Igor V. Orlovskyi

Works:

1) Mathematical Olympiads - 2007 : Methodical textbook on problem solving for students of all forms of education and pupils // Writers: V.V. Buldygin, V.O. Gaiday, V.A. Djuck, I.V. Orlovskyi. - Kyiv.: NTUU «KPI». – 2007. – 28 P.

2) Rushitska S.O., Repeta L.A., Mamsa K.U., Ilienko A.B., Orlovskyi I.V. // Mathematical Analysis. Derivatives and its Applications: methodical recommendations on execution of computational work for 1st year students of technical, physical and mathematical faculties. – Kyiv.: NTUU «KPI». – 2008. – 80 P.

3) Mathematical Olympiads - 2008 : Methodical textbook on problem solving for students of all forms of education and pupils // Writers: V.V. Buldygin, A.B. Ilienko, I.V. Orlovskyi. - Kyiv.: NTUU «KPI». - 2008. - 40 P.

4) Mathematical Olympiads - 2009 : Methodical textbook on problem solving for students of all forms of education and pupils // Writers: V.V. Buldygin, A.B. Ilienko, I.V. Orlovskyi. - Kyiv.: NTUU «KPI». - 2010. - 45 P.

5) Mathematical Olympiads - 2010 : Methodical textbook on problem solving for students of all forms of education and pupils // Writers: V.V. Buldygin, A.B. Ilienko, I.V. Orlovskyi. - Kyiv.: NTUU «KPI». - 2011. - 36 P.

6) Mathematical Olympiads - 2011 : Methodical textbook on problem solving for students of all forms of education and pupils // Writers: V.V. Buldygin, A.B. Ilienko, I.V. Orlovskyi. - Kyiv.: NTUU «KPI». - 2012. - 36 P.

Scientific papers:

1) Ivanov A.V., Orlovsky I.V. Lp-Estimates in Nonlinear Regression with Long-Range Dependence // Theory of Stochastic Processes. - 2002. - Vol. 7(23), №. 3-4. - P. 38-49.

2) Orlovsky I.V. M-Estimates in Nonlinear Regression with Weak Dependence // Theory of Stochastic Processes. - 2003. - Vol. 9(25), №. 1-2. - P. 108-122.

3) Orlovsky I.V. Consistency of Koenker-Bassett estimates in nonlinear regression models // Research Bulletin of NTUU "KPI". - 2004. - № 3(35). - P. 144-150. (in Ukrainian)

4) Ivanov A.V., Orlovsky I.V. Asymptotic normality of Koenker-Bassett estimates in nonlinear regression models // Theory Probab. Math. Statist. - 2005. - № 72. - P. 30-41. (in Ukrainian)

5) Ivanov A.V., Orlovsky I.V. Consistency of M-estimates in nonlinear regression models with continuous time // Research Bulletin of NTUU "KPI". - 2005. - № 4(42). - P. 140-147. (in Ukrainian)

6) Ivanov A.V., Orlovsky I.V. Parameter Estimators of Nonlinear Quantile Regression // Theory of Stochastic Processes. – 2005. – Vol. 11(27), № 3-4. – P. 82-91.

7) Ivanov A.V., Orlovsky I.V. Consistency of M-estimates in general nonlinear model // Theory of Stochastic Processes. - 2007. - Vol. 13(29), № 1-2. - P. 86-97.

8) Ivanov A.V., Orlovsky I.V. Asymptotic normality of Lp-estimates in nonlinear regression models with weak dependence // Theory Probab. Math. Statist. - 2008. - № 79. - P. 50-64. (in Ukrainian)

9) Ivanov A.V., Orlovsky I.V. Asymptotic normality of M-estimates in classical nonlinear regression models // Ukrainian Mathematical Journal. - 2008 – т. 60. – P. 1470-1488. (in Ukrainian)

10) Ivanov A.V., Orlovsky I.V. About uniqueness of M-estimates of nonlinear regression model parameter // Research Bulletin of NTUU "KPI". - 2009. - № 4(66). - P. 135-141. (in Ukrainian)

11) Golubovska L.P., Ivanov A.V., Orlovsky I. V. Asymptotic properties of estimator of linear regression parameter in case of long-range dependent regressors // Research Bulletin of NTUU "KPI". - 2012. - № 4(84). - P. 26-33. (in Ukrainian)

12) Orlovsky I.V. Asymptotic properties of Lp-estimates of nonlinear regression model parameters with long-range dependence // ІX International Scientific Kravchuk Conference. 16-19 May, 2002. - Kyiv. - P. 444. (in Ukrainian)

13) Orlovsky I.V. Consistency and asymptotic normality of generalized least moduli estimates of nonlinear regression model parameters // X International Scientific Kravchuk Conference. - 13-15 May, 2004. - Kyiv. - P. 624. (in Ukrainian)

14) Orlovsky I.V. М-estimates in nonlinear regression model with weak dependence // Bunyakovsky International Conference. - 16-21 August, 2004. - Kyiv. - P.109.(in Ukrainian)

15) Orlovsky I.V. Asymptotic normality of generalized least moduli estimates of nonlinear regression model parameters // Conference "Functional Methods in Approximation Theory, Operator Theory, Stochastic Analysis and Statistics II" dedicated to the memory of A. Ya. Dorogovtsev. - October 1-5, 2004. - Kyiv. - P. 92. (in Ukrainian)

16) Ivanov A.V., Orlovsky I.V. Parameter Estimator of Nonlinear Quantile Regression // International conference "Modern problems and new trends in probability theory". - June 19-26, 2005. - Chernivtci. - P. 94-95.

17) Orlovsky I.V. Strong consistency of М-estimates in nonlinear regression models // XI International Scientific Kravchuk Conference. - 18-20 May, 2006. - Kyiv. - P. 737. (in Ukrainian)

18) Ivanov A.V., Orlovsky I.V. Consistency of M-Estimates in General Nonlinear Regression Models // International conference "Modern Stochastic: Theory and Applications and ". - June 19-23, 2006. - Kyiv, Ukraine. - P. 147-148.

19) Orlovsky I.V. Asymptotic normality of М-estimates of nonlinear regression function parameters // XIІ International Scientific Kravchuk Conference. –15-17 May, 2008. – Kyiv. – Vol. 2. – P. 97. (in Ukrainian)

20) Ivanov A.V., Orlovsky I.V. About uniqueness of a solution of equations system which define M-estimate of nonlinear regression model parameter // Conference “Modern problems of probability theory and related questions” dedicated to ninetieth birthday of I.I Gikhman. - 24-26 May, 2008. - Uman’. - P. 26-27.(in Ukrainian)

21) Orlovsky I.V. About uniqueness of М-estimates of nonlinear regression model parameters // XIIІ International Scientific Kravchuk Conference. –13-15 May, 2010. – Kyiv. – Vol. 3. – P. 91. (in Ukrainian)

22) Orlovsky I.V. Asymptotic normality of М-estimates in classical nonlinear regression model // International Conference Modern Stochastics: Theory and Application II. – 7-11 September, 2010. – Kyiv. – P. 93.

23) L. Golubovskaya, A. Ivanov and I.Orlovskyi Asymptotic properties of linear regression parameter estimator in the case of long-range dependent regressors // International Workshop on “Functional Methods in Probability Theory and Probabilistic Number Theory”. Program and Abstracts. – September 28-30, 2011. – P. 26.

24) Ivanov A.V., Orlovsky I.V. Asymptotic properties of estimator of linear regression parameter in case of long-range or weak dependent regressors // XIV International Scientific Kravchuk Conference. –19-21 April, 2012. – Kyiv. – Vol. 3. – P. 62. (in Ukrainian)

25) Orlovsky I.V. Least squares estimator in linear regression with long-range and weak dependent regressors // International Conference Modern Stochastics: Theory and Application III. – 10-14 September, 2012. – Kyiv. – P. 85.