Электронная библиотека (репозиторий) Томского государственного университета
статьи в журналах | Pchelintsev, Evgeny A.

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Add   Super-efficient robust estimation in Lévy continuous time regression models from discrete data
Authors: Nikiforov, Nikita I. | Pergamenshchikov, Serguei M. | Pchelintsev, Evgeny A.
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 ... More
Add   Efficient estimation methods for non‑Gaussian regression models in continuous time
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M. | Povzun, Maria A.
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 ... More
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   Improved model selection method for an adaptive estimation in semimartingale regression models
Authors: Pchelintsev, Evgeny A. | Pergamenshchikov, Serguei M.
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 ... More
Add   Improved robust model selection methods for a Lévy nonparametric regression in continuous time
Authors: Pchelintsev, Evgeny A. | Pchelintsev, Valeriy A. | Pergamenshchikov, Serguei M.
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 ... More
Add   Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem
Authors: Pchelintsev, Evgeny A. | Pchelintsev, Valeriy A. | Pergamenshchikov, Serguei M.
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 ... More
Add   On an extremal problem for nonoverlapping domains
Authors: Pchelintsev, Evgeny A. | Pchelintsev, V. A.
Source: Вестник Томского государственного университета. Математика и механика. 2018. № 52. С. 13-24
Type: статьи в журналах
Date: 2018
Description: The paper considers the problem of finding the range of the functional ( ) I=J(f z0,f(z0),F(ζ0),F(ζ0)) defined on the class M of functions pairs (f (z),F(ζ)) that are univalent in the system of the di ... 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
Add   Company town socio-economic transformation: concentration and factors system
Authors: Antonova, Irine S. | Pchelintsev, Evgeny A. | Vavilov, Danil D.
Source: SHS Web of Conferences. 2016. Vol. 28. P. 01006 (1-5)
Type: статьи в журналах
Date: 2016
Add   Improved estimation in a non-Gaussian parametric regression
Authors: Pchelintsev, Evgeny A.
Source: Statistical inference for stochastic processes. 2013. Vol. 16, № 1. P. 15-28
Type: статьи в журналах
Date: 2013
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