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Source: Вестник Томского государственного университета. Математика и механика. 2023. № 85. С. 22-31
Type: статьи в журналах
Date: 2023
Description:
In this paper we consider the nonparametric estimation problem for a continuous time regression model with non-Gaussian Lévy noise of small intensity. The estimation problem is studied under the condi
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Source: Международная научная конференция "Робастная статистика и финансовая математика – 2022" (4-5 июля 2022 г.) : сборник статей. Томск, 2022. С. 69-74
Type: статьи в сборниках
Date: 2022
Description:
В работе рассматривается задача построения оптимальной процедуры выявления разладки марковского процесса, представляющего собой эпидемиологическую динамику числа инфицированных. Аналогичная постановка
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Source: Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 1. P. 113-142
Type: статьи в журналах
Date: 2022
Description:
In this paper, we develop an efficient nonparametric estimation theory for continuous time regression models with non-Gaussian Lévy noises in the case when the unknown functions belong to Sobolev elli
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Type: учебные издания
Date: 2022
Description:
This course is devoted to the main problems of the sequential analysis: sequential estimation and sequential hypothesis testing. Firstly we construct the least squares estimate for the scalar regressi
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Type: учебные издания
Date: 2020
Description:
The goal of the course is to study the main tools of the renewal theory and their applications to some problems of the actuarial analysis for insurance companies in the framework of the Cremer - Lundb
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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
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Source: Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей. Томск, 2019. С. 43-48
Type: статьи в сборниках
Date: 2019
Description:
In this paper we study an asymptotic efficiency property of the weighted least squares estimates for unknown square inte- grable functions in Gaussian regression models. We use the Pinsker approach. I
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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
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Source: Journal of nonparametric statistics. 2019. Vol. 31, № 3. P. 612-628
Type: статьи в журналах
Date: 2019
Description:
In this paper, we develop the James–Stein improved method for the estimation problem of a nonparametric periodic function observed with Lévy noises in continuous time. An adaptive model selection proc
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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
Source: Communications - scientific letters of the University of Zilina. 2018. Vol. 20, № 1. P. 73-77
Type: статьи в журналах
Date: 2018
Description:
In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure, base
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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
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Source: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статей. Томск, 2017. С. 24-29
Type: статьи в сборниках
Date: 2017
