| A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process Y Kozachenko, V Troshki Modern Stochastics: Theory and Applications 1 (2), 139-149, 2015 | 13 | 2015 |
| Estimation of covariance functions of Gaussian stochastic fields and their simulation YV Kozachenko, TV Hudyvok, VB Troshki, NV Troshki АУТДОР-Шарк, 2017 | 4 | 2017 |
| Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean YV Kozachenko, VB Troshki Communications in Statistics-Theory and Methods 47 (18), 4556-4567, 2018 | 2 | 2018 |
| Goodness-of-fit tests for random sequences incorporating several components TO Ianevych, YV Kozachenko, VB Troshki Random Operators and Stochastic Equations 25 (1), 1-10, 2017 | 2 | 2017 |
| The restricted isometry property for random matrices with ϕ-subgaussian entries Y Kozachenko, V Troshki Random Operators and Stochastic Equations 23 (3), 169-178, 2015 | 1 | 2015 |
| On test for checking hypothesis on expectation and covariance function of stochastic process TO Ianevych, YV Kozachenko, VB Troshki Communications in Statistics-Theory and Methods 51 (2), 356-367, 2022 | | 2022 |
| Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces 𝐿_ {𝑈}(Ω) V Troshki Theory of Probability and Mathematical Statistics 91, 193-203, 2015 | | 2015 |
| A new criterion for testing hypothesis about the covariance function of the homogeneous and isotropic random field VB Troshki Carpathian Mathematical Publications 7 (1), 114-119, 2015 | | 2015 |
| Restricted isometry property for matrices whose entries are random variables belonging to same Orlicz spaces LU (Omega) VB Troshki THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS 91, 174-183, 2014 | | 2014 |
| Ideal de-noising for signals in sub-Gaussian noise VB Troshki Вісник Київського національного університету імені Тараса Шевченка. Серія …, 2014 | | 2014 |
