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Valentin Konakov
Valentin Konakov
Подтвержден адрес электронной почты в домене hse.ru
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Год
On the convergence rate of maximal deviation distribution for kernel regression estimates
VD Konakov, VI Piterbarg
Journal of Multivariate Analysis 15 (3), 279-294, 1984
891984
Explicit parametrix and local limit theorems for some degenerate diffusion processes
V Konakov, S Menozzi, S Molchanov
Annales de l'IHP Probabilités et statistiques 46 (4), 908-923, 2010
812010
Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions
V Konakov, E Mammen
671998
Edgeworth type expansions for Euler schemes for stochastic differential equations.
V Konakov, E Mammen
Walter de Gruyter, Berlin/New York 8 (3), 271-286, 2002
612002
On the asymptotic normality of the mode of multidimensional distributions
VD Konakov
Theory of Probability & Its Applications 18 (4), 794-799, 1974
381974
Weak error for stable driven stochastic differential equations: Expansion of the densities
V Konakov, S Menozzi
Journal of Theoretical Probability 24 (2), 454-478, 2011
342011
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
V Konakov, S Menozzi
332017
Non-parametric estimation of density functions
VD Konakov
Theory of Probability and its Applications 17 (2), 361, 1973
271973
Nonparametric versus parametric goodness of fit
H Liero, H Läuter, V Konakov
Statistics: A Journal of Theoretical and Applied Statistics 31 (2), 115-149, 1998
231998
Stability of densities for perturbed diffusions and Markov chains
V Konakov, A Kozhina, S Menozzi
ESAIM: Probability and Statistics 21, 88-112, 2017
222017
Well-posedness of some non-linear stable driven SDEs
N Frikha, V Konakov, S Menozzi
arXiv preprint arXiv:1910.05945, 2019
212019
On a global measure of deviation for an estimate of the regression line
VD Konakov
Theory of Probability & Its Applications 22 (4), 858-868, 1978
211978
On asymptotic normality of the sample mode of multivariate distributions
VD Konakov
Teoriya Veroyatnostei i ee Primeneniya 18 (4), 836-842, 1973
211973
Asymptotic properties of some functions of nonparametric estimates of a density function
VD Konakov
Journal of Multivariate Analysis 3 (4), 454-468, 1973
161973
Local approximations of Markov random walks by diffusions
V Konakov, E Mammen
Stochastic processes and their applications 96 (1), 73-98, 2001
152001
On the convergence of Markov chains to diffusion processes
VD Konakov, SA Molchanov
Teor. Veroyatn. Mat. Stat 31, 51-64, 1984
151984
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
V Konakov, E Mammen
Bernoulli 11 (4), 591-641, 2005
132005
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
V Konakov, E Mammen
Probability theory and related fields 143 (1), 137-176, 2009
112009
Rate of convergence of distributions of maximal deviations of Gaussian processes and empirical density functions. II
VD Konakov, VI Piterbarg
Theory of Probability & Its Applications 28 (1), 172-178, 1984
111984
Convergence rate of maximum deviation distributions of Gaussian processes and empirical densities. I
VD Konakov, VI Piterbarg
Theory of Probability & Its Applications 27 (4), 759-779, 1983
101983
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