Электронная библиотека (репозиторий) Томского государственного университета
асимптотическая эффективность | Pchelintsev, Evgeny A.

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Add   Efficient estimation methods for non‑Gaussian regression models in continuous time
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M. | Povzun, Maria A.
Source: Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 1. P. 113-142
Type: статьи в журналах
Date: 2022
Description: In this paper, we develop an efficient nonparametric estimation theory for continuous time regression models with non-Gaussian Lévy noises in the case when the unknown functions belong to Sobolev elli ... More
Add   Adaptive robust efficient methods for periodic signal processing observed with colours noises
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M. | Marcokova, Mariana
Source: Advances in electrical and electronic engineering. 2019. Vol. 17, № 3. P. 270-274
Type: статьи в журналах
Date: 2019
Description: In this paper, we consider the problem of robust adaptive efficient estimating a periodic signal observed in the transmission channel with the dependent noise defined by non-Gaussian Ornstein-Uhlenbec ... More
Add   Efficient nonparametric estimation of square-integrable functions in continuous time regression models
Authors: Povzun, M. A. | Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей. Томск, 2019. С. 43-48
Type: статьи в сборниках
Date: 2019
Description: In this paper we study an asymptotic efficiency property of the weighted least squares estimates for unknown square inte- grable functions in Gaussian regression models. We use the Pinsker approach. I ... More
Add   Improved model selection for estimation in semimartingale regression from discrete data
Authors: Pchelintsev, Evgeny A.
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей. Томск, 2019. С. 36-42
Type: статьи в сборниках
Date: 2019
Description: We consider the adaptive nonparametric estimation problem for a function of a continuous time regression model with semimartingale
Add   Improved model selection method for an adaptive estimation in semimartingale regression models
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: Вестник Томского государственного университета. Математика и механика. 2019. № 58. С. 14-31
Type: статьи в журналах
Date: 2019
Description: This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable sem ... More
Add   Improved robust model selection methods for a Lévy nonparametric regression in continuous time
Authors: Pchelintsev, Evgeny A. | Pchelintsev, Valeriy A. | Pergamenshchikov, Serguei M.
Source: Journal of nonparametric statistics. 2019. Vol. 31, № 3. P. 612-628
Type: статьи в журналах
Date: 2019
Description: In this paper, we develop the James–Stein improved method for the estimation problem of a nonparametric periodic function observed with Lévy noises in continuous time. An adaptive model selection proc ... 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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