26A33 T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption, 219

28A78 O. Slutskyi, On packing dimension preservation by distribution functions of random variables with independent $\tilde{Q}$-digits, 371

28A80 O. Slutskyi, On packing dimension preservation by distribution functions of random variables with independent $\tilde{Q}$-digits, 371

60E05 Yu. Mishura, Ye. Munchak, P. Slyusarchuk, The rate of convergence to the normal law in terms of pseudomoments, 95

A.S. Praveena, S. Ravi, Distance between exact and approximate distributions of partial maxima under power normalization, 391

60F05 Yu. Mishura, Ye. Munchak, P. Slyusarchuk, The rate of convergence to the normal law in terms of pseudomoments, 95

60F10 M. Kleptsyna, A. Le Breton, B. Ycart, Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes, 267

60F17 Iu. Ganychenko, A. Kulik, Weak approximation rates for integral functionals of Markov processes, 251

F. Sabzikar, Tempered Hermite process, 327

60G12 I. Turchyn, A multiplicative wavelet-based model for simulation of a random process, 309

60G14 M. Kleptsyna, A. Le Breton, B. Ycart, Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes, 267

60G15 E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model, 29

A. Yosef, A group action on increasing sequences of set-indexed Brownian motions, 185

T. Sottinen, L. Viitasaari, Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions, 287

60G20 F. Sabzikar, Tempered Hermite process, 327

60G22 Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence, 147

T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption, 219

60G23 F. Sabzikar, Tempered Hermite process, 327

60G40 G. Shevchenko, Convergence of hitting times for jump-diffusion processes, 203

60G44 G. Shevchenko, Convergence of hitting times for jump-diffusion processes, 203

60G48 A. Yosef, A group action on increasing sequences of set-indexed Brownian motions, 185

60G50 I.M. Andrulytė, E. Bernackaitė, D. Kievinaitė, J. Šiaulys, A Lundberg-type inequality for an inhomogeneous renewal risk model, 173

A. Grigutis, A. Korvel, J. Šiaulys, Ruin probability in the three-seasonal discrete-time risk model, 421

60G60 A. Yosef, A group action on increasing sequences of set-indexed Brownian motions, 185

T. Sottinen, L. Viitasaari, Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions, 287

60G70 A. Ivanov, I. Matsak, S. Polotskiy, Extreme residuals in regression model. Minimax approach, 297

A.S. Praveena, S. Ravi, Distance between exact and approximate distributions of partial maxima under power normalization, 391

60H05 T. Shalaiko, G. Shevchenko, Integral representation with respect to fractional Brownian motion under a log-Hölder assumption, 219

60H07 E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model, 29

Iu. Ganychenko, Fast $L_{2}$-approximation of integral-type functionals of Markov processes, 165

Iu. Ganychenko, V. Knopova, A. Kulik, Accuracy of discrete approximation for integral functionals of Markov processes, 401

60H10 K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model, 17

G. Shevchenko, Convergence of hitting times for jump-diffusion processes, 203

60H35 Iu. Ganychenko, Fast $L_{2}$-approximation of integral-type functionals of Markov processes, 165

Iu. Ganychenko, V. Knopova, A. Kulik, Accuracy of discrete approximation for integral functionals of Markov processes, 401

60J35 V. Knopova, On the Feynman–Kac semigroup for some Markov processes, 107

60J45 V. Knopova, On the Feynman–Kac semigroup for some Markov processes, 107

60J55 V. Knopova, On the Feynman–Kac semigroup for some Markov processes, 107

Iu. Ganychenko, A. Kulik, Weak approximation rates for integral functionals of Markov processes, 251

60J57 V. Knopova, On the Feynman–Kac semigroup for some Markov processes, 107

60J60 K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model, 17

60J75 V. Knopova, On the Feynman–Kac semigroup for some Markov processes, 107

62F10 Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence, 147

62F12 K. Ralchenko, Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model, 17

E. Azmoodeh, T. Sottinen, L. Viitasaari, Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model, 29

Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence, 147

62G12 Yu. Mishura, I. Voronov, Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence, 147

62G20 S. Gugushvili, F. van der Meulen, P. Spreij, Nonparametric Bayesian inference for multidimensional compound Poisson processes, 1

D. Liubashenko, R. Maiboroda, Linear regression by observations from mixture with varying concentrations, 343

62J05 A. Ivanov, I. Matsak, S. Polotskiy, Extreme residuals in regression model. Minimax approach, 297

D. Liubashenko, R. Maiboroda, Linear regression by observations from mixture with varying concentrations, 343

62J12 S. Shklyar, Identifiability of logistic regression with homoscedastic error: Berkson model, 131

62M30 S. Gugushvili, F. van der Meulen, P. Spreij, Nonparametric Bayesian inference for multidimensional compound Poisson processes, 1

91B24 S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process, 233

S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation, 355

91B25 S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process, 233

S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation, 355

91B30 I.M. Andrulytė, E. Bernackaitė, D. Kievinaitė, J. Šiaulys, A Lundberg-type inequality for an inhomogeneous renewal risk model, 173

A. Grigutis, A. Korvel, J. Šiaulys, Ruin probability in the three-seasonal discrete-time risk model, 421

91G20 S. Kuchuk-Iatsenko, Yu. Mishura, A multiplicative wavelet-based model for simulation of a random process, 233

S. Kuchuk-Iatsenko, Yu. Mishura, Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation, 355