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Khas'minskii Rafail Zalmanovich

Statistics Math-Net.Ru
Total publications: 84
Scientific articles: 77
Citations to the author: 122
Cited articles: 34
Presentations: 1

Number of views:
This page:1032
Abstract pages:9683
Full texts:3188
References:70
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Publications in Math-Net.Ru
1. Stability of regime-switching stochastic differential equations
R. Z. Khasminskii
Probl. Peredachi Inf., 48:3 (2012),  70–82
2. Method of Lyapunov functions for analysis of absorption and explosion in Markov chains
P.-L. Chow, R. Z. Khasminskii
Probl. Peredachi Inf., 47:3 (2011),  19–38
3. Estimation of nonlinear functionals revisited
R. Khasminskii
Zap. Nauchn. Sem. POMI, 363 (2009),  126–138
4. Nonparametric Estimation of Signal Amplitude in White Gaussian Noise
R. Z. Khasminskii
Probl. Peredachi Inf., 44:4 (2008),  33–38
5. On-line Estimation of Smooth Signals with Partial Observation
P.-L. Chow, R. Z. Khas'minskii
Probl. Peredachi Inf., 42:4 (2006),  77–86
6. Online estimation of a smooth regression function
R. Sh. Liptser, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 47:3 (2002),  567–575
7. Adaptive Design for Estimation of Unknown Parameters in Linear Systems
A. I. Ovseevich, R. Z. Khas'minskii, P.-L. Chow
Probl. Peredachi Inf., 36:2 (2000),  38–68
8. Estimation problems for coefficients of stochastic partial differential equations. Part III
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 45:2 (2000),  209–235
9. A Statistical Approach to Some Inverse Problems for Partial Differential Equations
G. K. Golubev, R. Z. Khas'minskii
Probl. Peredachi Inf., 35:2 (1999),  51–66
10. Estimation problems for coefficients of stochastic partial differential equations. Part II
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 44:3 (1999),  526–554
11. Estimation problems for coefficients of stochastic partial differential equations. Part I
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 43:3 (1998),  417–438
12. On Parameter Estimation from Indirect Observations
A. V. Skorokhod, R. Z. Khas'minskii
Probl. Peredachi Inf., 32:1 (1996),  70–81
13. On efficient estimation of smooth functionals
L. Goldstein, R. Khas'minskii
Teor. Veroyatnost. i Primenen., 40:1 (1995),  199–205
14. Estimating a Parameter under LAN Conditions with Restrictions
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 37:4 (1992),  609–620
15. A simplified filtration procedure for a partially observed Markov process
B. V. Lazareva, R. Z. Khas'minskii
Uspekhi Mat. Nauk, 46:3(279) (1991),  191–192
16. Carrier Phase Estimators in Phase-Shift Keying Modulation
V. A. Lazarev, R. Z. Khas'minskii
Probl. Peredachi Inf., 26:4 (1990),  71–82
17. Some Optimal Algorithms for the Random Multiple Access
R. Z. Has'minskii
Teor. Veroyatnost. i Primenen., 34:3 (1989),  505–515
18. Nonparametric Estimation of a Linear Functional of the Regression Function for a Given Observation Design
Yu. I. Pastukhova, R. Z. Khas'minskii
Probl. Peredachi Inf., 24:3 (1988),  55–65
19. Nonparametric Estimation of Functionals of the Derivatives of a Signal Observed in White Gaussian Noise
A. S. Nemirovskii, R. Z. Khas'minskii
Probl. Peredachi Inf., 23:3 (1987),  27–38
20. Estimation of a Linear Functional from Indirect Observations
R. D. Dodunekova, R. Z. Khas'minskii
Probl. Peredachi Inf., 23:2 (1987),  54–60
21. On the Estimation of Linear Functionals in Gaussian Noise
I. A. Ibragimov, R. Z. Has'minski
Teor. Veroyatnost. i Primenen., 32:1 (1987),  35–44
22. On Nonparametric Estimation of a Linear Functional of the Regression Function in Observation Planning
R. Z. Khas'minskii
Probl. Peredachi Inf., 22:3 (1986),  43–61
23. Some problems of nonparametric estimation in the Gaussian white noise
I. A. Ibragimov, A. S. Nemirovskii, R. Z. Has'minskii
Teor. Veroyatnost. i Primenen., 31:3 (1986),  451–466
24. On estimate of a value of linear functional of a probability density function
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 153 (1986),  45–59
25. Signal-Phase Estimation in a Nonparametric Situation
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 20:2 (1984),  52–64
26. On the nonparametric estimation of a value of a linear functional in the Gaussian white noise
I. A. Ibragimov, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 29:1 (1984),  19–32
27. On the sequential hypotheses testing for signals in white Gaussian noise
G. K. Golubev, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 28:3 (1983),  544–554
28. Estimation of the maximum value of a signal in Gaussian white noise
I. A. Ibragimov, R. Z. Khas'minskii
Mat. Zametki, 32:4 (1982),  529–536
29. On a density estimation within a class of entire functions
I. A. Ibragimov, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 27:3 (1982),  514–524
30. Bounds for the risks of nonparametric estimates of the regression
I. A. Ibragimov, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 27:1 (1982),  81–94
31. On the nonparametric density estimates
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 108 (1981),  72–88
32. On the estimates of the signal, its derivatives and the point of maximum for Gaussian observations
I. A. Ibragimov, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 25:4 (1980),  718–733
33. Estimation in white Gaussian noise by means of finite number of linear statistics
G. K. Golubev, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 25:2 (1980),  278–290
34. On estimate of the density function
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 98 (1980),  61–85
35. On the asymptotic rates of convergence in nonparametric regression estimation in $\mathscr L_p$
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 97 (1980),  88–101
36. Channel Capacity with a Constraint on the Smoothness of the Transmitted Signal
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 15:1 (1979),  27–37
37. A descent method for uhe stochastic differential equations
R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 87 (1979),  159–163
38. A lower bound for risks of non-parametrical estimates of density in the uniform metrics
R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 23:4 (1978),  824–828
39. Estimating Using Statistics That Assume a Finite Number of Values
A. M. Samarov, R. Z. Khas'minskii
Probl. Peredachi Inf., 13:4 (1977),  22–28
40. On Problems of Estimation with Limited Resources
V. V. Zyablov, A. M. Samarov, R. Z. Khas'minskii
Probl. Peredachi Inf., 13:3 (1977),  32–44
41. On a Class of Estimates of the Location Parameters
R. Z. Khas'minskii, A. Yu. Sheverdyaev
Probl. Peredachi Inf., 13:2 (1977),  55–61
42. On the uniform condition of local asymptotic normality
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 74 (1977),  108–117
43. On an asymptotic behavior of statistical estimates of location parameter for samples with unbounded density
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 55 (1976),  175–184
44. Parameter Estimation for a Discontinuous Signal in White Gaussian Noise
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 11:3 (1975),  31–43
45. Properties of maximum likelihood and Bayessian estimators for not identically distributed observations
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 20:4 (1975),  703–711
46. Local asymptotical normality for differently distributed observations
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 20:2 (1975),  251–266
47. Estimation of the Mean in a Normal Set
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 10:2 (1974),  64–74
48. Estimation of a Signal Parameter in Gaussian White Noise
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 10:1 (1974),  39–59
49. On sequentional estimation of the location parameter for families of distributions with discontinuous densities
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 19:4 (1974),  700–713
50. On sequential estimation
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 19:2 (1974),  245–255
51. The asymptotical behavior of location parameter statistical estimators for samples with continuous density with singularities
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 41 (1974),  67–93
52. Information-Theoretic Inequalities and Superefficient Estimates
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 9:3 (1973),  53–67
53. Sequential estimation of the parameter of a Markov chain
B. Ya. Levit, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 18:3 (1973),  571–582
54. On moments of generalized Bayessian and maximum likelihood estimates
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 18:3 (1973),  535–546
55. Asymptotic Analysis of Statistical Estimators for the “Almost Smooth” Case
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 18:2 (1973),  250–260
56. Asymptotical behaviour of some statistical estimators. II. Limiting theorems for the a posteriory density and Bayesian estimators
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 18:1 (1973),  78–93
57. Weak Signal Transmission in a Memoryless Channel
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 8:4 (1972),  28–39
58. Large-Time Behavior of Stochastic Approximation Processes
R. Z. Khas'minskii
Probl. Peredachi Inf., 8:1 (1972),  81–91
59. Asymptotic behavior of statistical estimates for samples with a discontinuous density
A. I. Ibragimov, R. Z. Khas'minskii
Mat. Sb. (N.S.), 87(129):4 (1972),  554–586
60. Asymptotical behavior of some statistical estimators in the smooth case. I. Study of the likelihood ratio
I. A. Ibragimov, R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 17:3 (1972),  469–486
61. The admissibility of Pitman estimators for the location parameter
I. A. Ibragimov, R. Z. Khas'minskii
Zap. Nauchn. Sem. LOMI, 29 (1972),  57–61
62. Continuous Procedures of Stochastic Approximation
M. B. Nevel'son, R. Z. Khas'minskii
Probl. Peredachi Inf., 7:2 (1971),  58–69
63. Low-Capacity Channels and Symbol-by-Symbol Transmission
R. Z. Khas'minskii
Probl. Peredachi Inf., 6:2 (1970),  58–67
64. Limit distribution of additive functionals of diffusion processes
R. Z. Khas'minskii
Mat. Zametki, 4:5 (1968),  599–610
65. The Averaging Principle for Stochastic Differential Equations
R. Z. Khas'minskii
Probl. Peredachi Inf., 4:2 (1968),  86–87
66. Sequential Signal Transmission in a Gaussian Channel with Feedback
R. Z. Khas'minskii
Probl. Peredachi Inf., 3:2 (1967),  47–54
67. Necessary and Sufficient Conditions for Asymptotic Stability of Linear Stochastic Systems
R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 12:1 (1967),  167–172
68. Remark on the article of M. G. Sur “On linear differential equations with randomly perturbed parameters”
R. Z. Khas'minskii
Izv. Akad. Nauk SSSR Ser. Mat., 30:6 (1966),  1311–1314
69. Stability of linear systems with retardation
V. B. Kolmanovskii, R. Z. Khas'minskii
Izv. Vyssh. Uchebn. Zaved. Mat., 1966, no. 4,  58–65
70. Stability of Stochastic Systems
M. B. Nevel'son, R. Z. Khas'minskii
Probl. Peredachi Inf., 2:3 (1966),  76–91
71. Предельная теорема для решений дифференциальных уравнений со случайной правой частью
R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 11:3 (1966),  444–462
72. On stochastic processes defined by differential equations
R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 11:2 (1966),  240–259
73. Application of Random Noise to Optimization and Recognition Problems
R. Z. Khas'minskii
Probl. Peredachi Inf., 1:3 (1965),  113–117
74. On the dissipativeness of random processes defined by differential equations
R. Z. Khas'minskii
Probl. Peredachi Inf., 1:1 (1965),  88–104
75. On Brownian Motion Equations
A. M. Il'in, R. Z. Has'minskiĭ
Teor. Veroyatnost. i Primenen., 9:3 (1964),  466–491
76. Diffusion processes with a small parameter
R. Z. Khas'minskii
Izv. Akad. Nauk SSSR Ser. Mat., 27:6 (1963),  1281–1300
77. Asymptotic behavior of solutions of parabolic equations and an ergodic property of non-homogeneous diffusion processes
A. M. Il'in, R. Z. Khas'minskii
Mat. Sb. (N.S.), 60(102):3 (1963),  366–392

78. Mark Semenovich Pinsker. In Memoriam
A. M. Barg, L. A. Bassalygo, V. M. Blinovskii, M. V. Burnashev, N. D. Vvedenskaya, G. K. Golubev, I. I. Dumer, K. Sh. Zigangirov, V. V. Zyablov, V. A. Zinov'ev, G. A. Kabatiansky, V. D. Kolesnik, N. A. Kuznetsov, V. A. Malyshev, R. A. Minlos, D. Yu. Nogin, I. A. Ovseevich, V. V. Prelov, Yu. L. Sagalovich, V. M. Tikhomirov, R. Z. Khas'minskii, B. S. Tsybakov
Probl. Peredachi Inf., 40:1 (2004),  3–5
79. Robert Adol'fovich Minlos (on his 70th birthday)
N. D. Vvedenskaya, A. M. Vershik, E. A. Zhizhina, N. A. Kuznetsov, V. A. Malyshev, I. A. Ovseevich, S. A. Pirogov, A. N. Rybko, Ya. G. Sinai, S. B. Shlosman, R. Z. Khas'minskii
Uspekhi Mat. Nauk, 56:4(340) (2001),  173–176
80. Review of Scientific Achievements of M. S. Pinsker
L. A. Bassalygo, S. I. Gel'fand, G. K. Golubev, R. L. Dobrushin, V. V. Prelov, Ya. G. Sinai, R. Z. Khas'minskii, A. M. Yaglom
Probl. Peredachi Inf., 32:1 (1996),  5–19
81. Nikolai Nikolaevich Chentsov (obituary)
V. I. Arnol'd, N. S. Bakhvalov, K. V. Brushlinskii, I. M. Gel'fand, R. L. Dobrushin, A. V. Zabrodin, I. A. Ibragimov, S. P. Kurdyumov, S. P. Novikov, D. E. Okhotsimskii, Yu. V. Prokhorov, Yu. B. Radvogin, Ya. G. Sinai, R. Z. Khas'minskii, A. S. Holevo, A. N. Shiryaev, T. M. Eneev
Uspekhi Mat. Nauk, 48:2(290) (1993),  165–168
82. Memorial: Nikolai Nikolaevitch Chentsov
N. S. Bakhvalov, A. A. Borovkov, R. L. Dobrushin, A. V. Zabrodin, V. M. Zolotarev, I. A. Ibragimov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, A. V. Skorokhod, V. A. Statulyavichus, R. Z. Khas'minskii, A. S. Kholevo, D. M. Chibisov, A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 38:3 (1993),  613–623
83. Note on the Article “Estimation of the Mean in a Normal Set”
I. A. Ibragimov, R. Z. Khas'minskii
Probl. Peredachi Inf., 11:2 (1975),  103
84. Review: М. Т. Wasan “Stochastic approximation”
R. Z. Khas'minskii
Teor. Veroyatnost. i Primenen., 15:3 (1970),  571–572

Presentations in Math-Net.Ru
1. Stability of solutions of stochastic differential equations with mode switching
Dobrushin Mathematics Laboratory Seminar
June 19, 2012 16:00

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