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Публикации в базе данных Math-Net.Ru |
Цитирования |
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2010 |
| 1. |
Elena Usoltseva, Alexander Kukush, “New functional estimator in quadratic errors-in-variables model”, Theory Stoch. Process., 16(32):2 (2010), 126–131    |
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2008 |
| 2. |
Mykhailo Pupashenko, Alexander Kukush, “Reselling of european option if the
implied volatility varies as
Cox-Ingersoll-Ross process”, Theory Stoch. Process., 14(30):4 (2008), 114–128 |
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2007 |
| 3. |
Alexander Kukush, Mykhailo Pupashenko, “Bounds for a sum of random variables under a mixture of normals”, Theory Stoch. Process., 13(29):4 (2007), 82–97 |
| 4. |
Alexander Kukush, Andrii Malenko, Hans Schneeweiss, “Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters”, Theory Stoch. Process., 13(29):4 (2007), 69–81 |
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1999 |
| 5. |
А. Г. Кукуш, Ю. С. Мишура, “Асимптотические свойства оценки интенсивности неоднородного пуассоновского процесса в комбинированной модели”, Теория вероятн. и ее примен., 44:2 (1999), 351–372 ; A. G. Kukush, Yu. S. Mishura, “Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model”, Theory Probab. Appl., 44:2 (2000), 273–292  |
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