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

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Add   Non-asymptotic distribution of the sequential estimates of parameters in a first-order unstable autoregression with unknown mean
Authors: Konev, Victor V. | Nazarenko, B. N.
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
Add   On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
Authors: Vorobeychikov, Sergey E. | Konev, Victor V.
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
Add   On sequential estimation of the parameters of continuous-time trigonometric regression
Authors: Emelyanova, T. V. | Konev, Victor V.
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
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