2019
Том 71
№ 11

# Leonenko N. N.

Articles: 13
Article (Ukrainian)

### Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series

Ukr. Mat. Zh. - 1999. - 51, № 7. - pp. 931–939

We obtain Gaussian and non-Gaussian distributions of estimates of regression coefficients of a long-memory time series.

Modifications (Russian)

### Erratum

Ukr. Mat. Zh. - 1996. - 48, № 4. - pp. 577

Article (Russian)

### Non-Gaussian limit distributions of solutions of the many-dimensional Bürgers equation with random initial data

Ukr. Mat. Zh. - 1995. - 47, № 3. - pp. 330–336

Limit distributions of solutions of the multidimensional Bürgers equation are found in the case where an initial condition is a random field of type χ2 of degreek with a long-range dependence.

Article (Russian)

### Limiting distributions of the solutions of the many-dimensional Bürgers equation with random initial data. II

Ukr. Mat. Zh. - 1994. - 46, № 8. - pp. 1003–1010

We find non-Gaussian limiting distributions of the solutions of the many-dimensional Burgers equation with the initial condition given by a homogeneous isotropic Gaussian random $χ^2$-type field with strong dependence.

Article (Russian)

### Limiting distributions of the solutions of the many-dimensional Bürgers equation with random initial data. I

Ukr. Mat. Zh. - 1994. - 46, № 7. - pp. 870–877

We find Gaussian limiting distributions of the solutions of the many-dimensional Bürgers equation with the initial condition given by a homogeneous isotropic Gaussian random field with strong dependence.

Article (Ukrainian)

### On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation

Ukr. Mat. Zh. - 1993. - 45, № 12. - pp. 1635–1641

An example of the non-Gaussian limit distribution of the statistical estimate of the correlation function of a stationary Gaussian process with unbounded spectral density (or with a nonintegrable correlation function) is given.

Article (Ukrainian)

### Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field

Ukr. Mat. Zh. - 1991. - 43, № 12. - pp. 1652–1664

Article (Ukrainian)

### Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields

Ukr. Mat. Zh. - 1990. - 42, № 5. - pp. 625–634

Article (Ukrainian)

### Invariance principle for estimates of regression coefficients of a random field

Ukr. Mat. Zh. - 1981. - 33, № 6. - pp. 771-778

Article (Ukrainian)

### Invariance principle for estimating the correlation function of a homogeneous isotropic random field

Ukr. Mat. Zh. - 1981. - 33, № 3. - pp. 313–323

Article (Ukrainian)

### An invariance principle for estimating the correlation function of a homogeneous random field

Ukr. Mat. Zh. - 1980. - 32, № 3. - pp. 323 - 331

Article (Ukrainian)

### Invariance principle for certain classes of random fields

Ukr. Mat. Zh. - 1979. - 31, № 5. - pp. 559–565

Article (Ukrainian)

### Estimates of linear regression coefficients on a homogeneous random field

Ukr. Mat. Zh. - 1978. - 30, № 6. - pp. 749–756