Banerjee, Taposh; Tarokh, Vahid Bayesian quickest change detection for unnormalized and score-based models. (English) Zbl 07928087 Sequential Anal. 43, No. 3, 359-378 (2024). MSC: 62Lxx × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, Evgenii A.; Pergamenchtchikov, Serguei M.; Tenzin, Roman O. Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis. (English) Zbl 07798884 Sequential Anal. 43, No. 1, 57-78 (2024). MSC: 62L10 62L15 60G40 60J05 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Nikiforov, Nikita Igor’evich; Pergamenshchikov, Sergeĭ Markovich; Pchelintsev, Evgeniĭ Anatol’evich Super-efficient robust estimation in Lévy continuous time regression models from discrete data. (English) Zbl 07795528 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2023, No. 85, 22-31 (2023). MSC: 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Melnikov, Alexander; Pak, Andrey Parameter estimation in optional semimartingale regression models. (English) Zbl 07757623 Statistics 57, No. 5, 1165-1201 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Naha, Arunava; Teixeira, André; Ahlén, Anders; Dey, Subhrakanti Quickest physical watermarking-based detection of measurement replacement attacks in networked control systems. (English) Zbl 1516.93094 Eur. J. Control 71, Article ID 100804, 18 p. (2023). MSC: 93B70 93C83 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria Improved estimation method for high dimension semimartingale regression models based on discrete data. (English) Zbl 07594032 Stat. Inference Stoch. Process. 25, No. 3, 537-576 (2022). MSC: 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenchtchikov, Serguei Adaptive efficient estimation for generalized semi-Markov big data models. (English) Zbl 07572407 Ann. Inst. Stat. Math. 74, No. 5, 925-955 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI HAL
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Pergamenchtchikov, Serguei M.; Tartakovsky, Alexander G.; Spivak, Valentin S. Minimax and pointwise sequential changepoint detection and identification for general stochastic models. (English) Zbl 1520.62101 J. Multivariate Anal. 190, Article ID 104977, 22 p. (2022). MSC: 62L10 62L15 60G40 62M02 60J05 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Galtchouk, Leonid I.; Pergamenshchikov, Serge M. Adaptive efficient analysis for big data ergodic diffusion models. (English) Zbl 1493.62204 Stat. Inference Stoch. Process. 25, No. 1, 127-158 (2022). MSC: 62G08 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Povzun, Maria Efficient estimation methods for non-Gaussian regression models in continuous time. (English) Zbl 07473257 Ann. Inst. Stat. Math. 74, No. 1, 113-142 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V.; Pupkov, A. V. Confidence estimation of autoregressive parameters based on noisy data. (English. Russian original) Zbl 1471.93261 Autom. Remote Control 82, No. 6, 1030-1048 (2021); translation from Avtom. Telemekh. 2021, No. 6, 124-148 (2021). MSC: 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey On statistical estimation and inferences in optional regression models. (English) Zbl 1475.62224 Statistics 55, No. 2, 445-457 (2021). MSC: 62L12 62F12 60G44 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Optimal index estimation of heavy-tailed distributions. (English) Zbl 1464.62364 Sequential Anal. 40, No. 1, 125-147 (2021). MSC: 62L12 62G32 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Beltaief, Slim; Chernoyarov, Oleg; Pergamenchtchikov, Serguei Model selection for the robust efficient signal processing observed with small Lévy noise. (English) Zbl 1465.62051 Ann. Inst. Stat. Math. 72, No. 5, 1205-1235 (2020). MSC: 62F07 62F35 60G35 94A12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Konev, Victor; Nazarenko, Bogdan Sequential fixed accuracy estimation for nonstationary autoregressive processes. (English) Zbl 1442.62186 Ann. Inst. Stat. Math. 72, No. 1, 235-264 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L12 62L10 62M10 60G12 × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, E. A.; Pergamenshchikov, S. M. Improved model selection method for an adaptive estimation in semimartingale regression models. (English) Zbl 1497.62100 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2019, No. 58, 14-31 (2019). MSC: 62G08 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv MNR
Pchelintsev, E. A.; Perelevskiĭ, S. S. Adaptive estimation in a heteroscedastic nonparametric regression. (Russian. English summary) Zbl 1497.62099 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2019, No. 57, 38-52 (2019). MSC: 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Arkoun, Ouerdia; Brua, Jean-Yves; Pergamenchtchikov, Serguei Sequential model selection method for nonparametric autoregression. (English) Zbl 1430.62075 Sequential Anal. 38, No. 4, 437-460 (2019). MSC: 62G08 62G05 62M10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pchelintsev, E. A.; Pchelintsev, V. A.; Pergamenshchikov, S. M. Improved robust model selection methods for a Lévy nonparametric regression in continuous time. (English) Zbl 1423.62029 J. Nonparametric Stat. 31, No. 3, 612-628 (2019). MSC: 62G08 62G05 62G35 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenshchikov, Sergey Robust adaptive efficient estimation for semi-Markov nonparametric regression models. (English) Zbl 1420.62168 Stat. Inference Stoch. Process. 22, No. 2, 187-231 (2019). MSC: 62G08 62G05 62G35 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sohrabi, Maryam; Zarepour, Mahmoud Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations. (English) Zbl 1392.62276 J. Stat. Plann. Inference 198, 105-118 (2019). MSC: 62M10 60G52 62F40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. (English) Zbl 1431.62378 Sequential Anal. 37, No. 3, 322-341 (2018). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62M10 62L10 62B10 60J10 94A17 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Truncated estimation of ratio statistics with application to heavy tail distributions. (English) Zbl 1409.62103 Math. Methods Stat. 27, No. 3, 226-243 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, E. A.; Pergamenshchikov, S. M. Oracle inequalities for the stochastic differential equations. (English) Zbl 1403.62064 Stat. Inference Stoch. Process. 21, No. 2, 469-483 (2018). MSC: 62G08 62G05 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Povzun, M. A.; Pchelintsev, E. A. Estimating parameters in a regression model with dependent noises. (Russian. English summary) Zbl 07607618 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2017, No. 49, 43-51 (2017). MSC: 62-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR
Gubin, V. N. On an algorithm for calculating optimal strategies on an infinite time interval. (Russian. English summary) Zbl 07607596 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2017, No. 47, 5-14 (2017). MSC: 90-XX 65-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR
Vorobeichikov, S. E.; Konev, V. V. On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises. (English. Russian original) Zbl 1387.93158 Autom. Remote Control 78, No. 10, 1803-1818 (2017); translation from Avtom. Telemekh. 2017, No. 10, 90-108 (2017). MSC: 93E10 93E03 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, Victor V.; Vorobeychikov, Sergey E. Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises. (English) Zbl 1362.60041 Sequential Anal. 36, No. 1, 55-75 (2017). MSC: 60G40 62F25 62J05 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V. On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference. (English. Russian original) Zbl 1362.60042 Dokl. Math. 94, No. 3, 676-680 (2016); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 471, No. 5, 523-527 (2016). MSC: 60G42 60G40 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Arkoun, Ouerdia; Pergamenchtchikov, Serguei Sequential robust estimation for nonparametric autoregressive models. (English) Zbl 1358.62071 Sequential Anal. 35, No. 4, 489-515 (2016). MSC: 62M10 62L12 62G35 62G07 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Emel’yanova, T. V.; Konev, V. V. On sequential estimation of the parameters of continuous-time trigonometric regression. (English. Russian original) Zbl 1346.93356 Autom. Remote Control 77, No. 6, 992-1008 (2016); translation from Avtom. Telemekh. 2016, No. 6, 61-80 (2016). MSC: 93E10 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Emel’yanova, T. V.; Konev, V. V. On sequential estimation of a periodic signal on the background of an autoregressive noise. (Russian. English summary) Zbl 07607522 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2015, No. 2(34), 18-29 (2015). MSC: 62-XX 94-XX × Cite Format Result Cite Review PDF Full Text: DOI MNR
Galtchouk, L. I.; Pergamenshchikov, S. M. Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. (English) Zbl 1342.60132 Bernoulli 21, No. 4, 2569-2594 (2015). MSC: 60J60 62M05 62G05 62L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kusainov, Marat I.; Vasiliev, Vyacheslav A. On optimal adaptive prediction of multivariate autoregression. (English) Zbl 1326.60050 Sequential Anal. 34, No. 2, 211-234 (2015). MSC: 60G25 62M20 60G40 62F35 62H12 62J05 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, Victor; Pergamenchtchikov, Serguei Robust model selection for a semimartingale continuous time regression from discrete data. (English) Zbl 1298.62067 Stochastic Processes Appl. 125, No. 1, 294-326 (2015). MSC: 62G08 62G05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, V. A.; Pchelintsev, E. A. Minimax estimation of the Gaussian parametric regression. (Russian. English summary) Zbl 07604773 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2014, No. 5(31), 40-47 (2014). MSC: 62-XX 11-XX × Cite Format Result Cite Review PDF Full Text: MNR
Gubin, V. N.; Pestov, G. G. On a class of reserved devices. (Russian. English summary) Zbl 1518.90023 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2014, No. 4(30), 14-23 (2014). Reviewer: Tatiana Mamedova (Saransk) MSC: 90B25 90C30 × Cite Format Result Cite Review PDF Full Text: MNR
Sriram, T. N.; Iaci, Ross Authors’ response. (English) Zbl 1291.62152 Sequential Anal. 33, No. 2, 194-204 (2014). MSC: 62L12 60G40 62M10 62F25 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, Leonid I. Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. (English) Zbl 1291.62144 Sequential Anal. 33, No. 2, 161-164 (2014). MSC: 62L10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Sriram, T. N.; Iaci, Ross Sequential estimation for time series models. (English) Zbl 1319.62193 Sequential Anal. 33, No. 2, 136-157 (2014). MSC: 62M10 62L12 62F25 60G40 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Vasiliev, Vyacheslav A. A truncated estimation method with guaranteed accuracy. (English) Zbl 1281.62209 Ann. Inst. Stat. Math. 66, No. 1, 141-163 (2014). MSC: 62M10 62G08 62H12 62M05 62G07 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Emel’yanova, T. V.; Konev, V. V. On the sequential estimation of parameters in a continuous autoregression model. (Russian. English summary) Zbl 1508.93291 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2013, No. 5(25), 12-25 (2013). MSC: 93E10 62P30 93B30 × Cite Format Result Cite Review PDF Full Text: MNR
Gubin, V. N.; Travkina, V. V. Two problems of dynamic redundancy. (Russian. English summary) Zbl 07607437 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2013, No. 5(25), 5-11 (2013). MSC: 90-XX 93-XX × Cite Format Result Cite Review PDF Full Text: MNR
Fathallah, Hamdi Asymptotic properties of the LS-estimator of a Gaussian autoregressive process by an averaging method. (English) Zbl 1281.62195 Commun. Stat., Theory Methods 42, No. 17, 3148-3173 (2013). MSC: 62M10 62F12 60F15 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Politis, Dimitris N.; Vasiliev, Vyacheslav A. Non-parametric sequential estimation of a regression function based on dependent observations. (English) Zbl 1294.62065 Sequential Anal. 32, No. 3, 243-266 (2013). MSC: 62G05 62G08 62G20 62J20 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Pchelintsev, Evgeny Improved estimation in a non-Gaussian parametric regression. (English) Zbl 1259.62082 Stat. Inference Stoch. Process. 16, No. 1, 15-28 (2013). MSC: 62M10 62H12 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Kan, Xiu; Shu, Huisheng; Che, Yan Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering. (English) Zbl 1264.93235 Math. Probl. Eng. 2012, Article ID 342705, 15 p. (2012). MSC: 93E10 93E11 × Cite Format Result Cite Review PDF Full Text: DOI
Fellouris, Georgios Asymptotically optimal parameter estimation under communication constraints. (English) Zbl 1297.62182 Ann. Stat. 40, No. 4, 2239-2265 (2012). MSC: 62L12 62F30 62F12 62M05 62M09 60G44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Konev, Victor; Pergamenshchikov, Serguei Efficient robust nonparametric estimation in a semimartingale regression model. (English. French summary) Zbl 1282.62102 Ann. Inst. Henri Poincaré, Probab. Stat. 48, No. 4, 1217-1244 (2012). MSC: 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Pchelintsev, E. A. The James-Stein procedure for a conditionally Gaussian regression. (Russian. English summary) Zbl 07604984 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2011, No. 4(16), 6-17 (2011). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: MNR
Mahmoud, M. A.; Atwa, R. A. Stochastic approximation and compound delayed observations with independent random time delay distribution. (English) Zbl 1296.62159 Arab. J. Sci. Eng. 36, No. 8, 1549-1558 (2011). MSC: 62L20 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, L. I.; Pergamenshchikov, S. M. Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. (English) Zbl 1359.62123 J. Nonparametric Stat. 23, No. 2, 255-285 (2011). MSC: 62G08 62G05 62G20 60J60 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, L.; Konev, V. On asymptotic normality of sequential LS-estimates of unstable autoregressive processes. (English) Zbl 1215.62081 Sequential Anal. 30, No. 2, 117-144 (2011). MSC: 62L12 62M10 62L15 62E20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Konev, Victor; Pergamenchtchikov, Serguei General model selection estimation of a periodic regression with a Gaussian noise. (English) Zbl 1432.62075 Ann. Inst. Stat. Math. 62, No. 6, 1083-1111 (2010). MSC: 62G05 62G08 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Park, Eunsik; Chang, Yuan-Chin I. Sequential analysis of longitudinal data in a prospective nested case-control study. (English) Zbl 1233.62147 Biometrics 66, No. 4, 1034-1042 (2010). MSC: 62L10 62L12 62L15 65C60 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, Leonid; Konev, Victor On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). (English) Zbl 1198.62076 J. Multivariate Anal. 101, No. 10, 2616-2636 (2010). MSC: 62L12 62M20 62L15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Küchler, Uwe; Vasiliev, Vyacheslav A. On guaranteed parameter estimation of a multiparameter linear regression process. (English) Zbl 1193.93167 Automatica 46, No. 4, 637-646 (2010). MSC: 93E10 93E12 60H10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Konev, Victor V.; Pergamenshchikov, Serguei M. Nonparametric estimation in a semimartingale regression model. II: Robust asymptotic efficiency. (English) Zbl 1507.62245 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2009, No. 4(8), 31-45 (2009). MSC: 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: arXiv MNR
Konev, Victor V.; Pergamenshchikov, Serguei M. Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities. (English) Zbl 1507.62244 Vestn. Tomsk. Gos. Univ., Mat. Mekh. 2009, No. 3(7), 23-41 (2009). MSC: 62G08 62G05 × Cite Format Result Cite Review PDF Full Text: arXiv MNR
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S. Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. (English) Zbl 1282.62042 Math. Methods Stat. 18, No. 1, 43-58 (2009). MSC: 62F10 62F12 62L10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Gombay, Edit; Serban, Daniel Monitoring parameter change in AR\((p)\) time series models. (English) Zbl 1163.62063 J. Multivariate Anal. 100, No. 4, 715-725 (2009). MSC: 62L10 62G20 62M10 60F17 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Basak, Gopal K.; Lee, Philip Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable. (English) Zbl 1320.62192 Electron. J. Stat. 2, 1309-1344 (2008). MSC: 62M05 62F12 60J60 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Kashkovskii, D. V.; Konev, V. V. Successive identification of the random-parameter linear dynamic system. (English. Russian original) Zbl 1155.93437 Autom. Remote Control 69, No. 8, 1344-1356 (2008); translation from Avtom. Telemekh. 2008, No. 8, 82-95 (2008). MSC: 93E24 93E03 93E12 93C55 93C05 × Cite Format Result Cite Review PDF Full Text: DOI
Renshaw, Eric; Mateu, Jorge; Saura, Fuensanta Disentangling mark/point interaction in marked-point processes. (English) Zbl 1161.62409 Comput. Stat. Data Anal. 51, No. 6, 3123-3144 (2007). MSC: 62M30 60G55 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Küchler, Uwe; Vasil’iev, Vyacheslav A. On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations. (English) Zbl 1130.34058 J. Stat. Plann. Inference 137, No. 9, 3007-3023 (2007). Reviewer: Zhichun Yang (Chongqing) MSC: 34K50 60H10 62L12 34A55 × Cite Format Result Cite Review PDF Full Text: DOI Link
Saura, F.; Mateu, J. Estimating mark functions through spectral analysis for marked point patterns. (English) Zbl 1113.60052 Commun. Stat., Theory Methods 35, No. 5, 861-885 (2006). Reviewer: Viktor Oganyan (Erevan) MSC: 60G55 62M15 62M30 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, Leonid; Konev, Victor On sequential least squares estimates of autoregressive parameters. (English) Zbl 1080.62055 Sequential Anal. 24, No. 4, 335-364 (2005). MSC: 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Dahmani, Abdelnasser; Tari, Megdouda Bernstein–Frechet inequalities for the parameter of the first order autoregressive process. (English. Abridged French version) Zbl 1061.62132 C. R., Math., Acad. Sci. Paris 340, No. 4, 309-314 (2005). MSC: 62M10 62F12 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, L.; Konev, V. On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)). (English) Zbl 1110.62107 J. Multivariate Anal. 91, No. 2, 119-142 (2004). MSC: 62L12 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, L.; Konev, V. On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). (English) Zbl 1098.62546 Sequential Anal. 22, No. 1-2, 31-54 (2003). MSC: 62L12 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V.; Pergamenshchikov, S. Sequential estimation in stochastic approximation problem with autoregressive errors in observations. (English) Zbl 1052.93064 Sequential Anal. 22, No. 1-2, 1-29 (2003). Reviewer: Vlasta Kaňková (Praha) MSC: 93E25 62L20 90C59 × Cite Format Result Cite Review PDF Full Text: DOI
Galtchouk, L.; Konev, V. On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (English) Zbl 1043.62067 Ann. Stat. 29, No. 5, 1508-1536 (2001). MSC: 62L12 62M10 60G48 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Chang, Yuan-chin Ivan Sequential confidence regions of generalized linear models with adaptive designs. (English) Zbl 0965.62064 J. Stat. Plann. Inference 93, No. 1-2, 277-293 (2001). MSC: 62L05 62J12 62F12 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Dmitrienko, A.; Govindarajulu, Z. Sequential confidence regions for maximum likelihood estimates. (English) Zbl 1105.62369 Ann. Stat. 28, No. 5, 1472-1501 (2000). MSC: 62L12 62F25 × Cite Format Result Cite Review PDF Full Text: DOI
Belitser, Eduard Recursive estimation of a drifted autoregressive parameter. (English) Zbl 1105.62373 Ann. Stat. 28, No. 3, 860-870 (2000). MSC: 62M10 65C60 62G07 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Vasil’ev, V. A.; Koshkin, G. M. Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations. (English. Russian original) Zbl 0955.62039 Sib. Math. J. 41, No. 2, 229-245 (2000); translation from Sib. Mat. Zh. 41, No. 2, 284-303 (2000). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 62G07 62M10 62G20 62G05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Konev, Victor; Le Breton, Alain Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. (English) Zbl 0953.62095 Sequential Anal. 19, No. 1-2, 25-43 (2000). MSC: 62M10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Liptser, R.; Spokoiny, V. Deviation probability bound for martingales with applications to statistical estimation. (English) Zbl 0953.62080 Stat. Probab. Lett. 46, No. 4, 347-357 (2000). Reviewer: Yurii Lin’kov (Donetsk) MSC: 62M02 62M10 62G05 62M99 × Cite Format Result Cite Review PDF Full Text: DOI
Shete, Sanjay; Sriram, T. N. Fixed precision estimator of the offspring mean in branching processes. (English) Zbl 0926.62070 Stochastic Processes Appl. 77, No. 1, 17-33 (1998). MSC: 62L12 62M05 × Cite Format Result Cite Review PDF Full Text: DOI
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej Sequential generalized least squares estimator for an autoregressive parameter. (English) Zbl 0879.62072 Sequential Anal. 16, No. 1, 25-46 (1997). MSC: 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Lai, Tze Leung On uniform integrability and asymptotically risk-efficient sequential estimation. (English) Zbl 0876.62069 Sequential Anal. 15, No. 4, 237-251 (1996). MSC: 62L12 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, Victor; Lai, Tze Leung Estimators with prescribed precision in stochastic regression models. (English) Zbl 0838.62072 Sequential Anal. 14, No. 3, 179-192 (1995). MSC: 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V.; Pergamenshchikov, S. M. On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. (English) Zbl 0774.62090 Sequential Anal. 12, No. 1, 25-78 (1993). Reviewer: Z.Rychlik (Lublin) MSC: 62M10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V.; Pergamenshchikov, S. M. On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. (English) Zbl 0704.62064 Sequential Anal. 9, No. 2, 193-216 (1990). MSC: 62L12 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V.; Pergamenshchicov, S. M. Truncated sequential estimation of the parameters in a random regression. (English) Zbl 0698.62080 Sequential Anal. 9, No. 1, 19-41 (1990). Reviewer: Z.Rychlik MSC: 62L12 62M10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V. A sequential method of estimating parameters of random fields. (English. Russian original) Zbl 0652.62079 J. Sov. Math. 41, No. 1, 816-821 (1988); translation from Statistical methods for estimating and testing hypotheses, Interuniv. Collect. sci. Works, Perm’ 1984, 59-70 (1984). MSC: 62L12 62M09 62M99 × Cite Format Result Cite Review PDF Full Text: DOI