Yuriy V. Kozachenko

On test for checking hypothesis on expectation and covariance function of stochastic process

Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model

Sample Paths Properties of Stochastic Processes from Orlicz Spaces, with Applications to Partial Differential Equations

Conditions for the sample continuity with probability one for square-Gaussian stochastic processes

The accuracy of modeling of Gaussian stochastic process in some Orlicz spaces

The accuracy of modelling of Gaussian stochastic processes in some Orlicz spaces