Kabanova T.V., Vorobeychikov S.E. «On identification of parameter of scalar autoregressiveprocess with noisy parameter» // 2009. №4 (9) C.26-31
Sergeeva Ekaterina E., Vorobeychikov Sergey E. «Guaranteed estimation of parameters and faultdetection in GARCH(1,1)-process» // 2011. №3(16) C.31-42
Vorobeychikov Sergey E., Burkatovskaya Yulia B. «Guaranteed estimation of parameters of threshold autoregressive process with conditional heteroskedasticity» // 2013. №2(23) C.32-41
Vorobejchikov S.E., Burkatovskaya Ju.B. «Guaranteed estimation of process ARCH(p)parameters» // 2010. №4(13) C.40-49
Uskov Oleg V., Ivanov Dmitriy V. «Recursive estimation of bilinear ARX systems with input-error» // Tomsk State University Journal of Control and Computer Science 2013. №4(25) C.43-50
Burkatovskaya Yulia B., Sergeeva Ekaterina E., Vorobeychikov Sergey E. «Parameter estimation and their change-point detectionfor generalized autoregressive process with conditional heteroscedasticity» // 2012. №1(18) C.48-57
Vorobeychikov Sergey E., Burkatovskaya Yulia B., Sergeeva Ekaterina E. «Asymptotic properties of parameter estimation andchange-point detection procedures for a generalized autoregressive process with conditionalheteroscedasticity» // 2012. №2(19) C.59-71
