Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Mosyagin, Vyacheslav Evgenevich

Total publications: 22 (22)
in MathSciNet: 10 (10)
in zbMATH: 11 (11)
in Web of Science: 10 (10)
in Scopus: 6 (6)
Cited articles: 7
Citations: 37

Number of views:
This page:3673
Abstract pages:1785
Full texts:657
References:125
Mosyagin, Vyacheslav Evgenevich
Professor
Candidate of physico-mathematical sciences (1990)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 6.01.1953
Keywords: Convergens of stochastic processes, maximum likelihood processes, maximum likelihood estimation
UDC: 519.21

Subject:

Probability theory, mathematical statistics, stochastic processes

   
Main publications:
  1. Mosyagin V.E., “Otsenka skorosti skhodimosti raspredelenii normirovannykh otsenok maksimalnogo pravdopodobiya v sluchae razryvnoi plotnosti”, Sibirskii matematicheskii zhurnal, 37:4 (1996), 895–903
  2. Mosyagin V.E., “Asimptoticheskoe predstavlenie dlya protsessa otnosheniya pravdopodobiya v sluchae razryvnoi plotnosti”, Sibirskii matematicheskii zhurnal, 35:2 (1994), 416–423
  3. Mosyagin V.E., “O skorosti skhodimosti raspredeleniya protsessa maksimalnogo pravdopodobiya: sluchai razryvnoi plotnosti”, Teoriya veroyatnostei i ee primenenie, 35:3 (1990), 607–609
  4. V. E. Mosyagin, N. A. Shvemler, “Raspredelenie momenta maksimuma raznosti dvukh puassonovskikh protsessov s otritsatelnym lineinym snosom”, Sibirskie elektronnye matematicheskie izvestiya, 13 (2016), 1229–1248
  5. V. E. Mosyagin, N. A. Shvemler, “Lokalnye svoistva predelnogo raspredeleniya statisticheskoi otsenki tochki razryva plotnosti”, Sib. elektron. matem. izv., 14 (2017), 1307–1316

https://www.mathnet.ru/eng/person28719
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/306301

Full list of publications:
| scientific publications | by years | by types | by times cited | common list |


Citations (Crossref Cited-By Service + Math-Net.Ru)
1. V. E. Mosyagin, “Poisson process with linear drift and related function series”, Theory Probab. Appl., 69:2 (2024), 281–293  mathnet  crossref  crossref
2. V. E. Mosyagin, “Joint distribution of the supremum and the time of its attaining for a trajectory of the Poisson process with linear drift”, Teor. Veroyatnost. i Primenen.  mathnet  crossref
3. V. E. Mosyagin, “Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch”, Theory Probab. Appl., 66:2 (2021), 75–88  mathnet  crossref  crossref  mathscinet  zmath  isi  scopus
4. V. E. Mosyagin, “ASYMPTOTICS FOR THE DISTRIBUTION OF THE TIME OF ATTAINING THE MAXIMUM FOR A TRAJECTORY OF A POISSON PROCESS WITH LINEAR DRIFT AND INTENSITY SWITCH”, Theory of Probability and Its Applications, 66:1 (2021), 75–88 (to appear)  crossref  mathscinet  zmath  isi  scopus 3
5. V. E. Mosyagin, “Exact Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Compound Poisson Process with Linear Drift”, Siberian Advances in Mathematics, 30:1 (2020), 26–42  mathnet  crossref  scopus
6. V. E. Mosyagin, “Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift”, Siberian Adv. Math., 30:1 (2020), 26–42  mathnet  crossref  crossref  scopus
7. V. E. Mosyagin, N. A. Shvemler, “Asymptotic confidence interval for a discontinuity point of a probability density function”, Trudy Instituta Matematiki i Mekhaniki URO RAN, 24:2 (2018), 194–199  mathnet  crossref  mathscinet  isi  elib
8. V. E. Mosyagin, N. A. Shvemler, “Integro-local estimates for the time of attaining the maximum by the Poisson process with linear drift”, Rabota podderzhana RFFI, grant 15-01-07460A, Matematika v sovremennom mire. Mezhdunarodnaya konferentsiya, posvyaschennaya 60-letiyu Instituta matematiki im. S.L. Soboleva, Tezisy dokladov (Novosibirsk, Rossiya, 14-19 avgusta 2017 g.), eds. G.V. Demidenko i dr., Instituta matematiki im. Soboleva SO RAN, Novosibirsk, 2017, 370 http://math.nsc.ru/conference/mmw/2017/Book_Abstract.pdf
9. V. E. Mosyagin, N. A. Shvemler, “Local properties of the limiting distribution of the statistical estimator for jump point of a density”, Siberian Electronic Mathematical Reports, 14 (2017), 1307–1316 (to appear)  mathnet  crossref  mathscinet  zmath  isi  scopus
10. V. E. Mosyagin, N. A. Shvemler, “Distribution for the time of attaining the maximum for the difference of the two Poisson's processes with negative lenear drift”, Siberian Electronic Mathematical Reports, 13 (2016), 1229–1248 (to appear)  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
11. V. E. Mosyagin, N. A. Shvemler, “Distribution on the time of attaining the maximum for a Poisson process with negative drift”, Modern Problems in Theoretical and Applied Probability (Novosibirsk, 22–25 avgusta 2016 g.), Novosibirsk, 22–25 august 2016, VI International Conference, Novosibirsk, RITs NGU, 2016, 2016, 41–42
12. V. E. Mosyagin, N. A. Shvemler, “Probabilistic technique of multiple integrals transformation into integrals of lower dimention”, Vestnik Tyumen State University, 2014, no. 7, 192–198  elib
13. V. E. Mosyagin, M. E. Senkova, “Chislovye kharakteristiki uporyadochennoi vyborki iz dvumernogo normalnogo raspredeleniya”, Vestnik Tyumenskogo gosudarstvennogo universiteta, 2010, no. 6, 108–114  elib
14. V. E. Mosyagin, “Primer tochnoi skorosti skhodimosti raspredelenii normirovannykh otsenok maksimalnogo pravdopodobiya dlya razryvnykh plotnostei”, Obozrenie prikladnoi i promyshlennoi matematiki, 9:3 (2002), 643–644
15. V. E. Mosyagin, “Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density”, Siberian Math. J., 37:4 (1996), 788–796  mathnet  crossref  mathscinet  zmath  isi
16. V. E. Mosyagin, “Asimptoticheskoe povedenie otnosheniya pravdopodobiya dlya razryvnykh plotnostei v okrestnosti tochki razryva”, Predelnye teoremy i smezhnye voprosy, Tezisy dokladov mezhdunarodnogo seminara (Omsk, 29 avgusta–02 sentyabrya 1995 g.), eds. D. A. Korshunov, V. A. Topchii, OmGU, Omsk, 1995, 42–44
17. V. E. Mosyagin, “Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density”, Siberian Math. J., 35:2 (1994), 375–382  mathnet  crossref  mathscinet  zmath  isi
18. V. E. Mosyagin, “An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular case”, Sib. Math. J., 32:4 (1991), 616–622  mathnet  crossref  mathscinet  zmath  isi  isi  scopus
19. V. E. Mosyagin, “On the rate of convergence of the distribution of the maximum likelihood process: the case of a discontinuous density”, Theory Probab. Appl., 35:3 (1990), 600–602  mathnet  crossref  mathscinet  zmath  isi
20. V. E. Mosyagin, “O skorosti skhodimosti raspredeleniya OMP v neregulyarnom sluchae”, Pyataya mezhdunarodnaya Vilnyusskaya konferentsiya po teorii veroyatnostei i matematicheskoi statistike (Vilnyus, 26 iyunya–1 iyulya 1989 g.), 1989, 69–72
21. V. E. Mosyagin, “Integral inequalities of Rao-Cramer-type”, Applications of random search to the solution of applied problems, 1982, Collect. sci. Works, Kemerovo 1982, 82–91  zmath
22. A. I. Sakhanenko, V. E. Mosyagin, “Speed of convergence of the distribution of the likelihood ratio statistic”, Sib. Math. J., 18 (1978), 829–835  mathnet  crossref  mathscinet  mathscinet  zmath  zmath  isi  scopus

Organisations
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024