Электронная библиотека (репозиторий) Томского государственного университета
Vorobeychikov, Sergey E.

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Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2019. № 46. С. 40-48
Type: статьи в журналах
Date: 2019
Description: The problem of parameter estimation and change point detection of process AR(p)/ARCH(q) is considered. Sequential estimators with bounded standard deviation are proposed and their asymptotic propertie ... More
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей. Томск, 2018. С. 48-53
Type: статьи в сборниках
Date: 2018
Description: The general Pareto type model with unknown tail index is
Source: Новые информационные технологии в исследовании сложных структур : материалы двенадцатой конференции с международным участием, 4-8 июня 2018 г.. Томск, 2018. С. 107-108
Type: статьи в сборниках
Date: 2018
Source: Mathematical methods of statistics. 2018. Vol. 27, № 3. P. 226-243
Type: статьи в журналах
Date: 2018
Description: The problem of estimation of the heavy tail index is revisited from the point of view of truncated estimation. A class of novel estimators is introduced having guaranteed accuracy based on a sample of ... More
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статей. Томск, 2017. С. 30-35
Type: статьи в сборниках
Date: 2017
Source: IFAC-PapersOnLine. 2017. Vol. 50, № 1. P. 14614-14619
Type: статьи в журналах
Date: 2017
Description: The problem of the change point detection in a sequence of random variables is considered. The task arises in control of technological processes, particularly, in oil and gas production management. So ... More
Source: Russian journal of nondestructive testing. 2017. Vol. 53, № 2. P. 134-141
Type: статьи в журналах
Date: 2017
Description: A mathematical model that describes digital radiation images of test objects is presented. Two algorithms are given for automatic segmentation of digital images distorted by additive noises. The effic ... More
Source: Sequential Analysis. 2017. Vol. 36, № 1. P. 55-75
Type: статьи в журналах
Date: 2017
Description: The article considers the problem of estimating linear parameters in stochastic regression models with Gaussian noises, such as an autoregression of the first order, threshold autoregression, and some ... More
Source: Automation and remote control. 2017. Vol. 78, № 10. P. 1803-1818
Type: статьи в журналах
Date: 2017
Description: We consider the problem of non-asymptotical confidence estimation of linear parameters in multidimensional dynamical systems defined by general regression models with discrete time and conditionally G ... More
Source: Third Conference of the International Society for Nonparametric Statistics (ISNPS), Avignon, Palace of the Popes, 11-16 June 2016 : book of abstracts. [S. l.], 2016. P. 92
Type: статьи в сборниках
Date: 2016
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