Электронная библиотека (репозиторий) Томского государственного университета
Konev, Victor V.

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Add   Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
Authors: Girardin, Valérie | Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Sequential Analysis. 2022. Vol. 41, № 1. P. 119-141
Type: статьи в журналах
Date: 2022
Description: By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributi ... More
Add   Robust model selection for a semimartingale continuous time regression from discrete data
Authors: Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Stochastic processes and their Applications. 2015. Vol. 125. P. 294-326
Type: статьи в журналах
Date: 2015
Add   Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities
Authors: Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Вестник Томского государственного университета. Математика и механика. 2009. № 3. С. 23-41
Type: статьи в журналах
Date: 2009
Description: This paper considers the problem of estimating a periodic function in a continuoustime regression model with a general square integrable semimartingale noise. Amodel selection adaptive procedure is pr ... More
Add   Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency
Authors: Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Вестник Томского государственного университета. Математика и механика. 2009. № 4. С. 31-45
Type: статьи в журналах
Date: 2009
Description: In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in [1]. To this end we introduce the robust risk as the least upper bound of the quadratical r ... More
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