Электронная библиотека (репозиторий) Томского государственного университета
2022

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Add   Adaptive efficient estimation for generalized semi‑Markov big data models
Authors: Barbu, Vlad Stefan | Beltaief, Slim | Pergamenshchikov, Serguei M.
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 ... More
Add   Non-asymptotic confidence estimation of the autoregressive parameter in AR(1) process by noisy observations
Authors: Vorobeychikov, Sergey E. | Pupkov, Andrey V.
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2022. № 59. С. 83-90
Type: статьи в журналах
Date: 2022
Description: For parameter in an AR(1) process corrupted by noise, the paper proposes the construction of confi-dence interval for unknown parameter with a prescribed coverage probability. The noises both in obser ... More
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