P. Yaskov

发表

Lower bounds on the smallest eigenvalue of a sample covariance matrix.

P. Yaskov, 2014, 1409.6188.

Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition

P. Yaskov, 2015 .

Statistical methods of SNP data analysis with applications

Alexander Bulinski, Oleg Butkovsky, Alexey Shashkin, 2011, 1106.4989.

A maximal inequality for fractional Brownian motions

P. Yaskov, 2019, Journal of Mathematical Analysis and Applications.

Extensions of the sewing lemma with applications

P. Yaskov, 2018, Stochastic Processes and their Applications.

On the Spectrum of Sample Covariance Matrices for Time Series

P. Yaskov, 2018 .

Controlling the least eigenvalue of a random Gram matrix

P. Yaskov, 2016 .

On the behaviour of the smallest eigenvalue of a high-dimensional sample covariance matrix

P. Yaskov, 2013 .

LLN for Quadratic Forms of Long Memory Time Series and Its Applications in Random Matrix Theory

P. Yaskov, 2017, Journal of Theoretical Probability.

On pathwise Riemann–Stieltjes integrals

P. Yaskov, 2019, Statistics & Probability Letters.

Statistical Methods of SNP Data Analysis and Applications

Alexander Bulinski, Victor Sadovnichy, Oleg Butkovsky, 2012 .

On the law of large numbers for martingales

P. Yaskov, 2014 .

Necessary conditions in the law of large numbers for martingales and associated systems

P. Yaskov, 2011 .

ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS

P. Yaskov, Stanislav Anatolyev, 2017, Econometric Theory.

On the law of large numbers for martingales

P. Yaskov, 2014, Proceedings of the Steklov Institute of Mathematics.