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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
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Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статей. Томск, 2021. С. 14-22
Type: статьи в сборниках
Date: 2021
Description:
We study a non parametric estimation problem for regression models in continuous time with noises defined through non -Gaussian semi - Markov processes with jumps. Moreover, we assume that the jumps a
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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
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Source: Statistical inference for stochastic processes. 2019. Vol. 22, № 2. P. 187-231
Type: статьи в журналах
Date: 2019
Description:
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment condit
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