https://vital.lib.tsu.ru/vital/access/manager/Index en-us 5 Sequential analysis and its applications https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000923978 Wed 30 Nov 2022 10:25:23 KRAT ]]> Efficient nonparametric estimation of square-integrable functions in continuous time regression models https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790539 Wed 23 Dec 2020 12:02:04 KRAT ]]> Sharp oracle inequalities for drift estimation problems from discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790462 Wed 23 Dec 2020 09:49:16 KRAT ]]> Minimax and pointwise sequential changepoint detection and identification for general stochastic models https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001000951 Wed 10 May 2023 10:26:35 KRAT ]]> Portfolio optimization problems under logarithmic utilities https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000996103 Wed 08 Feb 2023 09:17:18 KRAT ]]> Optimal investment and consumption problem for spread markets with stochastic volatility https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000996101 Wed 08 Feb 2023 09:17:15 KRAT ]]> Quickest change-point detection in time series with unknown distributions https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000722093 Tue 23 Jun 2020 15:29:04 KRAT ]]> Adaptive robust efficient estimation methods in statistical models generated by fractal Poisson processes https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000890956 Tue 22 Mar 2022 17:03:44 KRAT ]]> Optimal investment and consumption on financial markets for power utility functions https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000890955 Tue 22 Mar 2022 17:03:43 KRAT ]]> Adaptive robust methods for dependent big data models https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000890954 Tue 22 Mar 2022 17:03:38 KRAT ]]> Renewal theory and its applications : lectures notes for the course "Stochastic modelling" taken by most Mathematics students and Economics students (directions of training 01.03.01 - Mathematics and 38.04.01 - Economics) https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000709412 Tue 19 May 2020 08:57:20 KRAT ]]> Sequential model selection method for a nonparametric autoregression https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000648708 Tue 19 Feb 2019 12:52:22 KRAT ]]> Improved estimation method for high dimension semimartingale regression models based on discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001156460 Tue 06 May 2025 09:31:39 KRAT ]]> Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000515942 Tue 04 Dec 2018 09:37:40 KRAT ]]> Adaptive robust efficient methods for periodic signal processing observed with colours noises https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000674070 Thu 30 Jan 2020 13:59:25 KRAT ]]> Efficient estimation methods for non‑Gaussian regression models in continuous time https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000927184 Thu 26 Jan 2023 09:49:17 KRAT ]]> Hedging problem for Asian call options with transaction costs https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001017454 Thu 25 Jan 2024 14:33:10 KRAT ]]> Nonparametric estimation for an autoregressive model https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000563217 Thu 22 Apr 2021 14:32:49 KRAT ]]> Non-parametric estimation in a semimartingale regression model. Part 1. Oracle inequalities https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000563218 Thu 22 Apr 2021 14:28:43 KRAT ]]> Nonparametric estimation in a semimartingale regression model. Part 2. Robust asymptotic efficiency https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000563221 Thu 22 Apr 2021 14:11:49 KRAT ]]> Improved estimation of a function in continuous regression with semimartingale noise https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000620490 Thu 15 Feb 2018 10:03:53 KRAT ]]> Model selection for a semi - Markov continuous time regression observed in the discrete time moments https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000620491 Thu 15 Feb 2018 10:03:34 KRAT ]]> Sharp oracle inequalities for the nonparametric signal estimation in the Lévy regression model https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000646057 Thu 10 Jan 2019 09:57:49 KRAT ]]> Approximate hedging with constant proportional transaction costs in financial markets with jumps https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000792070 Sat 23 Jan 2021 11:30:39 KRAT ]]> Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000650264 Mon 18 Mar 2019 10:11:12 KRAT ]]> Optimal consumption and investment for markets with random coefficients https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000468735 Mon 17 Dec 2018 11:27:04 KRAT ]]> Early detection of epidemics https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000996319 Mon 13 Feb 2023 14:23:43 KRAT ]]> Big data efficient estimating to ergodic diffusion processes https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000996315 Mon 13 Feb 2023 14:23:36 KRAT ]]> Estimating the number of signals in the presence of noises https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000996316 Mon 13 Feb 2023 14:23:34 KRAT ]]> Model selection method for efficient signals processing from discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790771 Mon 11 Jan 2021 09:35:35 KRAT ]]> Robust model selection for a semimartingale continuous time regression from discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000500378 Mon 10 Dec 2018 11:56:16 KRAT ]]> On ruin probabilities with investments in a risky asset with a regime-switching price https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000999472 Mon 10 Apr 2023 11:04:26 KRAT ]]> Adaptive efficient estimation for generalized semi‑Markov big data models https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000999481 Mon 10 Apr 2023 10:57:17 KRAT ]]> In the insurance business risky investments are dangerous: the case of negative risk sums https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000548662 Mon 03 Dec 2018 09:43:02 KRAT ]]> Adaptive efficient analysis for big data ergodic diffusion models https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000900724 Fri 30 Sep 2022 14:42:55 KRAT ]]> Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with power utility https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000707651 Fri 20 Mar 2020 14:31:22 KRAT ]]> Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000707654 Fri 20 Mar 2020 14:31:11 KRAT ]]> Improved robust model selection methods for a Lévy nonparametric regression in continuous time https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000672017 Fri 20 Dec 2019 13:24:25 KRAT ]]> Approximate hedging problem with transaction costs in stochastic volatility markets https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000626950 Fri 18 May 2018 09:51:26 KRAT ]]> Improved model selection method for an adaptive estimation in semimartingale regression models https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000653427 Fri 17 May 2019 10:26:18 KRAT ]]> Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000791247 0 be the root of the cumulant-generating function H of the increment of the log price process V1. We show that the ruin probability admits the exact asymptotic Cu−β as the initial capital u → ∞ assuming only that the law of VT is non-arithmetic without any further assumptions on the price process.]]> Fri 15 Jan 2021 10:53:42 KRAT ]]> Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000658494 Fri 14 Jun 2019 09:44:38 KRAT ]]> Super-efficient robust estimation in Lévy continuous time regression models from discrete data https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001009719 Fri 11 Jul 2025 09:10:51 KRAT ]]> Oracle inequalities for the stochastic differential equations https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000789391 Fri 11 Dec 2020 10:08:06 KRAT ]]> Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001003546 Fri 07 Jul 2023 22:16:37 KRAT ]]> Model selection for the robust efficient signal processing observed with small Lévy noise https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000794308 Fri 05 Mar 2021 12:14:35 KRAT ]]> Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis https://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000723193 Fri 04 Sep 2020 09:58:10 KRAT ]]>