Электронная библиотека (репозиторий) Томского государственного университета
оракульное неравенство | 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   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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