About PDMI 
 Euler IMI
 Conferences IMI
St.Petersburg   Department   of   V.A.Steklov    Institute   of   Mathematics
of   the   Russian   Academy   of   Sciences
Math. analysis Math. logic Math. physics Stat. methods
Research Algebra and Number Theory Geometry and Topology Math. Problems of Physics Math. Problems of Geophysics Representation Theory
and Dynamical Systems
Laboratory of Statistical Methods
Head of Laboratory:  Member of the RAS   I.А.Ibragimov
Members Research
I.А.Ibragimov  Head of Laboratory
А.N.Borodin  Leading Research Fellow
М.I.Gordin  Senior Research Fellow
V.N.Solev  Senior Research Fellow
V.N.Sudakov  Leading Research Fellow
А.Yu.Zaitsev  Leading Research Fellow
D.N.Zaporozhets  Senior Research Fellow
New methods of investigation of the limiting behavior of statistical parameter estimates in the asymptotic estimation theory were suggested, which led to the final solution of the old problem about the asymptotic efficiency of maximum likelihood estimates. Methods of solution of nonparametric estimation problems were developed.

The approximation of the distributions of sums of independent random variables by infinite divisible distributions was studied. In particular an old A.N.Kolmogorov's problem about the order of accuracy of such approximation in the Levy metric was solved.

Methods of investigation of asymptotic behavior of the distributions of functionals defined on random walks were suggested, which permitted to prove, for the first time, the appropriate limit theorems under natural conditions.

Researches were carried out in the theory of Gaussian processes, spectral theory and in statistics of stationary processes and homogeneous fields.

  ©  2008 - 2009   St.Petersburg Department of Steklov Institute of Mathematics RAS