A. A. Gushchin, D. A. Borzykh, “Integrated quantile functions: properties and applications”, Modern Stochastics: Theory and Applications, 4:4 (2017), 285-314
D. A. Borzykh, “On a property of joint terminal distributions of locally integrable increasing processes and their compensators”, Theory Stoch. Process., 23(39):2 (2018), 7–20
D. A. Borzykh, “Joint distributions of generalized integrable increasing processes and their generalized compensators”, Teor. Veroyatnost. i Primenen., 69:1 (2024), 3–32; Theory Probab. Appl., 69:1 (2024), 1–24
2023
2.
D. A. Borzykh, A. A. Yazykov, “Structural break detection in autoregressional conditional heteroskedasticity model: case of Student distribution”, Matem. Mod., 35:1 (2023), 51–58
2022
3.
Dmitriy Borzykh, Alexander Gushchin, “On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions”, Mod. Stoch., Theory Appl., 9:3 (2022), 265–277
D. A. Borzykh, A. A. Yazykov, “On the practical applicability of three CUSUM-methods for structural breaks detection in EGARCH-models”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 16:1 (2020), 19–30
D. A. Borzykh, “On a property of joint terminal distributions of locally integrable increasing processes and their compensators”, Theory Stoch. Process., 23(39):2 (2018), 7–20
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