Электронная библиотека (репозиторий) Томского государственного университета
непараметрическая регрессия

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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   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   Model selection method for efficient signals processing from discrete data
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
Source: 31st European modeling and simulation symposium (EMSS 2019) : held at the International Multidisciplinary Modeling and Simulation Multiconference (I3M 2019), Lisbon, Portugal, 18-20 September 2019. Rende, 2019. С. 90-95
Type: статьи в сборниках
Date: 2019
Description: The paper considers the problem of robust adaptive
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
Add   Метод выбора модели для оценивания непараметрической регрессии с шумами Леви по дискретным наблюдениям
Authors: Повзун, Мария Анатольевна | Пчелинцев, Валерий Анатольевич | Пчелинцев, Евгений Анатольевич
Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей. Томск, 2018. С. 64-71
Type: статьи в сборниках
Date: 2018
Description: В работе рассматривается задача оценивания непарамет
Add   Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency
Authors: Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Вестник Томского государственного университета. Математика и механика. 2009. № 4. С. 31-45
Type: статьи в журналах
Date: 2009
Description: In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in [1]. To this end we introduce the robust risk as the least upper bound of the quadratical r ... More
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