V. Yu. Korolev, A. Yu. Korchagin, I. A. Sokolov, “Obobschennye dispersionnye gamma-raspredeleniya kak modeli statisticheskikh zakonomernostei na finansovykh rynkakh”, Inform. i ee primen., 9:4 (2015), 14–28
Tan Zh., Wu Ch., “Limit Laws For the Maxima of Stationary Chi-Processes Under Random Index”, Test, 23:4 (2014), 769–786
M. E. Grigoreva, V. Yu. Korolev, I. A. Sokolov, “Predelnaya teorema dlya geometricheskikh summ nezavisimykh neodinakovo raspredelennykh sluchainykh velichin i ee primenenie k prognozirovaniyu veroyatnosti katastrof v neodnorodnykh potokakh ekstremalnykh sobytii”, Inform. i ee primen., 7:4 (2013), 11–19
V. Yu. Korolev, I. A. Sokolov, “Skoshennye raspredeleniya Styudenta, dispersionnye gamma-raspredeleniya i ikh obobscheniya kak asimptoticheskie approksimatsii”, Inform. i ee primen., 6:1 (2012), 3–11
V. Yu. Korolev, V. E. Bening, L. M. Zaks, A. I. Zeifman, “Obobschennoe raspredelenie Laplasa kak predelnoe dlya sluchainykh summ i statistik, postroennykh po vyborkam sluchainogo ob'ema”, Inform. i ee primen., 6:4 (2012), 34–39
Korolev V.Yu., “On the Relationship Between the Generalized Student T-Distribution and the Variance Gamma Distribution in Statistical Analysis of Random-Size Samples”, Dokl. Math., 86:1 (2012), 566–570
Korolev V.Yu., “O vzaimosvyazi obobschennogo raspredeleniya styudenta i dispersionnogo gamma-raspredeleniya pri statisticheskom analize vyborok sluchainogo ob'ema”, Doklady akademii nauk, 445:6 (2012), 622–622
Tyrygina G.A., “Ob odnoi poleznoi otsenke puassonovskikh summ dlya modelei riska”, Vestn. Tambovskogo un-ta. Ser.: Estestvennye i tekhnicheskie nauki, 14:4 (2009), 815–816
Mark M. Meerschaert, Stilian A. Stoev, “Extremal limit theorems for observations separated by random power law waiting times”, Journal of Statistical Planning and Inference, 139:7 (2009), 2175
V. E. Bening, V. Yu. Korolev, “Nekotorye statisticheskie zadachi, svyazannye s raspredeleniem Laplasa”, Inform. i ee primen., 2:2 (2008), 19–34
V. E. Bening, V. Yu. Korolev, “On an application of the Student distribution in the theory of probability and mathematical statistics”, Theory Probab. Appl., 49:3 (2005), 377–391
Cwikkinska I., Rychlik Z., “Weak convergence of random sums and maximum random sums under nonrandom norming”, Asymptotic Methods in Stochastics, Fields Institute Communications, 44, 2004, 245–263
Jinwen Chen, “From the central limit theorem to heavy-tailed distributions”, Journal of Applied Probability, 40:3 (2003), 803
Wilfried Hazod, Eberhard Siebert, Stable Probability Measures on Euclidean Spaces and on Locally Compact Groups, 2001, 181
V. Yu. Korolev, “Asymptotic properties of extrema of compound Cox processes and their applications to some problems of financial mathematics”, Theory Probab. Appl., 45:1 (2001), 136–147
Chance and Stability, 1999, 533
V. Yu. Korolev, “On convergence of distributions of compound Cox processes to stable laws”, Theory Probab. Appl., 43:4 (1999), 644–650
V. Yu. Korolev, “On the convergence of distributions of random sums of independent random variables to stable laws”, Theory Probab. Appl., 42:4 (1998), 695–696
V. Yu. Korolev, D. O. Selivanova, “Convergence rate estimates in some limit theorems for maximum random sums”, J Math Sci, 76:1 (1995), 2163
V. Yu. Korolev, “Convergence of random sequences with independent random indices. II”, Theory Probab. Appl., 40:4 (1995), 770–772