Theory of Stochastic Processes, 2008, № 1

ЗМІСТ

International Conference“Skorokhod Space. 50 years on”

Andrushkiw R.I., Klyushin D.D., Petunin Y.I.
A new test for unimodality

Berezhnoy V.
On the equivalence of integral norms on the space of measurable polynomials with respect to a convex measure

Buldygin V.V., Klesov O.I., Steinebach J.G., Tymoshenko O.A.
On the φ-asymptotic behaviour of solutions of stochastic differential equations

Giuliano R.
The Rosenblatt coefficient of dependence for m–dependent random sequences with applications to the ASCLT

Gontar O., Kuchenhoff H.
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors

Gusak D.
On some characteristics of the claim surplus process

Ivanov A.V.
Asymptotic properties of L_P-estimators

Kolesnik A.D.
A limit theorem for symmetric Markovian random evolution in R^m

Kruglova N.
Distribution of the maximum of the Chentsov random field

Mccrorie J.R.
The role of Skorokhod space in the development of the econometric analysis of time series

Medvedev K.V.
Certain properties of triangular transformations of measures

Nagaev S.V.
Asymptotic formulas for probabilities of large deviations of ladder heights

Polekha M.
Estimation in an implicit multivariate measurement error model with clustering in the regressor

Silvestrov D.S.
Convergence in Skorokhod J-topology for compositions of stochastic processes

Smorodina N.V.
The measure preserving and nonsingular transformations of the jump Levy processes