Электронная библиотека (репозиторий) Томского государственного университета
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Add   Super-efficient robust estimation in Lévy continuous time regression models from discrete data
Authors: Nikiforov, Nikita I. | Pergamenshchikov, Serguei M. | Pchelintsev, Evgeny A.
Source: Вестник Томского государственного университета. Математика и механика. 2023. № 85. С. 22-31
Type: статьи в журналах
Date: 2023
Description: In this paper we consider the nonparametric estimation problem for a continuous time regression model with non-Gaussian Lévy noise of small intensity. The estimation problem is studied under the condi ... More
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   Active parametrical identification of stochastic linear continuous-discrete systems based on the experiment design in the presence of abnormal observations
Authors: Chubich, Vladimir Mikhailovich | Filippova, Elena Vladimirovna
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2020. № 50. С. 61-68
Type: статьи в журналах
Date: 2020
Description: The procedure of active parametrical identification of stochastic linear continuous-discrete systems including robust estimation of parameters and optimal design of input signals is offered. A general ... More
Add   Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data
Authors: Barbu, Vlad Stefan | Beltaief, Slim | Pergamenshchikov, Serguei M.
Source: Теория вероятностей и ее применения. 2019. Т. 64, № 1. С. 156-157
Type: статьи в журналах
Date: 2019
Description: In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection ... More
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