Электронная библиотека (репозиторий) Томского государственного университета

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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   On a combined estimator of probabilistic characteristics
Authors: Dmitriev, Yury G. | Zmeev, D. O.
Source: Eighth International conference on risk analysis and design of experiments, Vienna, April 23-26, 2019 : book of abstracts. Vienna, 2019. P. 147-148
Type: статьи в сборниках
Date: 2019
Add   Oracle inequalities for the stochastic differential equations
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: Statistical inference for stochastic processes. 2018. Vol. 21, № 2. P. 469-483
Type: статьи в журналах
Date: 2018
Description: This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by ... More
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