2010 Mathematics Subject Classification index

2010 Mathematics Subject Classification index

Volume 8, 2021

Volume 8, Issue 4 (2021), pp. 529–532

https://doi.org/10.15559/21-VMSTA84MI

Pub. online: 3 August 2022 Type: 2010 Mathematics Subject Classification Index

Open Access

Published
3 August 2022

1M06 C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275
28C20 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
34L10 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
35G10 O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
35J10 D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
35J15 D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
35R60 O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41

R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
37A25 A.Yu. Veretennikov, Note on local mixing techniques for stochastic differential equations, 1
39A10 M. Horodnii, V. Kravets, Bounded in the mean solutions of a second-order difference equation, 465
46B09 T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓ_pⁿ-balls, 239
46N30 F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
47A10 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
47D07 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
52A23 T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓ_pⁿ-balls, 239
60B10 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
60D05 T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓ_pⁿ-balls, 239
60E05 F. Buryak, Yu. Mishura, Convexity and robustness of the Rényi entropy, 387
60F05 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141

C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275

V. Bohun, Probabilistic analysis of vantage point trees, 413

N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
60F10 L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63

T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓ_pⁿ-balls, 239
60G10 M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309

N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
60G15 K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291

N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
60G17 M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
60G20 O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
60G22 L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63

K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
60G52 L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
60G57 F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
60G60 O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41

F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
60H05 C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275

M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
60H07 E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
60H10 A.Yu. Veretennikov, Note on local mixing techniques for stochastic differential equations, 1

M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
60H15 D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
60H35 R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
60H40 D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
60H99 M. Horodnii, V. Kravets, Bounded in the mean solutions of a second-order difference equation, 465
60J05 V. Bohun, Probabilistic analysis of vantage point trees, 413
60J20 V. Bohun, Probabilistic analysis of vantage point trees, 413
60J27 L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
62505 M. Yakovliev, A. Kukush, Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors, 373
62F12 A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93

K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
62G20 O. Sugakova, R. Maiboroda, Principal components analysis for mixtures with varying concentrations, 509
62H12 M. Yakovliev, A. Kukush, Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors, 373

N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
62J02 A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93
62J05 O. Sugakova, R. Maiboroda, Principal components analysis for mixtures with varying concentrations, 509
62M09 K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
62M10 A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93
62M15 F. Honda, T. Kurosawa, Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model, 435
62M86 K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
68P05 V. Bohun, Probabilistic analysis of vantage point trees, 413
68W40 V. Bohun, Probabilistic analysis of vantage point trees, 413
76D03 R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
76D05 R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
94A08 N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
94A12 N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
94A17 F. Buryak, Yu. Mishura, Convexity and robustness of the Rényi entropy, 387

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