Mamikon Ginovyan 's Publications (Full profile)

Conference Paper

  1. M. S. Ginovyan, Nonparametric estimation of spectral functionals, In: 8th Vilnius Conference on Probab. Theory and Math. Statistics, pp. 103-104, (2002)
  2. M. S. Ginovyan, Asymptotic Distribution of Toeplitz Type Quadratic Forms in Gaussian Stationary Processes, In: Harmonic Analysis and Approximations II, pp. 25-27, (2001)
  3. M. S. Ginovyan, Efficient estimation of spectral density functionals, Abstracts of Communications: in 27th Conference on Stochastic Processes and their Applications (Cambridge, UK), pp. 9-10, (2001)
  4. M. S. Ginovyan, Nonparametric Estimation of Linear Functionals of a Spectral Density Function, Abstracts of Communications: in "7th Vilnius Conference on Probability Theory and Mathematical Statistics, 22nd European Meeting of Statisticians", Vilnius, pp. 218-219, (1998)
  5. M. S. Ginovyan, Some Remarks on Asymptotic Behavior of Toeplitz Determinants, In: Harmonic Analysis and Approximations, pp. 20-21, (1998)
  6. M. S. Ginovyan, Asymptotic properties of spectrum estimates for stationary Gaussian processes, Abstracts of Communications: in "Multivariate statistical analysis and estimation theory", Zcakhadzor, pp. 16-18, (1996)
  7. M. S. Ginovyan, Nonparametric estimation of functionals of a spectral density function, Abstracts of Communications "4 th World Congress of the Bernoulli Society", Viena, Austria, pp. 25-26, (1996)
  8. M. S. Ginovyan, On estimation of the spectrum of a stationary Gaussian process, Abstracts of Communications "International Congress of Mathematicians", p. 148, Zurich, Switerland, (1994)
  9. M. S. Ginovyan, Nonparametric estimation of functionals on spectral density function of Gaussian stationary process, Abstracts of Communications: in "5 th Vilnius Conference on Probability Theory and Mathematical Statistics", Vilnius, pp. 136-137, (1989)
  10. M. S. Ginovyan, Nonparametric estimation of linear functionals on spectral density function, Abstracts of Communications: in "4 th Vilnius Conference on Probability Theory and Mathematical Statistics", Vilnius, pp. 167-168, (1985)
  11. M. S. Ginovyan, On the asymptotical estimation of the maximum likelihood, Abstracts of Communications "Limit Theorems in Probability and Statistics", p. 12, Vesprem, Hungary, (1982)
  12. M. S. Ginovyan, Asymptotic differentiability of Gaussian distributions, Abstracts of Communications: in "3th Vilnius Conference on Probability Theory and Mathematical Statistics", Vilnius, pp. 131-132, (1981)

Paper

  1. M. S. Ginovyan, Asymptotically efficient estimation of functionals of spectral density function, Journal of Contemporary Math. Anal. , 36, (2), pp. 1-14, (2001)
  2. M. S. Ginovyan, Asymptotically exact bounds for minimax risk of estimators of linear functionals, Journal of Contemporary Math. Anal. , . , 35, (3), pp. 10-20, (2000)
  3. M. S. Ginovyan, On large deviation principle for quadratic functionals of stationary Gaussian processes, in "Computer Science and Information Technologies (CSIT'99)", Yerevan, pp. 135-137, (1999)
  4. M. S. Ginovyan, Asymptotic behavior of the prediction error for stationary Random sequences, Journal of Contemporary Math. Anal. , }, . , 34, (1), pp. 14-33, (1999)
  5. M. S. Ginovyan, Nonparametric estimation of the spectrum of homogeneous Gaussian fields, Journal of Contemporary Math. Anal. , . , 34, (2), pp. 1-15, (1999)
  6. M. S. Ginovyan, Locally asymptotically normal families of Gaussian distributions, Journal of Contemporary Math. Anal. , . , 34, (5), pp. 18-29, (1999)
  7. M. S. Ginovyan, Statistical estimation of functionals of a spectral density function for stationary Gaussian processes, in "Application of multivariate statistical analysis in economics and estimation theory", Moscow, pp. 25-26, (1997)
  8. M. S. Ginovyan, On Kullback asymptotic information for stationary Gaussian measures, in "Computer Science and Information Technologies", Yerevan, pp. 236-238, (1997)
  9. M. S. Ginovyan, Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function, Journal of Contemporary Math. Anal. , . , 31, (5), pp. 1-9, (1996)
  10. M. S. Ginovyan, Asymptotic properties of spectrum estimate of stationary Gaussian processes, Journal of Contemporary Math. Anal. , . , 30, (1), pp. 1-16, (1995)
  11. M. S. Ginovyan, On asymptotic behavior of Teplitz determinants, in THORY OF FUNCTIONS AND APPLICATIONS (Collection of Works Dedicated to the memory of M. M. Djrbashian), Yerevan, pp. 57-60, (1995)
  12. M. S. Ginovyan, On Toeplitz type quadratic functionals in Gaussian stationary process, Theory Probab. and Rel. Fields, 100, pp. 395-406, (1994)
  13. M. S. Ginovyan, The asymptotic properties of spectrum estimate of homogeneous Gaussian field, Doklady Akademii Nauk Armenii. , 94, (2), pp. 264-269, (1993)
  14. M. S. Ginovyan, A note on Central Limit theorem for Toeplitz type quadratic forms in stationary Gaussian variables, Journal of Contemporary Math. Anal. , . , 28, (2), pp. 78-81, (1993)
  15. M. S. Ginovyan, On distribution of quadratic functionals in Gaussian stationary process, Doklady Akademii Nauk Arm. SSR, 89, pp. 147-150, (1989)
  16. M. S. Ginovyan, Asymptotically efficient nonparametric estimation of functionals on spectral density with zeros, Theory Probab. Appl. , 33, (2), pp. 315-322, (1988)
  17. M. S. Ginovyan, On an estimator of value of a linear functional in spectral density of the Gaussian stationary process, Theory Probab. Appl. , 33, (4), pp. 777-781, (1988)
  18. M. S. Ginovyan, On the asymptotic estimator of the maximum likelihood of parameters of the spectral density having zeros, Acta Scien. Math. , Szeged. , 50, (1-2), pp. 169-182, (1986)
  19. M. S. Ginovyan, On estimation of functionals of spectral density having zeros, Doklady Akademii Nauk Arm. SSR, 83, (4), pp. 171-174, (1986)
  20. M. S. Ginovyan, On goodness-of-fit test for testing of complex hypothesis on spectrum of stationary Gaussian sequence, Doklady Akademii Nauk Arm. SSR, 80, (1), pp. 23-26, (1985)
  21. M. S. Ginovyan, On the asymptotical estimation of the maximum likelihood of parameters of the spectrum of a stationary Gaussian time series, in: Limit Theorems in Probability and Statistics, (P. Revesz, ed. ) Coll. Math. Soc. J. Bolyai, 36, North--Holland Amsterdam), 1, pp. 457-497, (1984)
  22. M. S. Ginovyan, Local asymptotic normality of a family of Gaussian distributions, Zapiski Nauchn. Semin. LOMI, 136, pp. 13-27, (1984)
  23. M. S. Ginovyan, The asymptotic behavior of the logarithm of likelihood function involving polynomial zeros of spectral density, Zapiski Nauchn. Semin. LOMI, 108, pp. 5-21, (1981)
  24. M. S. Ginovyan, Asymptotic behavior of Teplitz determinant, Zapiski Nauchn. Semin. LOMI, 97, pp. 22-31, (1980)
  25. M. S. Ginovyan, n1/2 - approximation of the likelihood function, Zapiski Nauchn. Semin. LOMI, 98, pp. 33-47, (1980)

Preprint

  1. M. S. Ginovyan, Nonparametric Statistical Analysis of stationary Gaussian processes, Preprint, 30p. , Yerevan, (1999)
  2. M. S. Ginovyan, Some Statistical Problems for Stationary Gaussian Time Series, Preprint, 11p. , St--Petersburg, (1981)

Thesis

  1. M. S. Ginovyan, Nonparametric Statistical Analysis for Stationary Gaussian processes, 187 pages For Doctor of Phys. - Math. Sciences, Yerevan State University, May, (1999)
  2. M. S. Ginovyan, Some Statistical Problems for Stationary Gaussian Time Series, 122 pages, For Candidate of Phys. - Math. Sciences (= Ph. D), St-Petersburg Branch of Steklov Mathematical Institute of Russian Academy of Sciences, May, (1981)

Submitted Paper

  1. M. S. Ginovyan, Efficient estimation of spectral density function of Homogeneous Gaussian fields, (accept. for publ. in Journal of Contemporary Math. Anal. )
  2. M. S. Ginovyan, Nonparametric estimation of spectral functionals, (accept. for publ. in Acta Applicandae Mathematicae. )