Электронная библиотека (репозиторий) Томского государственного университета
2018 | Pergamenshchikov, Serguei M. | статьи в журналах

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Add   Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
Authors: Pergamenshchikov, Serguei M. | Tartakovsky, Alexander G.
Source: Statistical inference for stochastic processes. 2018. Vol. 21, № 1. P. 217-259
Type: статьи в журналах
Date: 2018
Description: We consider the quickest change-point detection problem in pointwise and minimax settings for general dependent data models. Two new classes of sequential detection procedures associated with the maxi ... More
Add   Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem
Authors: Pchelintsev, Evgeny A. | Pchelintsev, Valeriy A. | Pergamenshchikov, Serguei M.
Source: Communications - scientific letters of the University of Zilina. 2018. Vol. 20, № 1. P. 73-77
Type: статьи в журналах
Date: 2018
Description: In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure, base ... More
Add   Oracle inequalities for the stochastic differential equations
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: Statistical inference for stochastic processes. 2018. Vol. 21, № 2. P. 469-483
Type: статьи в журналах
Date: 2018
Description: This paper is a survey of recent results on the adaptive robust non parametric methods for the continuous time regression model with the semi - martingale noises with jumps. The noises are modeled by ... More
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