1. 2005
  2. Conditional testing for unit-root bilinearity in financial time series: Some theoretical and empirical results

    Charemza, W. W., Lifshits, M. & Makarova, S., 1 Jan 2005, In: Journal of Economic Dynamics and Control. 29, 1-2, p. 63-96 34 p.

    Research output: Contribution to journal › Article › peer-review

  3. Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation

    Lifshits, M. A. & Shi, Z., 2005, In: Annals of Probability. 33, p. 53-81

    Research output: Contribution to journal › Article › peer-review

  4. Small deviations of weighted fractional processes and average non-linear approximation

    Lifshits, M. A. & Linde, W., 2005, In: Transactions of the American Mathematical Society. 357, p. 2059-2079 20 p.

    Research output: Contribution to journal › Article › peer-review

  5. 2004
  6. Lower functions of empirical processes and brownian sheets

    Lifshits, M. A. & Shi, Z., 3 Aug 2004, In: Theory of Probability and its Applications. 48, 2, p. 273-287 15 p.

    Research output: Contribution to journal › Article › peer-review

  7. The escape rate of favorite sites of simple random walk and brownian motion

    Lifshits, M. A. & Shi, Z., 1 Jan 2004, In: Annals of Probability. 32, 1 A, p. 129-152 24 p.

    Research output: Contribution to journal › Article › peer-review

  8. АГРЕГАЦИЯ В ОДНОМЕРНОЙ МОДЕЛИ ГАЗА С УСТОЙЧИВЫМИ НАЧАЛЬНЫМИ ДАННЫМИ

    Куоза, Л. В. & Лифшиц, М. А., 2004, In: ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 311, 7, p. 161-178

    Research output: Contribution to journal › Article

  9. ПРИНЦИП ИНВАРИАНТНОСТИ В БИЛИНЕЙНОЙ МОДЕЛИ СО СЛАБОЙ НЕЛИНЕЙНОСТЬЮ

    Лифшиц, М. А., 2004, In: ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 320, 8, p. 97-105

    Research output: Contribution to journal › Article

  10. 2003
  11. On the tail behavior of anysotropic norms for Gaussian random fields

    Lifshits, M. A., Nazarov, A. I. & Nikitin, Y. Y., 2003, In: Comptes Rendus Mathematique. 336, 1, p. 85-88

    Research output: Contribution to journal › Article

  12. Probabilities of hitting of shifted small balls by centered Poisson processes

    Lifshits, M. A. & Deheuvels, P., 2003, In: Journal of Mathematical Sciences. 118, 6, p. 5541-5554

    Research output: Contribution to journal › Article › peer-review

  13. Нижние функции для эмпирических процессов и броуновских листов

    Лифшиц, М. А. & Ши, З., 2003, In: ТЕОРИЯ ВЕРОЯТНОСТЕЙ И ЕЕ ПРИМЕНЕНИЯ. 48, p. 321-339

    Research output: Contribution to journal › Article

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