Электронная библиотека (репозиторий) Томского государственного университета

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Add   Adaptive efficient analysis for big data ergodic diffusion models
Authors: Galtchouk, L. I. | Pergamenshchikov, Serguei M.
Source: Statistical inference for stochastic processes. 2022. Vol. 25, № 1. P. 127-158
Type: статьи в журналах
Date: 2022
Description: We consider drift estimation problems for high dimension ergodic diffusion processes in nonparametric setting based on observations at discrete fixed time moments in the case when diffusion coefficien ... 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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