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Author ID: konev.victor Recent zbMATH articles by "Konev, Victor"
Published as: Konev, V. V.; Konev, Victor; Konev, V.; Konev, Victor V.; Konev, Viktor
External Links: Math-Net.Ru · dblp

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 195 times in 89 Documents Cited by Year
Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei
12
2012
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung
12
1995
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei
12
2010
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei
12
2015
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V.
11
2001
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S.
10
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.
10
2014
Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities. Zbl 1507.62244
Konev, Victor V.; Pergamenshchikov, Serguei M.
10
2009
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S.
9
1997
Sequential estimation of parameters of discrete processes. Zbl 0423.93046
Borisov, V. Z.; Konev, V. V.
9
1977
Nonparametric estimation in a semimartingale regression model. II: Robust asymptotic efficiency. Zbl 1507.62245
Konev, Victor V.; Pergamenshchikov, Serguei M.
9
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.
6
2009
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M.
6
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.
6
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.
5
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.
5
1990
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei
5
2018
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M.
5
1986
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M.
5
1992
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M.
5
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.
5
2004
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V.
4
2003
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor
3
2010
Über die optimale Programmeinschaltung von Reserveelementen. Zbl 0305.90023
Konev, V. V.
3
1975
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor
3
2006
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M.
3
1985
Optimale Reservierung einer Gruppe von eintypigen Elementen. Zbl 0337.90030
Konev, V. V.; Ovcinnikov, A. V.
3
1976
Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. Zbl 0953.62095
Konev, Victor; Le Breton, Alain
3
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.
3
2016
Successive identification of the random-parameter linear dynamic system. Zbl 1155.93437
Kashkovskii, D. V.; Konev, V. V.
2
2008
Sequential fixed accuracy estimation for nonstationary autoregressive processes. Zbl 1442.62186
Konev, Victor; Nazarenko, Bogdan
1
2020
On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises. Zbl 1387.93158
Vorobeichikov, S. E.; Konev, V. V.
1
2017
On sequential identification of linear dynamic systems in continuous time by noisy observations. Zbl 0634.93075
Vasil’ev, V. A.; Konev, V. V.
1
1987
A sequential method of estimating parameters of random fields. Zbl 0652.62079
Konev, V. V.
1
1988
On sequential estimation of the parameters of continuous-time trigonometric regression. Zbl 1346.93356
Emel’yanova, T. V.; Konev, V. V.
1
2016
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M.
1
1993
On sequential classification of autoregressive processes with unknown variance of noise. Zbl 0897.62088
Dmitrienko, A. A.; Konev, V. V.
1
1995
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej
1
1997
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M.
1
1984
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S.
1
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.
1
1984
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V.
1
1997
On the mean number of observations under guaranteed estimation of an autoregression parameter. Zbl 0925.62352
Veksler, A. A.; Konev, V. V.
1
1995
On sequential identification of stochastic systems. Zbl 0465.93081
Vorobejchikov, S. E.; Konev, V. V.
1
1980
On sequential least squares estimates of autoregressive parameters. Zbl 1080.62055
Galtchouk, Leonid; Konev, Victor
1
2005
Quickest detection of parameter changes in stochastic regression: nonparametric CUSUM. Zbl 1374.94663
Konev, Victor; Vorobeychikov, Sergey
1
2017
Sequential fixed accuracy estimation for nonstationary autoregressive processes. Zbl 1442.62186
Konev, Victor; Nazarenko, Bogdan
1
2020
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei
5
2018
On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises. Zbl 1387.93158
Vorobeichikov, S. E.; Konev, V. V.
1
2017
Quickest detection of parameter changes in stochastic regression: nonparametric CUSUM. Zbl 1374.94663
Konev, Victor; Vorobeychikov, Sergey
1
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.
3
2016
On sequential estimation of the parameters of continuous-time trigonometric regression. Zbl 1346.93356
Emel’yanova, T. V.; Konev, V. V.
1
2016
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei
12
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.
10
2014
Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei
12
2012
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei
12
2010
On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\). Zbl 1198.62076
Galtchouk, Leonid; Konev, Victor
3
2010
Non-parametric estimation in a semimartingale regression model. I: Oracle inequalities. Zbl 1507.62244
Konev, Victor V.; Pergamenshchikov, Serguei M.
10
2009
Nonparametric estimation in a semimartingale regression model. II: Robust asymptotic efficiency. Zbl 1507.62245
Konev, Victor V.; Pergamenshchikov, Serguei M.
9
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.
6
2009
Successive identification of the random-parameter linear dynamic system. Zbl 1155.93437
Kashkovskii, D. V.; Konev, V. V.
2
2008
Sequential estimation of the parameters in unstable AR(2). Zbl 1084.62077
Galtchouk, Leonid; Konev, Victor
3
2006
On sequential least squares estimates of autoregressive parameters. Zbl 1080.62055
Galtchouk, Leonid; Konev, Victor
1
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.
5
2004
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S.
10
2003
On uniform asymptotic normality of sequential estimators for the parameters in a stable AR(1). Zbl 1098.62546
Galtchouk, L.; Konev, V.
4
2003
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S.
1
2003
On sequential estimation of parameters in semimartingale regression models with continuous time parameter. Zbl 1043.62067
Galtchouk, L.; Konev, V.
11
2001
Guaranteed parameter estimation in a first-order autoregressive process with infinite variance. Zbl 0953.62095
Konev, Victor; Le Breton, Alain
3
2000
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S.
9
1997
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej
1
1997
On sequential estimation of parameters in continuous-time stochastic regression. Zbl 0938.62083
Galtchouk, L.; Konev, V.
1
1997
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung
12
1995
On sequential classification of autoregressive processes with unknown variance of noise. Zbl 0897.62088
Dmitrienko, A. A.; Konev, V. V.
1
1995
On the mean number of observations under guaranteed estimation of an autoregression parameter. Zbl 0925.62352
Veksler, A. A.; Konev, V. V.
1
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.
5
1993
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M.
1
1993
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M.
5
1992
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M.
6
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.
5
1990
A sequential method of estimating parameters of random fields. Zbl 0652.62079
Konev, V. V.
1
1988
On sequential identification of linear dynamic systems in continuous time by noisy observations. Zbl 0634.93075
Vasil’ev, V. A.; Konev, V. V.
1
1987
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M.
5
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.
6
1985
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M.
3
1985
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M.
1
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.
1
1984
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M.
5
1981
On sequential identification of stochastic systems. Zbl 0465.93081
Vorobejchikov, S. E.; Konev, V. V.
1
1980
Sequential estimation of parameters of discrete processes. Zbl 0423.93046
Borisov, V. Z.; Konev, V. V.
9
1977
Optimale Reservierung einer Gruppe von eintypigen Elementen. Zbl 0337.90030
Konev, V. V.; Ovcinnikov, A. V.
3
1976
Über die optimale Programmeinschaltung von Reserveelementen. Zbl 0305.90023
Konev, V. V.
3
1975
all top 5

Cited by 81 Authors

27 Konev, Victor
17 Pergamenshchikov, Sergeĭ Markovich
10 Galtchouk, Leonid I.
10 Pchelintsev, Evgeniĭ Anatol’evich
9 Vasil’iev, Vyacheslav A.
3 Beltaief, Slim
3 Emel’yanova, Tatiana Veniaminovna
3 Gubin, Vladimir Nikolaevich
3 Pergamenshchikov, Serguei Markovich
3 Politis, Dimitris Nicolas
3 Sriram, T. N.
3 Vorobeychikov, Sergey E.
2 Arkoun, Ouerdia
2 Barbu, Vlad Stefan
2 Chang, Yuan-chin Ivan
2 Dmitrienko, Alexei
2 Girardin, Valerie
2 Iaci, Ross
2 Konev, Victor Vasil’evich
2 Küchler, Uwe
2 Lai, Tze Leung
2 Mateu, Jorge
2 Melnikov, Aleksander Viktorovich
2 Pak, Andrey
2 Pchelintsev, Valery Anatol’evich
2 Pergamenchtchikov, Serguei M.
2 Saura, Fuensanta
1 Abdelghani, Mohamed N.
1 Ahlén, Anders
1 Atwa, R. A.
1 Banerjee, Taposh
1 Basak, Gopal Krishna
1 Belitser, Eduard
1 Brua, Jean-Yves
1 Che, Yan
1 Chernoyarov, Oleg V.
1 Dahmani, Abdelnasser
1 Dey, Subhrakanti
1 Fathallah, Hamdi
1 Fellouris, Georgios
1 Fokianos, Konstantinos
1 Fourdrinier, Dominique
1 Fried, Roland
1 Gombay, Edit
1 Govindarajulu, Zakkula
1 Kan, Xiu
1 Kashkovskii, D. V.
1 Kharin, Yuriĭ Sëmenovich
1 Koshkin, Gennady M.
1 Kusainov, Marat I.
1 Le Breton, Alain
1 Lee, Philip F.
1 Leshchinskaya, Maria
1 Liptser, Robert
1 Mahmoud, Mohamed Abdel Wahab
1 Naha, Arunava
1 Nazarenko, Bogdan
1 Nikiforov, Nikita Igor’evich
1 Park, Eunsik
1 Perelevsky, Svyatoslav Sergeevich
1 Pergamenshchikov, Serge M.
1 Pestov, German Gavrilovich
1 Povzun, Maria A.
1 Povzun, Mariya Anatolyevna
1 Pupkov, A. V.
1 Renshaw, Eric
1 Serban, Daniel
1 Shete, Sanjay
1 Shu, Huisheng
1 Sohrabi, Maryam
1 Spivak, Valentin S.
1 Spokoĭnyĭ, Vladimir Grigor’evich
1 Tari, Megdouda
1 Tarokh, Vahid
1 Tartakovsky, Alexander G.
1 Teixeira, André M. H.
1 Tenzin, Roman O.
1 Travkina, Violetta Valer’evna
1 Voloshko, Valeriĭ Anatol’evich
1 Vorobeichikov, S. E.
1 Zarepour, Mahmoud

Citations by Year