Электронная библиотека (репозиторий) Томского государственного университета
Konev, Victor V.

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Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей. Томск, 2018. С. 38-47
Type: статьи в сборниках
Date: 2018
Description: The paper proposes new sequential least squares estimates
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: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статей. Томск, 2017. С. 17-23
Type: статьи в сборниках
Date: 2017
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
Authors: Konev, Victor V.
Source: Doklady mathematics. 2016. Vol. 94, № 3. P. 676-680
Type: статьи в журналах
Date: 2016
Description: A transformation of a discrete-time martingale with conditionally Gaussian increments into a sequence of i.i.d. standard Gaussian random variables is proposed as based on a sequence of stopping times ... More
Source: Automation and remote control. 2016. Vol. 77, № 6. P. 992-1008
Type: статьи в журналах
Date: 2016
Description: Consideration was given to the problem of estimating the parameters of a trigonometric regression with the Gaussian Ornstein–Uhlenbeck noise. One-step sequential estimation procedure with a special st ... More
Source: Stochastic processes and their Applications. 2015. Vol. 125. P. 294-326
Type: статьи в журналах
Date: 2015
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