Электронная библиотека (репозиторий) Томского государственного университета
взвешенные оценки наименьших квадратов | Pergamenshchikov, Serguei M. | статьи в журналах

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Add   Adaptive robust efficient methods for periodic signal processing observed with colours noises
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M. | Marcokova, Mariana
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 ... 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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