Электронная библиотека (репозиторий) Томского государственного университета
Pergamenshchikov, Serguei M.

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Add   Adaptive efficient estimation for generalized semi‑Markov big data models
Authors: Barbu, Vlad Stefan | Beltaief, Slim | Pergamenshchikov, Serguei M.
Source: Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 5. P. 925-955
Type: статьи в журналах
Date: 2022
Description: In this paper we study generalized semi-Markov high dimension regression models in continuous time, observed at fixed discrete time moments. The generalized semi-Markov process has dependent jumps and ... 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
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