Novak S. Y., Extreme value methods with applications to finance, v. 122, Monographs on Statistics and Applied Probability, CRC Press, Boca Raton, FL, 2011, xxvi+373 pp. (Copyright 2012)
Novak S. Yu., Predelnye teoremy i otsenki skorosti skhodimosti v teorii ekstremalnykh znachenii, 2014 Diss. soisk. uch. step. d.f.-m.n.
Chekanavichus V., Novak S. Y., Compound Poisson approximation. – Probability Surveys, v. 19, 271–350., 2022
Novak S. Y., On the T-test. – Statistics & Probability Letters, v. 189. Paper No. 109562, 2022
S. Yu. Novak, “On the distribution of the ratio of sums of random variables”, Theory Probab. Appl., 41:3 (1997), 479–503
2.
S. Yu. Novak, S. A. Utev, “Asymptotics of the distribution of the ratio of sums of random variables”, Siberian Math. J., 31:5 (1990), 781–788
3.
S. Yu. Novak, “On self-normalized sums and Student's statistic”, Theory Probab. Appl., 49:2 (2005), 336–344
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S. Yu. Novak, “Generalized kernel density estimator”, Theory Probab. Appl., 44:3 (2000), 570–583
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S. Yu. Novak, “Constant sojourn time intervals of a homogeneous Markov chain in a fixed subset of states”, Siberian Math. J., 29:1 (1988), 100–109
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S. Yu. Novak, “Poisson approximation for the number of long match patterns in random sequences”, Theory Probab. Appl., 39:4 (1994), 593–603
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S. Yu. Novak, “The rate of convergence in a problem on the maximum of the lengths of runs of “successes””, Siberian Math. J., 32:3 (1991), 444–448
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S. Yu. Novak, “On the Erdös–Rényi maximum of partial sums”, Theory Probab. Appl., 42:2 (1998), 254–270
9.
S. Yu. Novak, “On the distribution of the maximum of a random number of random variables”, Theory Probab. Appl., 36:4 (1991), 714–721
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S. Yu. Novak, “On the mode of an unknown probability distribution”, Theory Probab. Appl., 44:1 (2000), 109–113
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S. Yu. Novak, “On the accuracy of inference on heavy-tailed distributions”, Theory Probab. Appl., 58:3 (2014), 509–518
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S. Y. Novak, “Lower bounds to the accuracy of sample maximum estimation”, Theory Stoch. Process., 15(31):2 (2009), 156–161
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S. Yu. Novak, “Measures of financial risks and market crashes”, Theory Stoch. Process., 13(29):2 (2007), 182–193
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S. Yu. Novak, “A statistical estimation for the maximal eigenvalue of matrix”, Russian Math. (Iz. VUZ), 41:5 (1997), 46–49
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S. Yu. Novak, “On the asymptotics of the distribution of the number of excursions from a band up to the stopping time”, Trudy Inst. Mat. SO RAN, 20 (1993), 204–218
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S. Yu. Novak, “Asymptotic expansions in a problem on the maximum length of series of “successes” in a Markov chain with two states”, Trudy Inst. Mat. Sib. Otd. AN SSSR, 13 (1989), 136–147
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S. Yu. Novak, “Errata to the article in v. 39, № 4, 731–742”, Theory Probab. Appl., 40:3 (1995), 596
