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

This page is only showing items within the active collection. You can remove the filter by clicking here.

Add to Quick Collection   All 3 Results

Showing items 1 - 3 of 3.
  • «
  • ←
  • 1
  • →
  • »
Sort:
 Add All Items to Quick Collection
Add   Improved model selection method for an adaptive estimation in semimartingale regression models
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: Вестник Томского государственного университета. Математика и механика. 2019. № 58. С. 14-31
Type: статьи в журналах
Date: 2019
Description: This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable sem ... More
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
  • «
  • ←
  • 1
  • →
  • »
^