Volume 19(35), no.1, 2014

Table of contents
A. V. Ivanov, I. V. Orlovsky
Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors and noise Pages 1-10
Abstract	Full version
O. L. Izyumtseva
On the local times for Gaussian integrators Pages 11-25
Abstract	Full version
Ie. V. Karnaukh
Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign Pages 26-36
Abstract	Full version
V. V. Konarovskyi
Large deviations principle for finite system of heavy diffusion particles Pages 37-45
Abstract	Full version
M. M. Osypchuk, M. I. Portenko
On Ornshtein-Uhlenbeck's measure of a Hilbert ball in the space of continuous functions Pages 46-51
Abstract	Full version
A. Yu. Pilipenko, Yu. E. Prykhodko
Limit behavior of a simple random walk with non-integrable jump from a barrier Pages 52-61
Abstract	Full version
A. V. Rudenko
Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times Pages 62-90
Abstract	Full version
V. I. Senin
Sojourn measures of random walks on deterministic sequences Pages 91-99
Abstract	Full version