15 citations to https://www.mathnet.ru/rus/tvp2617
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Andrii Babii, Eric Ghysels, Jonas Striaukas, “High-Dimensional Granger Causality Tests with an Application to VIX and News”, Journal of Financial Econometrics, 2022
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Andrii Babii, Eric Ghysels, Jonas Striaukas, “Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation”, SSRN Journal, 2020
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С. В. Нагаев, “Вероятностные неравенства для процессов Гальтона–Ватсона”, Теория вероятн. и ее примен., 59:4 (2014), 693–726 ; S. V. Nagaev, “Probability inequalities for Galton–Watson processes”, Theory Probab. Appl., 59:4 (2015), 611–640
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Jonathan B. Hill, “TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS”, Econom. Theory, 27:4 (2011), 844
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В. Ф. Захарова, “Агрегация в стохастической одномерной модели газа с конечными степенными моментами скоростей частиц”, Вероятность и статистика. 12, Зап. научн. сем. ПОМИ, 351, ПОМИ, СПб., 2007, 158–179 ; V. F. Zakharova, “Aggregation rates in one-dimensional stochastic gas model with finite polynomial moments of particle speeds”, J. Math. Sci. (N. Y.), 152:6 (2008), 885–896
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Nagaev S.V., “On probability and moment inequalities for supermartingales and martingales”, Acta Applicandae Mathematicae, 97:1–3 (2007), 151–162
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С. В. Нагаев, “О вероятностных и моментных неравенствах для супермартингалов и мартингалов”, Теория вероятн. и ее примен., 51:2 (2006), 391–400 ; S. V. Nagaev, “On probability and moment inequalities for supermartingales and martingales”, Theory Probab. Appl., 51:2 (2007), 367–377
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Lifshits M., Shi Z., “Aggregation rates in one–dimensional stochastic systems with adhesion and gravitation”, Annals of Probability, 33:1 (2005), 53–81
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С. В. Нагаев, “О больших уклонениях автонормированной суммы”, Теория вероятн. и ее примен., 49:4 (2004), 794–802 ; S. V. Nagaev, “On large deviations of a self-normalized
sum”, Theory Probab. Appl., 49:4 (2005), 704–713
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Nagaev S.V., “On probability and moment inequalities for supermartingales and martingales”, Acta Applicandae Mathematicae, 79:1–2 (2003), 35–46