Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei |
|
2012
|
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung |
|
1995
|
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei |
|
2010
|
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei |
|
2015
|
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V. |
|
2001
|
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S. |
|
2003
|
Estimation of a regression with the pulse type noise from discrete data. Zbl 1357.62174
Konev, V. V.; Pergamenshchikov, S. M.; Pchelintsev, E. A. |
|
2014
|
Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities. Zbl 1507.62244
Konev, Victor V.; Pergamenshchikov, Serguei M. |
|
2009
|
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S. |
|
1997
|
Sequential estimation of parameters of discrete processes. Zbl 0423.93046
Borisov, V. Z.; Konev, V. V. |
|
1977
|
Nonparametric estimation in a semimartingale regression model. II: Robust asymptotic efficiency. Zbl 1507.62245
Konev, Victor V.; Pergamenshchikov, Serguei M. |
|
2009
|
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. Zbl 1282.62042
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S. |
|
2009
|
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M. |
|
1990
|
Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations. Zbl 0582.93060
Vasil’ev, V. A.; Konev, V. V. |
|
1985
|
On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. Zbl 0774.62090
Konev, V. V.; Pergamenshchikov, S. M. |
|
1993
|
On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. Zbl 0704.62064
Konev, V. V.; Pergamenshchikov, S. M. |
|
1990
|
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei |
|
2018
|
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M. |
|
1986
|
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M. |
|
1992
|
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M. |
|
1981
|
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)). Zbl 1110.62107
Galtchouk, L.; Konev, V. |
|
2004
|
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V. |
|
2003
|
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor |
|
2010
|
Über die optimale Programmeinschaltung von Reserveelementen. Zbl 0305.90023
Konev, V. V. |
|
1975
|
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor |
|
2006
|
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M. |
|
1985
|
Optimale Reservierung einer Gruppe von eintypigen Elementen. Zbl 0337.90030
Konev, V. V.; Ovcinnikov, A. V. |
|
1976
|
Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. Zbl 0953.62095
Konev, Victor; Le Breton, Alain |
|
2000
|
On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference. Zbl 1362.60042
Konev, V. V. |
|
2016
|
Successive identification of the random-parameter linear dynamic system. Zbl 1155.93437
Kashkovskii, D. V.; Konev, V. V. |
|
2008
|
Sequential fixed accuracy estimation for nonstationary autoregressive processes. Zbl 1442.62186
Konev, Victor; Nazarenko, Bogdan |
|
2020
|
On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises. Zbl 1387.93158
Vorobeichikov, S. E.; Konev, V. V. |
|
2017
|
On sequential identification of linear dynamic systems in continuous time by noisy observations. Zbl 0634.93075
Vasil’ev, V. A.; Konev, V. V. |
|
1987
|
A sequential method of estimating parameters of random fields. Zbl 0652.62079
Konev, V. V. |
|
1988
|
On sequential estimation of the parameters of continuous-time trigonometric regression. Zbl 1346.93356
Emel’yanova, T. V.; Konev, V. V. |
|
2016
|
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M. |
|
1996
|
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M. |
|
1993
|
On sequential classification of autoregressive processes with unknown variance of noise. Zbl 0897.62088
Dmitrienko, A. A.; Konev, V. V. |
|
1995
|
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej |
|
1997
|
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M. |
|
1984
|
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S. |
|
2003
|
Bounds for the mean time of reaching a constant threshold by a non- anticipative functional of a random process of recurrent type. Zbl 0566.60044
Konev, V. V. |
|
1984
|
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M. |
|
1996
|
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V. |
|
1997
|
On the mean number of observations under guaranteed estimation of an autoregression parameter. Zbl 0925.62352
Veksler, A. A.; Konev, V. V. |
|
1995
|
On sequential identification of stochastic systems. Zbl 0465.93081
Vorobejchikov, S. E.; Konev, V. V. |
|
1980
|
On sequential least squares estimates of autoregressive parameters. Zbl 1080.62055
Galtchouk, Leonid; Konev, Victor |
|
2005
|
Quickest detection of parameter changes in stochastic regression: nonparametric CUSUM. Zbl 1374.94663
Konev, Victor; Vorobeychikov, Sergey |
|
2017
|
Sequential fixed accuracy estimation for nonstationary autoregressive processes. Zbl 1442.62186
Konev, Victor; Nazarenko, Bogdan |
|
2020
|
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei |
|
2018
|
On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises. Zbl 1387.93158
Vorobeichikov, S. E.; Konev, V. V. |
|
2017
|
Quickest detection of parameter changes in stochastic regression: nonparametric CUSUM. Zbl 1374.94663
Konev, Victor; Vorobeychikov, Sergey |
|
2017
|
On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference. Zbl 1362.60042
Konev, V. V. |
|
2016
|
On sequential estimation of the parameters of continuous-time trigonometric regression. Zbl 1346.93356
Emel’yanova, T. V.; Konev, V. V. |
|
2016
|
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei |
|
2015
|
Estimation of a regression with the pulse type noise from discrete data. Zbl 1357.62174
Konev, V. V.; Pergamenshchikov, S. M.; Pchelintsev, E. A. |
|
2014
|
Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei |
|
2012
|
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei |
|
2010
|
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor |
|
2010
|
Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities. Zbl 1507.62244
Konev, Victor V.; Pergamenshchikov, Serguei M. |
|
2009
|
Nonparametric estimation in a semimartingale regression model. II: Robust asymptotic efficiency. Zbl 1507.62245
Konev, Victor V.; Pergamenshchikov, Serguei M. |
|
2009
|
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. Zbl 1282.62042
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S. |
|
2009
|
Successive identification of the random-parameter linear dynamic system. Zbl 1155.93437
Kashkovskii, D. V.; Konev, V. V. |
|
2008
|
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor |
|
2006
|
On sequential least squares estimates of autoregressive parameters. Zbl 1080.62055
Galtchouk, Leonid; Konev, Victor |
|
2005
|
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)). Zbl 1110.62107
Galtchouk, L.; Konev, V. |
|
2004
|
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S. |
|
2003
|
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V. |
|
2003
|
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S. |
|
2003
|
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V. |
|
2001
|
Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. Zbl 0953.62095
Konev, Victor; Le Breton, Alain |
|
2000
|
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S. |
|
1997
|
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej |
|
1997
|
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V. |
|
1997
|
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M. |
|
1996
|
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M. |
|
1996
|
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung |
|
1995
|
On sequential classification of autoregressive processes with unknown variance of noise. Zbl 0897.62088
Dmitrienko, A. A.; Konev, V. V. |
|
1995
|
On the mean number of observations under guaranteed estimation of an autoregression parameter. Zbl 0925.62352
Veksler, A. A.; Konev, V. V. |
|
1995
|
On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. Zbl 0774.62090
Konev, V. V.; Pergamenshchikov, S. M. |
|
1993
|
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M. |
|
1993
|
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M. |
|
1992
|
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M. |
|
1990
|
On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. Zbl 0704.62064
Konev, V. V.; Pergamenshchikov, S. M. |
|
1990
|
A sequential method of estimating parameters of random fields. Zbl 0652.62079
Konev, V. V. |
|
1988
|
On sequential identification of linear dynamic systems in continuous time by noisy observations. Zbl 0634.93075
Vasil’ev, V. A.; Konev, V. V. |
|
1987
|
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M. |
|
1986
|
Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations. Zbl 0582.93060
Vasil’ev, V. A.; Konev, V. V. |
|
1985
|
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M. |
|
1985
|
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M. |
|
1984
|
Bounds for the mean time of reaching a constant threshold by a non- anticipative functional of a random process of recurrent type. Zbl 0566.60044
Konev, V. V. |
|
1984
|
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M. |
|
1981
|
On sequential identification of stochastic systems. Zbl 0465.93081
Vorobejchikov, S. E.; Konev, V. V. |
|
1980
|
Sequential estimation of parameters of discrete processes. Zbl 0423.93046
Borisov, V. Z.; Konev, V. V. |
|
1977
|
Optimale Reservierung einer Gruppe von eintypigen Elementen. Zbl 0337.90030
Konev, V. V.; Ovcinnikov, A. V. |
|
1976
|
Über die optimale Programmeinschaltung von Reserveelementen. Zbl 0305.90023
Konev, V. V. |
|
1975
|