Электронная библиотека (репозиторий) Томского государственного университета
Konev, Victor V. | 2022

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Add   Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
Authors: Girardin, Valérie | Konev, Victor V. | Pergamenshchikov, Serguei M.
Source: Sequential Analysis. 2022. Vol. 41, № 1. P. 119-141
Type: статьи в журналах
Date: 2022
Description: By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributi ... More
Add   Fixed accuracy estimation of parameters in a threshold autoregressive model
Authors: Konev, Victor V. | Vorobeychikov, Sergey E.
Source: Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 4. P. 685-711
Type: статьи в журналах
Date: 2022
Description: For parameters in a threshold autoregressive process, the paper proposes a sequential modification of the least squares estimates with a specific stopping rule for collecting the data for each paramet ... More
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