# Mamikon Ginovyan 's Publications (Full profile)

### Conference Paper

- Nonparametric estimation of spectral functionals, In: 8th Vilnius Conference on Probab. Theory and Math. Statistics, pp. 103-104, (2002)
- Asymptotic Distribution of Toeplitz Type Quadratic Forms in Gaussian Stationary Processes, In: Harmonic Analysis and Approximations II, pp. 25-27, (2001)
- Efficient estimation of spectral density functionals, Abstracts of Communications: in 27th Conference on Stochastic Processes and their Applications (Cambridge, UK), pp. 9-10, (2001)
- 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)
- Some Remarks on Asymptotic Behavior of Toeplitz Determinants, In: Harmonic Analysis and Approximations, pp. 20-21, (1998)
- Asymptotic properties of spectrum estimates for stationary Gaussian processes, Abstracts of Communications: in "Multivariate statistical analysis and estimation theory", Zcakhadzor, pp. 16-18, (1996)
- 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)
- On estimation of the spectrum of a stationary Gaussian process, Abstracts of Communications "International Congress of Mathematicians", p. 148, Zurich, Switerland, (1994)
- 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)
- 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)
- On the asymptotical estimation of the maximum likelihood, Abstracts of Communications "Limit Theorems in Probability and Statistics", p. 12, Vesprem, Hungary, (1982)
- Asymptotic differentiability of Gaussian distributions, Abstracts of Communications: in "3th Vilnius Conference on Probability Theory and Mathematical Statistics", Vilnius, pp. 131-132, (1981)

### Paper

- Asymptotically efficient estimation of functionals of spectral density function, Journal of Contemporary Math. Anal. , 36, (2), pp. 1-14, (2001)
- Asymptotically exact bounds for minimax risk of estimators of linear functionals, Journal of Contemporary Math. Anal. , . , 35, (3), pp. 10-20, (2000)
- On large deviation principle for quadratic functionals of stationary Gaussian processes, in "Computer Science and Information Technologies (CSIT'99)", Yerevan, pp. 135-137, (1999)
- Asymptotic behavior of the prediction error for stationary Random sequences, Journal of Contemporary Math. Anal. , }, . , 34, (1), pp. 14-33, (1999)
- Nonparametric estimation of the spectrum of homogeneous Gaussian fields, Journal of Contemporary Math. Anal. , . , 34, (2), pp. 1-15, (1999)
- Locally asymptotically normal families of Gaussian distributions, Journal of Contemporary Math. Anal. , . , 34, (5), pp. 18-29, (1999)
- 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)
- On Kullback asymptotic information for stationary Gaussian measures, in "Computer Science and Information Technologies", Yerevan, pp. 236-238, (1997)
- 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)
- 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)
- Asymptotic properties of spectrum estimate of stationary Gaussian processes, Journal of Contemporary Math. Anal. , . , 30, (1), pp. 1-16, (1995)
- On Toeplitz type quadratic functionals in Gaussian stationary process, Theory Probab. and Rel. Fields, 100, pp. 395-406, (1994)
- 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)
- The asymptotic properties of spectrum estimate of homogeneous Gaussian field, Doklady Akademii Nauk Armenii. , 94, (2), pp. 264-269, (1993)
- On distribution of quadratic functionals in Gaussian stationary process, Doklady Akademii Nauk Arm. SSR, 89, pp. 147-150, (1989)
- Asymptotically efficient nonparametric estimation of functionals on spectral density with zeros, Theory Probab. Appl. , 33, (2), pp. 315-322, (1988)
- 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)
- 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)
- On estimation of functionals of spectral density having zeros, Doklady Akademii Nauk Arm. SSR, 83, (4), pp. 171-174, (1986)
- 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)
- 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)
- Local asymptotic normality of a family of Gaussian distributions, Zapiski Nauchn. Semin. LOMI, 136, pp. 13-27, (1984)
- The asymptotic behavior of the logarithm of likelihood function involving polynomial zeros of spectral density, Zapiski Nauchn. Semin. LOMI, 108, pp. 5-21, (1981)
- Asymptotic behavior of Teplitz determinant, Zapiski Nauchn. Semin. LOMI, 97, pp. 22-31, (1980)
- n1/2 - approximation of the likelihood function, Zapiski Nauchn. Semin. LOMI, 98, pp. 33-47, (1980)

### Preprint

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

### Thesis

- Nonparametric Statistical Analysis for Stationary Gaussian processes, 187 pages For Doctor of Phys. - Math. Sciences, Yerevan State University, May, (1999)
- 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

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