Кукуш Олександр Георгійович
Публікації
Монографії
1. Planimetry. Geometry on plane. (Russian) “Alfa”, Minsk, 1998. 593 pp. ISBN 9986-582-54-7 (with A. Nikulin & Yu. Tatarenko)
2. Geometry 7−9. Profound course. (Ukrainian) “Perun”, Kyiv, 1999. 270 pp. ISBN 966-569-085-X (with O. Nikulin)
3. Competitions of Young Mathematicians of Ukraine. Year 2003. (Ukrainian) “Osnova”, Kharkiv, 2004, 120 pp. ISBN 966-02-0019-6 (with V.Borisova, V. Leifura, I. Mitelman, A. Olenko, and V. Yasinskii)
4. Theory of stochastic processes with applications to Financial Mathematics and Risk Theory. Springer, NY, 2009, 380 pp. ISBN 978-0-387-87861-4 (with D.Gusak, A.Kulik, Yu.Mishura, and A.Pilipenko)
5. Radiation risk estimation: based on measurement error models. De Gruyter, Berlin, 2017, 238 pp. ISBN 978-3-11-044180-2 (with S. Masiuk, S. Shklyar, M. Chepurny, and I. Likhtarov)
6. Undergraduate Mathematics Competitions (1995-2016): Taras Shevchenko National University of Kyiv. Springer, NY, 2017, 228 pp. ISBN 978-3-319-58672-4
7. Gaussian Measures in Hilbert Space: Construction and Properties. ISTE & Wiley, London & Hoboken, 2019, 243 pp. ISBN 978-1-78630-267-0
8. Functional Analysis and Operator Theory. Springer, NY, 2024, 346 pp.
ISBN 978-3-031-56426-0
9. Problem Book on Probability Theory & Mathematical Statistics. (Ukrainian) Published electronically 15.05.2005, 375 pp. https://mechmat.knu.ua/wp-content/uploads/2025/05/problem-book-18.pdf (with V. V. Golomozii, R. E. Maiboroda, Yu. S. Mishura, K. V. Ralchenko, M. V. Kartashov, S.V. Kushnirenko, and G.M. Shevchenko)
Статті
1. Optimal choice of the regime of observations in a problem of estimating the mean. (Russian). Theory of Probability & Mathematical Statistics, No. 30 (1985). - P. 39-46. (with A. Ya. Dorogovtsev)
2. Stability theorems for sequences 𝜼𝒏+𝟏=𝒇(𝜼𝒏,𝝃𝒏+𝟏) in Banach and metric spaces. (Russian) Theory of Probability & Mathematical Statistics, No. 33 (1986). - P. 47-57.
3. Asymptotic properties of estimators of nonlinear regression in Hilbert space. (Russian) Theory of Probability & Mathematical Statistics, No. 35 (1987). - P. 25-31. (with A.Ya. Dorogovtsev & N. Zerek)
4. Weak convergence of an estimator of an infinite-dimensional parameter to a normal distribution. (Russian) Theory of Probability & Mathematical Statistics, No. 37 (1988). - P. 45-51. (with A.Ya. Dorogovtsev & N. Zerek)
5. Asymptotic behavior of the solution of the Cauchy problem for a stochastic equation of parabolic type. (Russian) Ukrainian Mathematical Journal, 40, No. 2 (1988). - P. 136-142. (with A.Ya. Dorogovtsev)
6. Rate of convergence of a nonlinear regression estimator in an infinite-dimensional space in a model with dependent errors. (Russian) Theory of Probability & Mathematical Statistics, No. 38 (1989). - P. 83-88.
7. About the probability of large deviations of an estimator of a nonlinear regression parameter in Hilbert space. (Russian) Theory of Probability & Mathematical Statistics, No. 40 (1989). - P. 51-58.
8. Convergence in distribution of a normalized projective estimate for an infinite-dimensional parameter of linear regression. (Russian) Theory of Probability & Mathematical Statistics, No. 48 (1994). - P. 69-75.
9. Asymptotic normality of a projective estimator for an infinite-dimensional parameter of nonlinear regression. (Russian) Ukrainian Mathematical Journal, 45, No. 9 (1994). - P. 1348-1359.
10. Bayesian theory of joint resolving, recognition, detection and estimating of the signals. Radioelectronics & Communications Systems, 37, No.3 (1994). - P. 35-39. (with V. Kharchenko & G. Kosenko)
11. Convergence of multy-alternative subsequent threshold rule by correlated observations. Radioelectronics & Communications Systems, 37, No.5 (1994). - P. 6-10. (with G. Kosenko & V. Kharchenko)
12. Threshold choice in multy-alternative subsequent rule for given mean risk. (Radioelectronics & Communications Systems, 39, No.8 (1996). - P. 38-42. (with G. Kosenko & V. Kharchenko)
13. Asymptotic normality of estimators of the signal over observations of its nonlinear integral transformations. (Russian) Theory of Stochastic Processes, 18, No.2 (1996). - P. 171-175.
14. Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process. (Russian) Cybernetics and Systems Analysis, 32, No.1 (1996). - P. 74-85. (with A. Ya. Dorogovtsev) Scopus
15. Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function. Mathematical Methods of Statistics, 5, No.3 (1996). - P. 343-356. Scopus
16. Asymptotic properties of estimators in nonlinear functional errors-in-variables models with dependent error terms. Probability Theory and Its Applications, 1997, 42, No.2 (1997). - P. 430-431. (with I. Fazekas) Scopus
17. Asymptotic properties of an estimator in nonlinear functional errors-in-variables models. Computers Math. Appl., 34, No.10. - P. 23-39. (with I. Fazekas) Scopus
18. Consistency of M-estimators constructed by concave weight function. (Russian) Theory of Probability & Mathematical Statistics, No. 57 (1998). - P. 11-18. (with B. Vainer)
19. Upper estimate for the decision moment in subsequent threshold multy-alternative decision rule. Radioelectronics & Communications Systems, Allerton Press Inc. (USA), 1998, No.12 (1998). - P. 41 - 48. (with G. Kosenko)
20. Summation procedure for the solution of object recognition obtained from radar systems. Radioelectronics and Communications Systems, No. 5 (1998). - P. 12-14. (with G. Kosenko)
21. Consistency and inconsistency of the weighted least squares estimator in linear functional errors-in-variables models. Theory of Stochastic Processes, 20, No. 4. - P. 172-179. (with Yu. Martsynyuk)
22. Estimation of the error of differential methods for determination of coordinates in sputnik radar system. Radioelectronics and Communications Systems, No. 7 (1999). - P. 51-54. (with G. Kosenko & G. Lazarev)
23. Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms. J. Math. Sci., 92, No. 3 (1998). - P. 3890-3895. (with I. Fazekas) Scopus
24. Optimal stopping strategies for American type option with discrete and continuous time. Theory of Stochastic Processes, 21, No. 1-2 (1999). - P. 71-79.
(with D. Silvestrov)
25. On maximum likelihood estimator in a statistical model of natural catastrophe claims. Theory of Stochastic Processes, 21, No. 1-2 (1999). - P. 64-70.
26. Asymptotic properties in space and time of an estimator in nonlinear functional errors-in-variables models. Random Operators & stochastic Equations, 7, N0. 4 (1999). - P. 379-402. (with I. Fazekas, S. Baran, and J. Lauridsen) Scopus
27. A criterion for the consistency of the least squares estimator for a functional linear model with errors in variables. (Russian) Theory of Probability & Mathematical Statistics, No. 60 (1999). - P. 105-112. (with Yu. Martsynyuk)
28. Asymptotic properties of the estimator of intensity of inhomogeneous Poisson process in a combined model. (Russian) Theory Prob. Appl., 44, No. 2 (2000). - P. 273-292. Scopus, Q3 (with Yu. Mishura)
29. Recognition of the objects with registration of the main tactical characteristics of radar systems. Radiolectronics & Communication Systems, No.1 (2000). - P. 34-41. (with G. Kosenko)
30. On the Rosenthal inequality for mixing fields. Ukrainian Math. J., 52, No. 2. - P. 305-318. (with I. Fazekas & T. Tomacs)
31. Infill asymptotics inside increasing domain for the least squares estimator in linear models. Statistical Inference for Stochastic Processes, 3, No. 3 (2000). - P. 199-223. (with I. Fazekas) Scopus, Q4
32. Goodness-of-fit test in Nevzorov’s model. Theory of Stochastic Processes, 23, 7, No. 1-2 (2001). - P. 203-214. (with Yu. Chernikov)
33. Skeleton approximations of optimal stopping strategies for American type options with continuous time. Theory of Stochastic Processes, 7, No.1-2, (2001). - P. 215-230. (with D. Silvestrov)
34. On an adaptive estimator of the least contrast in a model with nonlinear functional relations. Ukrainian Math. J., 53, No. 9 (2001). - P. 1445-1452. (with S. Zwanzig)
35. Threshold structure of optimal stopping domains for American type options. Theory of Stochastic Processes, 8, No.1-2, (2002). - P. 169-177. (with H. Jönsson & D. Silvestrov)
36. Asymptotic properties of the estimator of intensity of inhomogeneous Poisson field. Theory of Probability & Mathematical Statistics, No. 65 (2002). - P. 97-109. (with A. Stepanishcheva)
37. Consistent fundamental matrix estimator in a quadratic measurement error model arising in motion analysis. Computational Statistics & Data Analysis, 41, No. 1 (2002). - P. 3-18. (with I. Markovsky & S. Van Huffel) Scopus, Q3
38. Asymptotic efficiency of statistical estimators in a combined Poisson model. Theory of Probability & Mathematical Statistics, No. 68 (2003). - P. 72-85. (with Yu. Mishura)
39. Consistent estimation in the bilinear multivariate errors-in-variables model. Metrika, 57, No. 3 (2003). - P. 253-285. (with I. Markovsky & S. Van Huffel) Scopus, Q2
40. The efficiency of adjusted least squares in the linear functional relationship. J. of Multivariate Analysis, 87, No. 2 (2003). - P. 261-274. (with E.-O. Maschke) Scopus, Q2
41. Goodness-of-fit test in a polynomial errors-in-variables model. Ukrainian Math. J., 56, No. 4 (2004). - P. 527-543. (with C.-L. Cheng)
42. Consistency of element-wise weighted total least squares estimator in a multivariate errors-in-variables model AX=B. Metrika, 59, No. 1 (2004). - P. 75-97. (with S. Van Huffel) Scopus, Q2
43. Optimal pricing for American type options with discrete time. Theory of Stochastic Processes, 10, No.1-2, (2004). - P. 72-96. (with D. Silvestrov)
44. Three estimators for the Poisson regression model with measurement errors. Statistical Papers, 45, No. 3 (2004). - P. 351-368. (with H. Schneeweiss & R. Wolf) Scopus, Q4
45. On the computation of the structured total least squares estimator. Numerical Linear Algebra with Applications, No. 11 (2004). - P. 591-608. (with I. Markovsky & S. Van Huffel) Scopus, Q2
46. Consistent least squares fitting of ellipsoids. Numerische Mathematik, 98, No. 1 (2004). - P. 177-194. . (with I. Markovsky & S. Van Huffel) Scopus, Q1 47. Consistent estimation in an implicit quadratic measurement error model. Computational Statistics & Data Analysis, 47, No. 1 (2004). - P. 123-147. . (with I. Markovsky & S. Van Huffel) Scopus, Q2
48. A note on matrix inequality for generalized means. Linear Algebra and Its applications, No. 388C (2004). - P. 289-294. (with H. Schneeweiss) Scopus, Q3 49. Correction of nonlinear orthogonal regression estimator. Ukrainian Math. J., 56, No. 8 (2004). - P. 1101-1118. (with I. Fazekas & S. Zwanzig)
50. Threshold structure of optimal stopping strategies for American type option. I. Theory of Probability & Mathematical Statistics, No. 71 (2004). - P. 113-123. (with H.Jönsson & D. Silvestrov)
51. Threshold structure of optimal stopping strategies for American type option. II. Theory of Probability & Mathematical Statistics, No. 72 (2005). - P. 42-53. (with H.Jönsson & D. Silvestrov)
52. Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend. Extremes, 7, No. 4 (2004). - P. 309-337. (with Yu. Chernikov & D. Pfeifer) Scopus, Q4
53. Relative efficiency of three estimators in a polynomial regression with measurement errors. J. of statistical Planning & Inference, 127, No. 1-2 (2005). - P. 179-203. (with H. Schneeweiss & R. Wolf) Scopus, Q2
54. Statistical inference with fractional Brownian motion. Statistical Inference for Stochastic Processes, 8, No. 1 (2005). - P. 71-93. (with Yu. Mishura & E. Valkeila) Scopus, Q4
55. Methods of conflict probability evaluation for air traffic management system. Control Problems & Informatics, No. 1 (2005). - P. 88-97. (with V. Kharchenko & V. Vasylyev)
56. Consistency of the structured total least squares estimator in a multivariate errors-in-variables model. J. of Statistical Planning & Inference, 133, No. 2 (2005). - P. 315-358. (with I. Markovsky & S. Van Huffel) Scopus, Q2 57. Comparing different estimators in a nonlinear measurement error model. I. Mathematical Methods of Statistics, 14, No. 1 (2005). - P. 53-79. (with H. Schneeweiss) Scopus, Q4
58. Comparing different estimators in a nonlinear measurement error model. II. Mathematical Methods of Statistics, 14, No. 2 (2005). - P. 203-223. (with H. Schneeweiss) Scopus, Q4
59. Kriging and prediction of nonlinear functionals. Austrian J. of Statistics, 34, No. 2 (2005). - P. 175-184. (with I. Fazekas) Scopus, Q4
60. A generalized stochastic method for estimating the characteristics of potential conflicts of a controlled air traffic. Cybernetics & Systems Analysis, 41, No. 3 (2005). - P. 385-396. (with V. Kharchenko & V. Vasylyev) 61. Stochastic evaluation of aircraft collision risk at cooperative air traffic control. Control Problems & Informatics, No. 5 (2005). - P. 56-63. (with V. Kharchenko & V. Vasylyev)
62. Kriging and measurement errors. Discussiones Mathematicae – Probability and Statistics, 25 (2005). - P. 139-159. (with I. Fazekas)
63. The element-wise weighted total least squares problem. Computational Statistics & Data Analysis, 50, No. 1 (2006). - P. 181-209. (with I. Markovsky, M.-L. Rastello, A. Premoli, and S. Van Huffel) Scopus, Q2
64. Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model. Metrika, 64, No. 1 (2006). - P. 41-46. (with C.-L. Cheng) Scopus, Q2
65. On modeling of rare events. Cybernetics & Systems Analysis, 42, No. 1 (2006). - P. 76-85. (with V. Kharchenko, S. Nagaev, E. Znakovska, and S. Docenko)
66. On reselling of European options. Theory of Stochastic Processes, 12, no. 3-4 (2006). - P. 80-93. (with Yu. Mishura & G. Shevchenko)
67. A goodness-of-fit test for a multivariate errors-in-variables model. Theory of Stochastic Processes, 12, No. 3-4 (2006). - P. 67-79. (with M. Polekha)
68. On the structure of premium principle under point-wise comonotonicity. Theory of Stochastic Processes, 12, No. 3-4 (2006). - P. 27-45. (with J. Dhaene & M. Pupashenko)
69. Quasi Score is more efficient than Corrected Score in a polynomial measurement error model. Metrika, 65, No. 3 (2007)/ - P. 275-295. (with S. Shklyar & H/ Schneeweiss) Scopus, Q3
70. On the conic section fitting problem. J. of Multivariate Analysis, 98, No. 3 (2007). - P. 588-624. (with S. Shklyar, I. Markovsky, and S. Van Huffel) Scopus, Q2
71. On the problem of estimation of probability of airplanes closing in: conditions of applicability and reducing of dimension of generalized method. Control Problems & Informatics, No. 3 (2007). - P. 64-71. (with V. Kharchenko & V. Vasylyev)
72. Editorial Total Least Squares & Errors-In-Variables Modeling. Computational Statistics & Data Analysis, 52, No. 2 (2007). - P. 1100-1103. (with S. Van Huffel, C/-L. Cheng, N. Mastronardi, and C. Page) Scopus Q2
73. Estimation in a linear multivariate measurement error model with a change point in the data. Computational Statistics & Data Analysis, 52, No. 2 (2007). - P. 1167-1182. (with I. Markovsky & S. Van Huffel) Scopus Q2
74. Consistent estimator in multivariate errors-in-variables model under unknown error covariance structure. Ukrainian Math. J., 59, No. 8 (2007). - P. 1026-1033.
75. On probability of correct recognition in case of imprecise densities. Radioelectronics & Communication Systems, 50, No. 11 (2007). - P. 60-67. (with I. Ostroumov & V. Kharchenko)
76. Bounds for a sum of random variabkes under a mixture of normals. Theory of Stochastic Processes, 13, No. 4 (2007). - P. 82-97. (with M. Pupashenko)
77. Comparing the efficiency of estimates in concrete errors-in-variables
models under unknown nuisance parameters. Theory of Stochastic Processes, 13, No. 4 (2007). - P. 69-81. (with A. Malenko & H. Schneeweiss)
78. Goodness-of-fit test in a structural errors-in-variables model based on a score function. Austrian J. of Statistics, 37, No. 1 (2008). - P. 71-79. (with A. Malenko) Scopus, Q4
79. Optimal joint estimator of regression parameter and dispersion in nonlinear errors-in-variables models. Theory of Probability & Math. Statistics, No. 78 (2008). - P. 141-150. (with A. Malenko)
80. Reselling of options and convergence of option rewards. J. Numer. Appl. Math, No. 1 (2008). - P. 149-172. (with R. Lundgren & D. Silvestrov)
81. Optimality of CS estimators in nonlinear errors-in-variables model when nonintercept terms are small. J. Numer. Appl. Math, No. 1 (2008). - P. 139-148. (with E. Usoltseva)
82. Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process. Theory of Stochastic Processes, 14, No. 3-4. - P. 114-128. (with M. Pupashenko)
83. Inference of dose uncertainty on radiation risk estimate. (Russian) Radiation & Risk Bulletin of the National Radiation & Epidemiological Registry, 17, No. 3. - P. 64-75. (with S. Masiuk, S. Vavilov, and S. Shklyar)
84. Comparing the efficiency of structural and functional methods in measurement error models. Theory of Probability & Math. Statistics, No. 80 (2009). - P. 117-127. (with H. Schneeweiss)
85. Optimality of the quasi score estimator in a mean-variance model with application to measurement error models. J. of Statistical Planning & Inference, 139, No. 10 (2009). - P. 3461-3472. (with A. Malenko & H. Schneeweiss) Scopus, Q2
86. Optimality of Quasi-Score in the multivariate mean-variance model with application to zero-inflated Poisson model with measurement errors. Statistics, 44, No. 4 (2010). - P. 381-396. (with A. Malenko, H. Schneeweiss, and Shalabh) Scopus, Q2
87. New functional estimator in quadratic errors-in-variables model. Theory of Stochastic Processes, 16, No. 2 (2010). - P. 126-131. (with E. Usoltseva) Scopus, Q4
88. Measurement error models. In: International Encyclopedia of Statistical Science. Ed. M. Lovric, Springer (2011). - P. 795-798; (2025). - P. 1437-1441. 89. Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses. The International Journal of Biostatistics, 7, No.1, Article 15 (2011). (with S.Shklyar, S. Masiuk, I. Likhtarov, L. Kovgan, A. Bouville, and R. Carroll) Scopus, Q1
90. Simultaneous estimation of baseline hazard rate and regression parameters in Cox proportional hazards model with measurement error. Journal of Statistical Research, 45, No.2 (2011). - P. 77-94. (with S. Baran, I. Fazekas, and E. Usoltseva) Scopus
91. Remarks on quantiles and distortion risk measures. European Actuarial Journal, 2, No.2 (2012). - P. 319-328. (with J. Dhaene, D. Linders, and Q. Tang) Scopus, Q2
92. On the (in)-dependence between financial and actuarial risks. Insurance: Mathematics & Economics, 52, no. 3 (2013). - P. 522-531. (with J. Dhaene, E. Luciano, W. Schoutens, and B. Stassen) Scopus, Q2
93. The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Theory of Probability & Math. Statistics, No. 88 (2013). - P. 76-89. (with J.Dhaene & D. Linders) Scopus, Q4
94. Asymptotic properties of Corrected Score estimator in autoregressive model with measurement errors. Theory of Probability & Math. Statistics, No. 89 (2013). - P. 156-166. (with D. Pupashenko & S. Shklyar) Scopus Q4
95. Impact of uncertainties in exposure assessment on thyroid cancer risk among Ukrainian children and adolescents exposed from the Chornobyl accident. PLOS ONE, 9, No.1, e85723. (2014). - P.1-9. Supporting information contains Appendix (11 pp.) and figures. (with M. Little, S. Masiuk, S. Shklyar, R. Carroll, J. Lubin, D. Kwon, A. Brenner, M. Tronko, K. Mabuchi, T. Bogdanova, M. Hatch, L. Zablotska, V. Tereschenko, E. Ostroumova, A. Bouville, V. Drozdovitch, M. Chepurny, L. Kovgan, S. Simon, V. Shpak, V.M., and I. Likhtarev) Scopus, Q1
96. Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Modern Stochastics: Theory and Applications, 1, No. 1 (2014). - P. 13-32. (with C. Chimisov) Scopus
97. Ordered random vectors and equality in distribution. Scandinavian Actuarial Journal, No. 3 (2015). - P. 221-244. (with K. Cheung, J. Dhaene, and D. Linders) Scopus, Q2
98. Convergence of estimators in the polynomial measurement error model. Theory of Probability and Math. Statistics, No. 92 (2016). - P. 81-91. (with Ya.Tsaregorodtsev) Scopus, Q4
99. Estimation of radiation risk in presence of classical additive error in exposure doses. Biostatistics, no. 17 (2016). - P. 422–436. (with S. Masiuk, S. Shklyar, R. Carroll, L. Kovgan, and I. Likhtarev) Scopus. Q1
100. Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model AX=B. Modern Stochastics: Theory and Applications, 3, No. 1 (2016). - P. 47-57. Scopus
101. Asymptotically independent estimates in a structural linear model with measurement errors. Ukrainian Math. J., 68, No. 11 (2017). - P. 1741-1755. (with Ya. Tsaregorodtsev & S. Shklyar) Scopus, Q4
102. Goodness-of-fit test in a multivariate errors-in-variables model AX=B. Modern Stochastics: Theory and Applications, 3, No. 4 (2016). - P. 287-302. (with Ya. Tsaregorodtsev) Scopus
103. Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Electronic Journal of Statistics, 11, No. 1 (2017). - P. 385-400. (with Yu. Mishura, and K. Ralchenko) Scopus, Q1
104. Consistent estimation in the Cox model with proportional risks, measurement errors, and unbounded set of parameters. Theory of Probability and Math. Statistics, No. 96 (2018). – P. 101-110. (with O. Chernova) Scopus, Q4 105. Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Theory of Probability and Math. Statistics, No. 97 (2018). - P. 45-55. (with O. Dashkov) Scopus, Q4
106. Measurement error in exposure doses and cancer risk estimation. Biostat. Biometrics Open Access J. 4, No.4 (2018). - P. 555-643. (with S. Masiuk & S. Shklyar)
107. Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Modern Stochastics: Theory and Applications, 5, No. 1 (2018). - P. 37-52. (with O. Chernova) Scopus
108. Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Theory of Probability and Math. Statistics, 99, No. 2 (2019). - P.125-135. (with O. Chernova) Scopus, Q4
109. Unmanned aerial vehicles trajectory analysis considering missing data. Transport, 34, No. 2 (2019). - P. 155-162. (with Bo Wang, V. Kharchenko, and N. Kuzmenko) Scopus, Q2
110. Editorial. Theory of Probability and Math. Statistics, 100, No. 1 (2019). - P. 5-6. (with Yu. Kozachenko & R. Maiboroda) Scopus, Q4
111. Testing linear and nonlinear hypotheses in a Cox proportional hazards model with errors in covariates. Lithuanian Journal of Statistics, 58, No. 1 (2019). P. 39-47. (with O. Chernova) Scopus
112. Comonotonic asset prices in arbitrage-free markets. Journal of Computational and Applied Mathematics, 364, issue C (2020). P. 112310. (with J. Dhaene & D.
Linders) Scopus, Q2 https://doi.org/10.1016/j.cam.2019.06.026
113. Prediction in polynomial errors-in-variables models. Modern Stochastics: Theory and Applications, 7, No. 2 (2020). - P. 203-219. (with I. Senko) Scopus, Q3
114. Thyroid doses in the Ukrainian - American cohort of children exposed to the Chornobyl fallout. Report I: Revision of measurements of 131I thyroidal activity. Radiation and Environmental Biophysics, 2021, 60, No. 2 (2021). - P. 267-288. (with S. Masiuk, M. Chepurny, V. Buderatska, S. Shklyar, O. Ivanova, Z. Boiko, N. Zhadan, G. Fedosenko, S. Kutsen, V. Minenko, K. Viarenich, and V. Drozdovitch) Scopus, Q2
115. Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. Modern Stochastics: Theory and Applications, 8, No. 3 (2021). - P. 373-386. (with M. Yakovliev) Scopus, Q3
116. Thyroid doses in Ukraine due to 131I intake after the Chornobyl accident. Report II: dose estimates for the Ukrainian population. Radiation and Environmental Biophysics, no. 60 (2021). - P. 591–609. (with S. Masiuk, M. Chepurny, V. Buderatska, O. Ivanova, Z. Boiko, N. Zhadan, G. Fedosenko, A. Bilonyk, T. Lev, M. Talerko, and V. Drozdovitch) Scopus, Q2
117. Bias correction for Vandermonde low-rank approximation. Econometrics and Statistics, Part A: Econometrics. Published online (2021). (with A. Fazzi & I. Markovsky) Scopus, Q2 https://doi.org/10.1016/j.ecosta.2021.09.001
118. Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Statistical Inference for Stochastic Processes, 25, No.1 (2022). - P. 159-187. (with S. Lohvinenko, Yu. Mishura, and K. Ralchenko) Scopus, Q2
119. A validity test for a multivariate linear measurement error model. Model Assisted Statistics and Applications, 2024, 19, No.1 (2024). - P. 97-115.
1. Planimetry. Geometry on plane. (Russian) “Alfa”, Minsk, 1998. 593 pp. ISBN 9986-582-54-7 (with A. Nikulin & Yu. Tatarenko)
2. Geometry 7−9. Profound course. (Ukrainian) “Perun”, Kyiv, 1999. 270 pp. ISBN 966-569-085-X (with O. Nikulin)
3. Competitions of Young Mathematicians of Ukraine. Year 2003. (Ukrainian) “Osnova”, Kharkiv, 2004, 120 pp. ISBN 966-02-0019-6 (with V.Borisova, V. Leifura, I. Mitelman, A. Olenko, and V. Yasinskii)
4. Theory of stochastic processes with applications to Financial Mathematics and Risk Theory. Springer, NY, 2009, 380 pp. ISBN 978-0-387-87861-4 (with D.Gusak, A.Kulik, Yu.Mishura, and A.Pilipenko)
5. Radiation risk estimation: based on measurement error models. De Gruyter, Berlin, 2017, 238 pp. ISBN 978-3-11-044180-2 (with S. Masiuk, S. Shklyar, M. Chepurny, and I. Likhtarov)
6. Undergraduate Mathematics Competitions (1995-2016): Taras Shevchenko National University of Kyiv. Springer, NY, 2017, 228 pp. ISBN 978-3-319-58672-4
7. Gaussian Measures in Hilbert Space: Construction and Properties. ISTE & Wiley, London & Hoboken, 2019, 243 pp. ISBN 978-1-78630-267-0
8. Functional Analysis and Operator Theory. Springer, NY, 2024, 346 pp.
ISBN 978-3-031-56426-0
9. Problem Book on Probability Theory & Mathematical Statistics. (Ukrainian) Published electronically 15.05.2005, 375 pp. https://mechmat.knu.ua/wp-content/uploads/2025/05/problem-book-18.pdf (with V. V. Golomozii, R. E. Maiboroda, Yu. S. Mishura, K. V. Ralchenko, M. V. Kartashov, S.V. Kushnirenko, and G.M. Shevchenko)
Статті
1. Optimal choice of the regime of observations in a problem of estimating the mean. (Russian). Theory of Probability & Mathematical Statistics, No. 30 (1985). - P. 39-46. (with A. Ya. Dorogovtsev)
2. Stability theorems for sequences 𝜼𝒏+𝟏=𝒇(𝜼𝒏,𝝃𝒏+𝟏) in Banach and metric spaces. (Russian) Theory of Probability & Mathematical Statistics, No. 33 (1986). - P. 47-57.
3. Asymptotic properties of estimators of nonlinear regression in Hilbert space. (Russian) Theory of Probability & Mathematical Statistics, No. 35 (1987). - P. 25-31. (with A.Ya. Dorogovtsev & N. Zerek)
4. Weak convergence of an estimator of an infinite-dimensional parameter to a normal distribution. (Russian) Theory of Probability & Mathematical Statistics, No. 37 (1988). - P. 45-51. (with A.Ya. Dorogovtsev & N. Zerek)
5. Asymptotic behavior of the solution of the Cauchy problem for a stochastic equation of parabolic type. (Russian) Ukrainian Mathematical Journal, 40, No. 2 (1988). - P. 136-142. (with A.Ya. Dorogovtsev)
6. Rate of convergence of a nonlinear regression estimator in an infinite-dimensional space in a model with dependent errors. (Russian) Theory of Probability & Mathematical Statistics, No. 38 (1989). - P. 83-88.
7. About the probability of large deviations of an estimator of a nonlinear regression parameter in Hilbert space. (Russian) Theory of Probability & Mathematical Statistics, No. 40 (1989). - P. 51-58.
8. Convergence in distribution of a normalized projective estimate for an infinite-dimensional parameter of linear regression. (Russian) Theory of Probability & Mathematical Statistics, No. 48 (1994). - P. 69-75.
9. Asymptotic normality of a projective estimator for an infinite-dimensional parameter of nonlinear regression. (Russian) Ukrainian Mathematical Journal, 45, No. 9 (1994). - P. 1348-1359.
10. Bayesian theory of joint resolving, recognition, detection and estimating of the signals. Radioelectronics & Communications Systems, 37, No.3 (1994). - P. 35-39. (with V. Kharchenko & G. Kosenko)
11. Convergence of multy-alternative subsequent threshold rule by correlated observations. Radioelectronics & Communications Systems, 37, No.5 (1994). - P. 6-10. (with G. Kosenko & V. Kharchenko)
12. Threshold choice in multy-alternative subsequent rule for given mean risk. (Radioelectronics & Communications Systems, 39, No.8 (1996). - P. 38-42. (with G. Kosenko & V. Kharchenko)
13. Asymptotic normality of estimators of the signal over observations of its nonlinear integral transformations. (Russian) Theory of Stochastic Processes, 18, No.2 (1996). - P. 171-175.
14. Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process. (Russian) Cybernetics and Systems Analysis, 32, No.1 (1996). - P. 74-85. (with A. Ya. Dorogovtsev) Scopus
15. Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function. Mathematical Methods of Statistics, 5, No.3 (1996). - P. 343-356. Scopus
16. Asymptotic properties of estimators in nonlinear functional errors-in-variables models with dependent error terms. Probability Theory and Its Applications, 1997, 42, No.2 (1997). - P. 430-431. (with I. Fazekas) Scopus
17. Asymptotic properties of an estimator in nonlinear functional errors-in-variables models. Computers Math. Appl., 34, No.10. - P. 23-39. (with I. Fazekas) Scopus
18. Consistency of M-estimators constructed by concave weight function. (Russian) Theory of Probability & Mathematical Statistics, No. 57 (1998). - P. 11-18. (with B. Vainer)
19. Upper estimate for the decision moment in subsequent threshold multy-alternative decision rule. Radioelectronics & Communications Systems, Allerton Press Inc. (USA), 1998, No.12 (1998). - P. 41 - 48. (with G. Kosenko)
20. Summation procedure for the solution of object recognition obtained from radar systems. Radioelectronics and Communications Systems, No. 5 (1998). - P. 12-14. (with G. Kosenko)
21. Consistency and inconsistency of the weighted least squares estimator in linear functional errors-in-variables models. Theory of Stochastic Processes, 20, No. 4. - P. 172-179. (with Yu. Martsynyuk)
22. Estimation of the error of differential methods for determination of coordinates in sputnik radar system. Radioelectronics and Communications Systems, No. 7 (1999). - P. 51-54. (with G. Kosenko & G. Lazarev)
23. Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms. J. Math. Sci., 92, No. 3 (1998). - P. 3890-3895. (with I. Fazekas) Scopus
24. Optimal stopping strategies for American type option with discrete and continuous time. Theory of Stochastic Processes, 21, No. 1-2 (1999). - P. 71-79.
(with D. Silvestrov)
25. On maximum likelihood estimator in a statistical model of natural catastrophe claims. Theory of Stochastic Processes, 21, No. 1-2 (1999). - P. 64-70.
26. Asymptotic properties in space and time of an estimator in nonlinear functional errors-in-variables models. Random Operators & stochastic Equations, 7, N0. 4 (1999). - P. 379-402. (with I. Fazekas, S. Baran, and J. Lauridsen) Scopus
27. A criterion for the consistency of the least squares estimator for a functional linear model with errors in variables. (Russian) Theory of Probability & Mathematical Statistics, No. 60 (1999). - P. 105-112. (with Yu. Martsynyuk)
28. Asymptotic properties of the estimator of intensity of inhomogeneous Poisson process in a combined model. (Russian) Theory Prob. Appl., 44, No. 2 (2000). - P. 273-292. Scopus, Q3 (with Yu. Mishura)
29. Recognition of the objects with registration of the main tactical characteristics of radar systems. Radiolectronics & Communication Systems, No.1 (2000). - P. 34-41. (with G. Kosenko)
30. On the Rosenthal inequality for mixing fields. Ukrainian Math. J., 52, No. 2. - P. 305-318. (with I. Fazekas & T. Tomacs)
31. Infill asymptotics inside increasing domain for the least squares estimator in linear models. Statistical Inference for Stochastic Processes, 3, No. 3 (2000). - P. 199-223. (with I. Fazekas) Scopus, Q4
32. Goodness-of-fit test in Nevzorov’s model. Theory of Stochastic Processes, 23, 7, No. 1-2 (2001). - P. 203-214. (with Yu. Chernikov)
33. Skeleton approximations of optimal stopping strategies for American type options with continuous time. Theory of Stochastic Processes, 7, No.1-2, (2001). - P. 215-230. (with D. Silvestrov)
34. On an adaptive estimator of the least contrast in a model with nonlinear functional relations. Ukrainian Math. J., 53, No. 9 (2001). - P. 1445-1452. (with S. Zwanzig)
35. Threshold structure of optimal stopping domains for American type options. Theory of Stochastic Processes, 8, No.1-2, (2002). - P. 169-177. (with H. Jönsson & D. Silvestrov)
36. Asymptotic properties of the estimator of intensity of inhomogeneous Poisson field. Theory of Probability & Mathematical Statistics, No. 65 (2002). - P. 97-109. (with A. Stepanishcheva)
37. Consistent fundamental matrix estimator in a quadratic measurement error model arising in motion analysis. Computational Statistics & Data Analysis, 41, No. 1 (2002). - P. 3-18. (with I. Markovsky & S. Van Huffel) Scopus, Q3
38. Asymptotic efficiency of statistical estimators in a combined Poisson model. Theory of Probability & Mathematical Statistics, No. 68 (2003). - P. 72-85. (with Yu. Mishura)
39. Consistent estimation in the bilinear multivariate errors-in-variables model. Metrika, 57, No. 3 (2003). - P. 253-285. (with I. Markovsky & S. Van Huffel) Scopus, Q2
40. The efficiency of adjusted least squares in the linear functional relationship. J. of Multivariate Analysis, 87, No. 2 (2003). - P. 261-274. (with E.-O. Maschke) Scopus, Q2
41. Goodness-of-fit test in a polynomial errors-in-variables model. Ukrainian Math. J., 56, No. 4 (2004). - P. 527-543. (with C.-L. Cheng)
42. Consistency of element-wise weighted total least squares estimator in a multivariate errors-in-variables model AX=B. Metrika, 59, No. 1 (2004). - P. 75-97. (with S. Van Huffel) Scopus, Q2
43. Optimal pricing for American type options with discrete time. Theory of Stochastic Processes, 10, No.1-2, (2004). - P. 72-96. (with D. Silvestrov)
44. Three estimators for the Poisson regression model with measurement errors. Statistical Papers, 45, No. 3 (2004). - P. 351-368. (with H. Schneeweiss & R. Wolf) Scopus, Q4
45. On the computation of the structured total least squares estimator. Numerical Linear Algebra with Applications, No. 11 (2004). - P. 591-608. (with I. Markovsky & S. Van Huffel) Scopus, Q2
46. Consistent least squares fitting of ellipsoids. Numerische Mathematik, 98, No. 1 (2004). - P. 177-194. . (with I. Markovsky & S. Van Huffel) Scopus, Q1 47. Consistent estimation in an implicit quadratic measurement error model. Computational Statistics & Data Analysis, 47, No. 1 (2004). - P. 123-147. . (with I. Markovsky & S. Van Huffel) Scopus, Q2
48. A note on matrix inequality for generalized means. Linear Algebra and Its applications, No. 388C (2004). - P. 289-294. (with H. Schneeweiss) Scopus, Q3 49. Correction of nonlinear orthogonal regression estimator. Ukrainian Math. J., 56, No. 8 (2004). - P. 1101-1118. (with I. Fazekas & S. Zwanzig)
50. Threshold structure of optimal stopping strategies for American type option. I. Theory of Probability & Mathematical Statistics, No. 71 (2004). - P. 113-123. (with H.Jönsson & D. Silvestrov)
51. Threshold structure of optimal stopping strategies for American type option. II. Theory of Probability & Mathematical Statistics, No. 72 (2005). - P. 42-53. (with H.Jönsson & D. Silvestrov)
52. Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend. Extremes, 7, No. 4 (2004). - P. 309-337. (with Yu. Chernikov & D. Pfeifer) Scopus, Q4
53. Relative efficiency of three estimators in a polynomial regression with measurement errors. J. of statistical Planning & Inference, 127, No. 1-2 (2005). - P. 179-203. (with H. Schneeweiss & R. Wolf) Scopus, Q2
54. Statistical inference with fractional Brownian motion. Statistical Inference for Stochastic Processes, 8, No. 1 (2005). - P. 71-93. (with Yu. Mishura & E. Valkeila) Scopus, Q4
55. Methods of conflict probability evaluation for air traffic management system. Control Problems & Informatics, No. 1 (2005). - P. 88-97. (with V. Kharchenko & V. Vasylyev)
56. Consistency of the structured total least squares estimator in a multivariate errors-in-variables model. J. of Statistical Planning & Inference, 133, No. 2 (2005). - P. 315-358. (with I. Markovsky & S. Van Huffel) Scopus, Q2 57. Comparing different estimators in a nonlinear measurement error model. I. Mathematical Methods of Statistics, 14, No. 1 (2005). - P. 53-79. (with H. Schneeweiss) Scopus, Q4
58. Comparing different estimators in a nonlinear measurement error model. II. Mathematical Methods of Statistics, 14, No. 2 (2005). - P. 203-223. (with H. Schneeweiss) Scopus, Q4
59. Kriging and prediction of nonlinear functionals. Austrian J. of Statistics, 34, No. 2 (2005). - P. 175-184. (with I. Fazekas) Scopus, Q4
60. A generalized stochastic method for estimating the characteristics of potential conflicts of a controlled air traffic. Cybernetics & Systems Analysis, 41, No. 3 (2005). - P. 385-396. (with V. Kharchenko & V. Vasylyev) 61. Stochastic evaluation of aircraft collision risk at cooperative air traffic control. Control Problems & Informatics, No. 5 (2005). - P. 56-63. (with V. Kharchenko & V. Vasylyev)
62. Kriging and measurement errors. Discussiones Mathematicae – Probability and Statistics, 25 (2005). - P. 139-159. (with I. Fazekas)
63. The element-wise weighted total least squares problem. Computational Statistics & Data Analysis, 50, No. 1 (2006). - P. 181-209. (with I. Markovsky, M.-L. Rastello, A. Premoli, and S. Van Huffel) Scopus, Q2
64. Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model. Metrika, 64, No. 1 (2006). - P. 41-46. (with C.-L. Cheng) Scopus, Q2
65. On modeling of rare events. Cybernetics & Systems Analysis, 42, No. 1 (2006). - P. 76-85. (with V. Kharchenko, S. Nagaev, E. Znakovska, and S. Docenko)
66. On reselling of European options. Theory of Stochastic Processes, 12, no. 3-4 (2006). - P. 80-93. (with Yu. Mishura & G. Shevchenko)
67. A goodness-of-fit test for a multivariate errors-in-variables model. Theory of Stochastic Processes, 12, No. 3-4 (2006). - P. 67-79. (with M. Polekha)
68. On the structure of premium principle under point-wise comonotonicity. Theory of Stochastic Processes, 12, No. 3-4 (2006). - P. 27-45. (with J. Dhaene & M. Pupashenko)
69. Quasi Score is more efficient than Corrected Score in a polynomial measurement error model. Metrika, 65, No. 3 (2007)/ - P. 275-295. (with S. Shklyar & H/ Schneeweiss) Scopus, Q3
70. On the conic section fitting problem. J. of Multivariate Analysis, 98, No. 3 (2007). - P. 588-624. (with S. Shklyar, I. Markovsky, and S. Van Huffel) Scopus, Q2
71. On the problem of estimation of probability of airplanes closing in: conditions of applicability and reducing of dimension of generalized method. Control Problems & Informatics, No. 3 (2007). - P. 64-71. (with V. Kharchenko & V. Vasylyev)
72. Editorial Total Least Squares & Errors-In-Variables Modeling. Computational Statistics & Data Analysis, 52, No. 2 (2007). - P. 1100-1103. (with S. Van Huffel, C/-L. Cheng, N. Mastronardi, and C. Page) Scopus Q2
73. Estimation in a linear multivariate measurement error model with a change point in the data. Computational Statistics & Data Analysis, 52, No. 2 (2007). - P. 1167-1182. (with I. Markovsky & S. Van Huffel) Scopus Q2
74. Consistent estimator in multivariate errors-in-variables model under unknown error covariance structure. Ukrainian Math. J., 59, No. 8 (2007). - P. 1026-1033.
75. On probability of correct recognition in case of imprecise densities. Radioelectronics & Communication Systems, 50, No. 11 (2007). - P. 60-67. (with I. Ostroumov & V. Kharchenko)
76. Bounds for a sum of random variabkes under a mixture of normals. Theory of Stochastic Processes, 13, No. 4 (2007). - P. 82-97. (with M. Pupashenko)
77. Comparing the efficiency of estimates in concrete errors-in-variables
models under unknown nuisance parameters. Theory of Stochastic Processes, 13, No. 4 (2007). - P. 69-81. (with A. Malenko & H. Schneeweiss)
78. Goodness-of-fit test in a structural errors-in-variables model based on a score function. Austrian J. of Statistics, 37, No. 1 (2008). - P. 71-79. (with A. Malenko) Scopus, Q4
79. Optimal joint estimator of regression parameter and dispersion in nonlinear errors-in-variables models. Theory of Probability & Math. Statistics, No. 78 (2008). - P. 141-150. (with A. Malenko)
80. Reselling of options and convergence of option rewards. J. Numer. Appl. Math, No. 1 (2008). - P. 149-172. (with R. Lundgren & D. Silvestrov)
81. Optimality of CS estimators in nonlinear errors-in-variables model when nonintercept terms are small. J. Numer. Appl. Math, No. 1 (2008). - P. 139-148. (with E. Usoltseva)
82. Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process. Theory of Stochastic Processes, 14, No. 3-4. - P. 114-128. (with M. Pupashenko)
83. Inference of dose uncertainty on radiation risk estimate. (Russian) Radiation & Risk Bulletin of the National Radiation & Epidemiological Registry, 17, No. 3. - P. 64-75. (with S. Masiuk, S. Vavilov, and S. Shklyar)
84. Comparing the efficiency of structural and functional methods in measurement error models. Theory of Probability & Math. Statistics, No. 80 (2009). - P. 117-127. (with H. Schneeweiss)
85. Optimality of the quasi score estimator in a mean-variance model with application to measurement error models. J. of Statistical Planning & Inference, 139, No. 10 (2009). - P. 3461-3472. (with A. Malenko & H. Schneeweiss) Scopus, Q2
86. Optimality of Quasi-Score in the multivariate mean-variance model with application to zero-inflated Poisson model with measurement errors. Statistics, 44, No. 4 (2010). - P. 381-396. (with A. Malenko, H. Schneeweiss, and Shalabh) Scopus, Q2
87. New functional estimator in quadratic errors-in-variables model. Theory of Stochastic Processes, 16, No. 2 (2010). - P. 126-131. (with E. Usoltseva) Scopus, Q4
88. Measurement error models. In: International Encyclopedia of Statistical Science. Ed. M. Lovric, Springer (2011). - P. 795-798; (2025). - P. 1437-1441. 89. Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses. The International Journal of Biostatistics, 7, No.1, Article 15 (2011). (with S.Shklyar, S. Masiuk, I. Likhtarov, L. Kovgan, A. Bouville, and R. Carroll) Scopus, Q1
90. Simultaneous estimation of baseline hazard rate and regression parameters in Cox proportional hazards model with measurement error. Journal of Statistical Research, 45, No.2 (2011). - P. 77-94. (with S. Baran, I. Fazekas, and E. Usoltseva) Scopus
91. Remarks on quantiles and distortion risk measures. European Actuarial Journal, 2, No.2 (2012). - P. 319-328. (with J. Dhaene, D. Linders, and Q. Tang) Scopus, Q2
92. On the (in)-dependence between financial and actuarial risks. Insurance: Mathematics & Economics, 52, no. 3 (2013). - P. 522-531. (with J. Dhaene, E. Luciano, W. Schoutens, and B. Stassen) Scopus, Q2
93. The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Theory of Probability & Math. Statistics, No. 88 (2013). - P. 76-89. (with J.Dhaene & D. Linders) Scopus, Q4
94. Asymptotic properties of Corrected Score estimator in autoregressive model with measurement errors. Theory of Probability & Math. Statistics, No. 89 (2013). - P. 156-166. (with D. Pupashenko & S. Shklyar) Scopus Q4
95. Impact of uncertainties in exposure assessment on thyroid cancer risk among Ukrainian children and adolescents exposed from the Chornobyl accident. PLOS ONE, 9, No.1, e85723. (2014). - P.1-9. Supporting information contains Appendix (11 pp.) and figures. (with M. Little, S. Masiuk, S. Shklyar, R. Carroll, J. Lubin, D. Kwon, A. Brenner, M. Tronko, K. Mabuchi, T. Bogdanova, M. Hatch, L. Zablotska, V. Tereschenko, E. Ostroumova, A. Bouville, V. Drozdovitch, M. Chepurny, L. Kovgan, S. Simon, V. Shpak, V.M., and I. Likhtarev) Scopus, Q1
96. Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Modern Stochastics: Theory and Applications, 1, No. 1 (2014). - P. 13-32. (with C. Chimisov) Scopus
97. Ordered random vectors and equality in distribution. Scandinavian Actuarial Journal, No. 3 (2015). - P. 221-244. (with K. Cheung, J. Dhaene, and D. Linders) Scopus, Q2
98. Convergence of estimators in the polynomial measurement error model. Theory of Probability and Math. Statistics, No. 92 (2016). - P. 81-91. (with Ya.Tsaregorodtsev) Scopus, Q4
99. Estimation of radiation risk in presence of classical additive error in exposure doses. Biostatistics, no. 17 (2016). - P. 422–436. (with S. Masiuk, S. Shklyar, R. Carroll, L. Kovgan, and I. Likhtarev) Scopus. Q1
100. Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model AX=B. Modern Stochastics: Theory and Applications, 3, No. 1 (2016). - P. 47-57. Scopus
101. Asymptotically independent estimates in a structural linear model with measurement errors. Ukrainian Math. J., 68, No. 11 (2017). - P. 1741-1755. (with Ya. Tsaregorodtsev & S. Shklyar) Scopus, Q4
102. Goodness-of-fit test in a multivariate errors-in-variables model AX=B. Modern Stochastics: Theory and Applications, 3, No. 4 (2016). - P. 287-302. (with Ya. Tsaregorodtsev) Scopus
103. Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Electronic Journal of Statistics, 11, No. 1 (2017). - P. 385-400. (with Yu. Mishura, and K. Ralchenko) Scopus, Q1
104. Consistent estimation in the Cox model with proportional risks, measurement errors, and unbounded set of parameters. Theory of Probability and Math. Statistics, No. 96 (2018). – P. 101-110. (with O. Chernova) Scopus, Q4 105. Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Theory of Probability and Math. Statistics, No. 97 (2018). - P. 45-55. (with O. Dashkov) Scopus, Q4
106. Measurement error in exposure doses and cancer risk estimation. Biostat. Biometrics Open Access J. 4, No.4 (2018). - P. 555-643. (with S. Masiuk & S. Shklyar)
107. Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Modern Stochastics: Theory and Applications, 5, No. 1 (2018). - P. 37-52. (with O. Chernova) Scopus
108. Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Theory of Probability and Math. Statistics, 99, No. 2 (2019). - P.125-135. (with O. Chernova) Scopus, Q4
109. Unmanned aerial vehicles trajectory analysis considering missing data. Transport, 34, No. 2 (2019). - P. 155-162. (with Bo Wang, V. Kharchenko, and N. Kuzmenko) Scopus, Q2
110. Editorial. Theory of Probability and Math. Statistics, 100, No. 1 (2019). - P. 5-6. (with Yu. Kozachenko & R. Maiboroda) Scopus, Q4
111. Testing linear and nonlinear hypotheses in a Cox proportional hazards model with errors in covariates. Lithuanian Journal of Statistics, 58, No. 1 (2019). P. 39-47. (with O. Chernova) Scopus
112. Comonotonic asset prices in arbitrage-free markets. Journal of Computational and Applied Mathematics, 364, issue C (2020). P. 112310. (with J. Dhaene & D.
Linders) Scopus, Q2 https://doi.org/10.1016/j.cam.2019.06.026
113. Prediction in polynomial errors-in-variables models. Modern Stochastics: Theory and Applications, 7, No. 2 (2020). - P. 203-219. (with I. Senko) Scopus, Q3
114. Thyroid doses in the Ukrainian - American cohort of children exposed to the Chornobyl fallout. Report I: Revision of measurements of 131I thyroidal activity. Radiation and Environmental Biophysics, 2021, 60, No. 2 (2021). - P. 267-288. (with S. Masiuk, M. Chepurny, V. Buderatska, S. Shklyar, O. Ivanova, Z. Boiko, N. Zhadan, G. Fedosenko, S. Kutsen, V. Minenko, K. Viarenich, and V. Drozdovitch) Scopus, Q2
115. Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. Modern Stochastics: Theory and Applications, 8, No. 3 (2021). - P. 373-386. (with M. Yakovliev) Scopus, Q3
116. Thyroid doses in Ukraine due to 131I intake after the Chornobyl accident. Report II: dose estimates for the Ukrainian population. Radiation and Environmental Biophysics, no. 60 (2021). - P. 591–609. (with S. Masiuk, M. Chepurny, V. Buderatska, O. Ivanova, Z. Boiko, N. Zhadan, G. Fedosenko, A. Bilonyk, T. Lev, M. Talerko, and V. Drozdovitch) Scopus, Q2
117. Bias correction for Vandermonde low-rank approximation. Econometrics and Statistics, Part A: Econometrics. Published online (2021). (with A. Fazzi & I. Markovsky) Scopus, Q2 https://doi.org/10.1016/j.ecosta.2021.09.001
118. Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Statistical Inference for Stochastic Processes, 25, No.1 (2022). - P. 159-187. (with S. Lohvinenko, Yu. Mishura, and K. Ralchenko) Scopus, Q2
119. A validity test for a multivariate linear measurement error model. Model Assisted Statistics and Applications, 2024, 19, No.1 (2024). - P. 97-115.