion with small Hurst index
V Makogin
Modern Stochastics: Theory and Applications 3 (2), 181-190, 2016
32016
A statistical method for crack detection in 3D concrete images
V Makogin, D Nguyen, E Spodarev
arXiv preprint arXiv:2402.16126, 2024
22024
Extrapolation of stationary random fields via level sets
A Das, V Makogin, E Spodarev
Theory of Probability and Mathematical Statistics 106, 85-103, 2022
22022
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
22017
Strong limit theorems for anisotropic self-similar fields
V Makogin, Y Mishura
Modern Stochastics: Theory and Applications 1 (1), 73-93, 2014
22014
Prediction of random variables by excursion metric projections
V Makogin, E Spodarev
arXiv preprint arXiv:2207.00447, 2022
12022
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
12020
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
12019
PROBABILITY DISTRIBUTIONS OF EXTREMES OF SELF–SIMILAR GAUSSIAN RANDOM FIELDS
Y Kozachenko, V Makogin
Analysis 5 (1), 25-42, 2014
1*2014
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