Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

Comparison of Multivariate and Univariate Models for Genetic Evaluation of Milk Yield based on Test Day Data

2000 Mathematics Subject Classification: 62H12, 62P99

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

2000 Mathematics Subject Classification: 62G07, 60F10.