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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
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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
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Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статей. Томск, 2021. С. 56-61
Type: статьи в сборниках
Date: 2021
Description:
The paper considers the estimation problem of the autoregressive parameter in the first-order autoregressive process when the noise variance is unknown. We propose a non-asymptotic technique to compen
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Source: Russian journal of nondestructive testing. 2020. Vol. 56, № 2. P. 161-170
Type: статьи в журналах
Date: 2020
Description:
Abstract—A mathematical model of the output signals of an X-ray sandwich detector is presented.
Source: Austrian journal of statistics. 2020. Vol. 49, № 4. P. 19-26
Type: статьи в журналах
Date: 2020
Description:
The paper considers the estimation problem of the autoregressive parameter in the
Source: Journal of nondestructive evaluation. 2019. Vol. 38, № 3. P. 78 (1-7)
Type: статьи в журналах
Date: 2019
Description:
A mathematical model of digital X-ray image of the test object is presented for the case when the main type of image distortion is the noise due to the quantum nature of the radiation. The new multile
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Source: Computer data analysis and modeling : stochastics and data science : proceedings of the Twelfth international conference, Minsk, September 18-22, 2019. Minsk, 2019. P. 315-318
Type: статьи в сборниках
Date: 2019
Source: Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019. Novosibirsk, 2019. P. 188-194
Type: статьи в сборниках
Date: 2019
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2019. № 46. С. 40-48
Type: статьи в журналах
Date: 2019
Description:
The problem of parameter estimation and change point detection of process AR(p)/ARCH(q) is considered. Sequential estimators with bounded standard deviation are proposed and their asymptotic propertie
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Source: Международная научная конференция "Робастная статистика и финансовая математика - 2018" (09-11 июля 2018 г.) : сборник статей. Томск, 2018. С. 48-53
Type: статьи в сборниках
Date: 2018
Description:
The general Pareto type model with unknown tail index is
Source: Новые информационные технологии в исследовании сложных структур : материалы двенадцатой конференции с международным участием, 4-8 июня 2018 г.. Томск, 2018. С. 107-108
Type: статьи в сборниках
Date: 2018
Source: Mathematical methods of statistics. 2018. Vol. 27, № 3. P. 226-243
Type: статьи в журналах
Date: 2018
Description:
The problem of estimation of the heavy tail index is revisited from the point of view of truncated estimation. A class of novel estimators is introduced having guaranteed accuracy based on a sample of
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Source: Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статей. Томск, 2017. С. 30-35
Type: статьи в сборниках
Date: 2017
Source: IFAC-PapersOnLine. 2017. Vol. 50, № 1. P. 14614-14619
Type: статьи в журналах
Date: 2017
Description:
The problem of the change point detection in a sequence of random variables is considered. The task arises in control of technological processes, particularly, in oil and gas production management. So
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Source: Russian journal of nondestructive testing. 2017. Vol. 53, № 2. P. 134-141
Type: статьи в журналах
Date: 2017
Description:
A mathematical model that describes digital radiation images of test objects is presented. Two algorithms are given for automatic segmentation of digital images distorted by additive noises. The effic
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