| First-order planar autoregressive model S Shklyar arXiv preprint arXiv:2402.01563, 2024 | | 2024 |
| Estimation in Linear-Rate Simple Survival Models with Measurement Errors and Censoring S Shklyar Austrian Journal of Statistics 52 (SI), 149-158, 2023 | | 2023 |
| Gaussian volterra processes: Asymptotic growth and statistical estimation Y Mishura, K Ralchenko, S Shklyar Theory of Probability and Mathematical Statistics 108, 149-167, 2023 | 3 | 2023 |
| Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index A Malyarenko, Y Mishura, K Ralchenko, S Shklyar Fractional Calculus and Applied Analysis 26 (3), 1052-1081, 2023 | 2 | 2023 |
| Gaussian Volterra processes with power-type kernels. Part II Y Mishura, S Shklyar Modern Stochastics: Theory and Applications 9 (4), 431-452, 2022 | 4 | 2022 |
| Gaussian Volterra processes with power-type kernels. Part I Y Mishura, S Shklyar Modern Stochastics: Theory and Applications 9 (3), 313-338, 2022 | 5 | 2022 |
| Thyroid doses in Ukraine due to 131I intake after the Chornobyl accident. Report I: revision of direct thyroid measurements S Masiuk, M Chepurny, V Buderatska, A Kukush, S Shklyar, O Ivanova, ... Radiation and environmental biophysics 60, 267-288, 2021 | 12 | 2021 |
| General conditions of weak convergence of discrete-time multiplicative scheme to asset price with memory Y Mishura, K Ralchenko, S Shklyar Risks 8 (1), 11, 2020 | 5 | 2020 |
| Gaussian processes with Volterra kernels Y Mishura, G Shevchenko, S Shklyar International Conference on Stochastic Processes and Algebraic Structures …, 2019 | 11 | 2019 |
| Distance between the fractional Brownian motion and the space of adapted Gaussian martingales Y Mishura, S Shklyar Nonlinear Analysis: Modelling and Control 24 (4), 639-657, 2019 | | 2019 |
| Fractional Brownian motion: approximations and projections O Banna, Y Mishura, K Ralchenko, S Shklyar John Wiley & Sons, 2019 | 27 | 2019 |
| Consistency of the total least squares estimator in the linear errors-in-variables regression S Shklyar Modern Stochastics: Theory and Applications 5 (3), 247-295, 2018 | 4 | 2018 |
| Maximum likelihood estimation for Gaussian process with nonlinear drift Y Mishura, K Ralchenko, S Shklyar Nonlinear Analysis: Modelling and Control 23 (1), 120-140, 2018 | 4 | 2018 |
| Measurement error in exposure doses and cancer risk estimation S Masiuk, A Kukush, S Shklyar Biostatistics and Biometrics Open Access Journal 4 (2), 44-46, 2018 | 3 | 2018 |
| Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions Y Mishura, K Ralchenko, S Shklyar International Conference on Stochastic Processes and Algebraic Structures …, 2017 | 2 | 2017 |
| Asymptotically independent estimates in a structural linear model with measurement errors OH Kukush, YV Tsarehorodtsev, SV Shklyar Ukrainian Mathematical Journal 68 (11), 1741-1755, 2017 | 1 | 2017 |
| Radiation risk estimation: based on measurement error models S Masiuk, A Kukush, S Shklyar, M Chepurny, I Likhtarov Walter de Gruyter GmbH & Co KG, 2017 | 21 | 2017 |
| Maximum likelihood drift estimation for Gaussian process with stationary increments Y Mishura, K Ralchenko, S Shklyar arXiv preprint arXiv:1612.00160, 2016 | 9 | 2016 |
| Singular asymptotic normality of an estimator in the conic section fitting problem. II S Shklyar Theory of Probability and Mathematical Statistics 93, 177-196, 2016 | 1 | 2016 |
| Асимптотично незалежні оцінки у структурній лінійній моделі з похибками вимірювання AG Kukush, YV Tsaregorodtsev, SV Shklyar Ukrains’ kyi Matematychnyi Zhurnal 68 (11), 1505-1517, 2016 | | 2016 |
Kukush AlexanderProfessor at Taras Shevchenko National University of Kyiv, Senior Researcher at NRCRMVerified email at knu.ua