Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Evgeny Pchelintsev"'
Publikováno v:
Advances in Electrical and Electronic Engineering, Vol 17, Iss 3, Pp 270-274 (2019)
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-Uhlenbeck processes with unknown correlation properties. A
Externí odkaz:
https://doaj.org/article/e9101ff60ada49e3bd28d387dd64f900
Publikováno v:
Communications, Vol 20, Iss 1, Pp 73-77 (2018)
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, based on the improved weighted least square estimates,
Externí odkaz:
https://doaj.org/article/e6b3d8cf845341759010f85253dcde96
Publikováno v:
Statistical Inference for Stochastic Processes. 25:537-576
In this paper we study a high dimension (Big Data) regression model in continuous time observed in the discrete time moments with dependent noises defined by semimartingale processes. To this end an improved (shrinkage) estimation method is developed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::433ff598c291c3e041ba36bf0305590c
https://doi.org/10.1007/s11203-021-09258-0
https://doi.org/10.1007/s11203-021-09258-0
Publikováno v:
Annals of the Institute of Statistical Mathematics. 2022. Vol. 74, № 1. P. 113-142
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 ellipses. Using the Pinsker’s approach, we provide
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e265c6ba65e8a6d59521afa0800c13b
https://doi.org/10.1007/s10463-021-00790-7
https://doi.org/10.1007/s10463-021-00790-7
Publikováno v:
Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika. :73-81
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::527bd683e3e35f611b64bc4e0b2b3fdb
https://doi.org/10.17223/19988605/49/9
https://doi.org/10.17223/19988605/49/9
Publikováno v:
Tyumen State University Herald. Social, Economic, and Law Research. 5:138-154
This article studies the problems of economic growth and spatial development of regions with a high concentration of single-industry towns. The authors aim to identify the factors of development of single-industry towns at the microeconomic level on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35fc5fecdf30e252d8efbcf4d01c381c
https://doi.org/10.21684/2411-7897-2019-5-4-138-154
https://doi.org/10.21684/2411-7897-2019-5-4-138-154
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783030832650
We study a robust adaptive nonparametric estimation problem for periodic functions observed in discrete fixed time moments with non-Gaussian Ornstein–Uhlenbeck noises. For this problem we develop a model selection method, based on the shrinkage (im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bd2b3861f9e14fc05a604eca051ca70
https://doi.org/10.1007/978-3-030-83266-7_12
https://doi.org/10.1007/978-3-030-83266-7_12
Autor:
Irina S. Antonova, Evgeny Pchelintsev
Publikováno v:
Tyumen State University Herald. Social, Economic, and Law Research. 4:200-218
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d85db5a41501d7020243d4ebc3c19614
https://doi.org/10.21684/2411-7897-2018-4-4-200-218
https://doi.org/10.21684/2411-7897-2018-4-4-200-218
Publikováno v:
Journal of nonparametric statistics. 2019. Vol. 31, № 3. P. 612-628
In this paper we develop the James - Stein improved estimation method for a nonparametric periodic function observed with the Levy noises in continuous time. An adaptive model selection procedure based on the improved weighted least square estimates
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c3ab32ca297c3595add479898d89cd8
http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000672017
http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000672017
Autor:
Irina S. Antonova, Evgeny Pchelintsev
Publikováno v:
International Journal of Economic Policy in Emerging Economies. 1:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80ab13bbb2fa3b6be34c471ae655ff96
https://doi.org/10.1504/ijepee.2021.10040341
https://doi.org/10.1504/ijepee.2021.10040341