S. Y. Novak, Extreme value methods with applications to finance, v. 122, Monographs on Statistics and Applied Probability, CRC Press, Boca Raton, FL, 2011, xxvi+373 pp. (Copyright 2012)
S. Yu. Novak, Predelnye teoremy i otsenki skorosti skhodimosti v teorii ekstremalnykh znachenii, 2014 Diss. soisk. uch. step. d.f.-m.n.
S. Yu. Novak, “On the accuracy of inference on heavy-tailed distributions”, Teor. Veroyatnost. i Primenen., 58:3 (2013), 598–607; Theory Probab. Appl., 58:3 (2014), 509–518
2009
2.
S. Y. Novak, “Lower bounds to the accuracy of sample maximum estimation”, Theory Stoch. Process., 15(31):2 (2009), 156–161
2007
3.
S. Yu. Novak, “Measures of financial risks and
market crashes”, Theory Stoch. Process., 13(29):2 (2007), 182–193
2004
4.
S. Yu. Novak, “On self-normalized sums and Student's statistic”, Teor. Veroyatnost. i Primenen., 49:2 (2004), 365–373; Theory Probab. Appl., 49:2 (2005), 336–344
S. Yu. Novak, “On the mode of an unknown probability distribution”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 119–123; Theory Probab. Appl., 44:1 (2000), 109–113
S. Yu. Novak, “A statistical estimation for the maximal eigenvalue of matrix”, Izv. Vyssh. Uchebn. Zaved. Mat., 1997, no. 5, 49–52; Russian Math. (Iz. VUZ), 41:5 (1997), 46–49
8.
S. Yu. Novak, “On the Erdös–Rényi maximum of partial sums”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 274–293; Theory Probab. Appl., 42:2 (1998), 254–270
S. Yu. Novak, “On the distribution of the ratio of sums of random variables”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 533–560; Theory Probab. Appl., 41:3 (1997), 479–503
S. Yu. Novak, “Poisson approximation for the number of long match patterns in random sequences”, Teor. Veroyatnost. i Primenen., 39:4 (1994), 731–742; Theory Probab. Appl., 39:4 (1994), 593–603
S. Yu. Novak, “On the asymptotics of the distribution of the number of excursions from a band up to the stopping time”, Trudy Inst. Mat. SO RAN, 20 (1993), 204–218
1991
12.
S. Yu. Novak, “The rate of convergence in a problem on the maximum of the lengths of runs of “successes””, Sibirsk. Mat. Zh., 32:3 (1991), 113–118; Siberian Math. J., 32:3 (1991), 444–448
S. Yu. Novak, “On the distribution of the maximum of a random number of random variables”, Teor. Veroyatnost. i Primenen., 36:4 (1991), 675–681; Theory Probab. Appl., 36:4 (1991), 714–721
S. Yu. Novak, S. A. Utev, “Asymptotics of the distribution of the ratio of sums of random variables”, Sibirsk. Mat. Zh., 31:5 (1990), 92–101; Siberian Math. J., 31:5 (1990), 781–788
S. Yu. Novak, “Asymptotic expansions in a problem on the maximum length of series of “successes” in a Markov chain with two states”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989), 136–147
1988
16.
S. Yu. Novak, “Constant sojourn time intervals of a homogeneous Markov chain in a fixed subset of states”, Sibirsk. Mat. Zh., 29:1 (1988), 129–140; Siberian Math. J., 29:1 (1988), 100–109
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